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XG7U.L vs. IGIL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XG7U.L vs. IGIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.L) and iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L). The values are adjusted to include any dividend payments, if applicable.

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XG7U.L vs. IGIL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XG7U.L
Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged
0.80%4.67%-0.45%4.13%-17.08%5.31%9.30%8.31%-0.09%3.18%
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
0.02%8.45%-2.93%5.08%-21.84%2.94%12.21%7.81%-4.02%8.44%

Returns By Period

In the year-to-date period, XG7U.L achieves a 0.80% return, which is significantly higher than IGIL.L's 0.02% return. Over the past 10 years, XG7U.L has outperformed IGIL.L with an annualized return of 2.09%, while IGIL.L has yielded a comparatively lower 1.08% annualized return.


XG7U.L

1D
0.07%
1M
-1.68%
YTD
0.80%
6M
1.59%
1Y
3.19%
3Y*
1.87%
5Y*
-0.49%
10Y*
2.09%

IGIL.L

1D
0.48%
1M
-2.29%
YTD
0.02%
6M
0.86%
1Y
5.01%
3Y*
2.05%
5Y*
-1.75%
10Y*
1.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XG7U.L vs. IGIL.L - Expense Ratio Comparison

XG7U.L has a 0.25% expense ratio, which is higher than IGIL.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XG7U.L vs. IGIL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XG7U.L
XG7U.L Risk / Return Rank: 2929
Overall Rank
XG7U.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XG7U.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XG7U.L Omega Ratio Rank: 2424
Omega Ratio Rank
XG7U.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
XG7U.L Martin Ratio Rank: 3434
Martin Ratio Rank

IGIL.L
IGIL.L Risk / Return Rank: 3737
Overall Rank
IGIL.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGIL.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IGIL.L Omega Ratio Rank: 2929
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
IGIL.L Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XG7U.L vs. IGIL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.L) and iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XG7U.LIGIL.LDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.74

-0.17

Sortino ratio

Return per unit of downside risk

0.80

1.12

-0.32

Omega ratio

Gain probability vs. loss probability

1.11

1.13

-0.03

Calmar ratio

Return relative to maximum drawdown

1.05

1.44

-0.39

Martin ratio

Return relative to average drawdown

3.65

4.29

-0.63

XG7U.L vs. IGIL.L - Sharpe Ratio Comparison

The current XG7U.L Sharpe Ratio is 0.56, which is comparable to the IGIL.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of XG7U.L and IGIL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XG7U.LIGIL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.74

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.18

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.12

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.19

+0.14

Correlation

The correlation between XG7U.L and IGIL.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XG7U.L vs. IGIL.L - Dividend Comparison

Neither XG7U.L nor IGIL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XG7U.L vs. IGIL.L - Drawdown Comparison

The maximum XG7U.L drawdown since its inception was -23.33%, smaller than the maximum IGIL.L drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for XG7U.L and IGIL.L.


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Drawdown Indicators


XG7U.LIGIL.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.33%

-31.32%

+7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-3.47%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-31.32%

+7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-23.33%

-31.32%

+7.99%

Current Drawdown

Current decline from peak

-11.04%

-15.60%

+4.56%

Average Drawdown

Average peak-to-trough decline

-6.11%

-7.40%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.17%

-0.20%

Volatility

XG7U.L vs. IGIL.L - Volatility Comparison

The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.L) is 1.94%, while iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) has a volatility of 2.38%. This indicates that XG7U.L experiences smaller price fluctuations and is considered to be less risky than IGIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XG7U.LIGIL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

2.38%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

4.18%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

5.65%

6.79%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

9.59%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.99%

8.89%

-1.90%