XGIU.L vs. SGIL.L
XGIU.L (Xtrackers Global Inflation-Linked Bond UCITS ETF 5C) and SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) are both Inflation-Protected Bonds funds tracking the Bloomberg Gbl Infl Linked TR USD, from Xtrackers and iShares respectively. Both are passively managed. Over the past 10 years, XGIU.L returned 1.97%/yr vs 1.78%/yr for SGIL.L. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
XGIU.L vs. SGIL.L - Performance Comparison
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Different Trading Currencies
XGIU.L is traded in GBp, while SGIL.L is traded in GBP. To make them comparable, the SGIL.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XGIU.L achieves a 1.28% return, which is significantly higher than SGIL.L's 1.14% return. Over the past 10 years, XGIU.L has outperformed SGIL.L with an annualized return of 1.97%, while SGIL.L has yielded a comparatively lower 1.78% annualized return.
XGIU.L
- 1D
- 0.09%
- 1M
- 0.66%
- YTD
- 1.28%
- 6M
- 0.66%
- 1Y
- 4.77%
- 3Y*
- 0.78%
- 5Y*
- -1.04%
- 10Y*
- 1.97%
SGIL.L
- 1D
- 0.01%
- 1M
- 0.35%
- YTD
- 1.14%
- 6M
- 0.44%
- 1Y
- 4.97%
- 3Y*
- 0.67%
- 5Y*
- -1.24%
- 10Y*
- 1.78%
XGIU.L vs. SGIL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGIU.L Xtrackers Global Inflation-Linked Bond UCITS ETF 5C | 1.28% | 1.16% | -1.40% | -0.59% | -12.25% | 3.51% | 7.89% | 4.14% | 3.71% | 1.12% |
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 1.14% | 1.15% | -1.44% | -0.60% | -12.55% | 4.21% | 8.42% | 4.53% | 1.56% | -1.38% |
Correlation
The correlation between XGIU.L and SGIL.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2016 | 0.57 |
The correlation between XGIU.L and SGIL.L shifts across timeframes, from 0.57 (all time) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XGIU.L vs. SGIL.L — Risk / Return Rank
XGIU.L
SGIL.L
XGIU.L vs. SGIL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.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.
| XGIU.L | SGIL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.56 | +0.04 |
| Martin ratioReturn relative to average drawdown | 3.05 | 3.06 | -0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XGIU.L | SGIL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.98 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | -0.15 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.20 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.41 | -0.08 |
Drawdowns
XGIU.L vs. SGIL.L - Drawdown Comparison
The maximum XGIU.L drawdown since its inception was -20.08%, roughly equal to the maximum SGIL.L drawdown of -20.23%. Use the drawdown chart below to compare losses from any high point for XGIU.L and SGIL.L.
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Drawdown Indicators
| XGIU.L | SGIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.08% | -20.23% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -3.17% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -5.63% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.08% | -20.23% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -20.08% | -20.23% | +0.15% |
Current DrawdownCurrent decline from peak | -14.69% | -15.00% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -11.04% | -6.79% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.62% | -0.06% |
Volatility
XGIU.L vs. SGIL.L - Volatility Comparison
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) has a higher volatility of 2.42% compared to iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) at 1.13%. This indicates that XGIU.L's price experiences larger fluctuations and is considered to be riskier than SGIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGIU.L | SGIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 1.13% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 3.56% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.10% | 5.03% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.96% | 8.38% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.64% | 8.97% | +2.67% |
XGIU.L vs. SGIL.L - Expense Ratio Comparison
Both XGIU.L and SGIL.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XGIU.L vs. SGIL.L - Dividend Comparison
Neither XGIU.L nor SGIL.L has paid dividends to shareholders.
Frequently Asked Questions
XGIU.L and SGIL.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XGIU.L and SGIL.L have the same expense ratio: 0.20% per year.
Both ETFs track Bloomberg Gbl Infl Linked TR USD. They also come from different issuers: Xtrackers and iShares.
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