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XGIU.L vs. SGIL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGIU.L vs. SGIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGIU.L vs. SGIL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XGIU.L
XGIU.L Risk / Return Rank: 2727
Overall Rank
XGIU.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XGIU.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XGIU.L Omega Ratio Rank: 2626
Omega Ratio Rank
XGIU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
XGIU.L Martin Ratio Rank: 2424
Martin Ratio Rank

SGIL.L
SGIL.L Risk / Return Rank: 2727
Overall Rank
SGIL.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGIL.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
SGIL.L Omega Ratio Rank: 2626
Omega Ratio Rank
SGIL.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 2424
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.

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.LSGIL.LDifference
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

XGIU.L vs. SGIL.L - Sharpe Ratio Comparison

The current XGIU.L Sharpe Ratio is 0.93, which is comparable to the SGIL.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of XGIU.L and SGIL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XGIU.LSGIL.LDifference

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.LSGIL.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.69%

-15.00%

+0.31%

Average Drawdown

Average peak-to-trough decline

-11.04%

-6.79%

-4.25%

Ulcer Index

Depth 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.LSGIL.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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