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XGLE.L vs. IGL5.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGLE.L vs. IGL5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L). The values are adjusted to include any dividend payments, if applicable.

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XGLE.L vs. IGL5.L - Yearly Performance Comparison


2026 (YTD)202520242023
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.46%0.57%1.68%5.79%
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.87%-0.89%7.63%4.20%
Different Trading Currencies

XGLE.L is traded in EUR, while IGL5.L is traded in GBP. To make them comparable, the IGL5.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGLE.L achieves a -0.46% return, which is significantly lower than IGL5.L's 0.87% return.


XGLE.L

1D
0.19%
1M
-2.07%
YTD
-0.46%
6M
-0.12%
1Y
1.10%
3Y*
2.13%
5Y*
-2.62%
10Y*
-0.40%

IGL5.L

1D
0.97%
1M
-0.63%
YTD
0.87%
6M
1.48%
1Y
-0.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGLE.L vs. IGL5.L - Expense Ratio Comparison

XGLE.L has a 0.15% expense ratio, which is higher than IGL5.L's 0.07% 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

XGLE.L vs. IGL5.L — Risk / Return Rank

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

XGLE.L
XGLE.L Risk / Return Rank: 1818
Overall Rank
XGLE.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 1515
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 2020
Martin Ratio Rank

IGL5.L
IGL5.L Risk / Return Rank: 8383
Overall Rank
IGL5.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 9090
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 7878
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.

XGLE.L vs. IGL5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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.


XGLE.LIGL5.LDifference

Sharpe ratio

Return per unit of total volatility

0.29

-0.08

+0.37

Sortino ratio

Return per unit of downside risk

0.42

-0.08

+0.50

Omega ratio

Gain probability vs. loss probability

1.05

0.99

+0.06

Calmar ratio

Return relative to maximum drawdown

0.37

-0.22

+0.59

Martin ratio

Return relative to average drawdown

1.31

-0.42

+1.73

XGLE.L vs. IGL5.L - Sharpe Ratio Comparison

The current XGLE.L Sharpe Ratio is 0.29, which is higher than the IGL5.L Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of XGLE.L and IGL5.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


XGLE.LIGL5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.08

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.85

-0.44

Correlation

The correlation between XGLE.L and IGL5.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XGLE.L vs. IGL5.L - Dividend Comparison

Neither XGLE.L nor IGL5.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGLE.L vs. IGL5.L - Drawdown Comparison

The maximum XGLE.L drawdown since its inception was -22.56%, which is greater than IGL5.L's maximum drawdown of -4.22%. Use the drawdown chart below to compare losses from any high point for XGLE.L and IGL5.L.


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Drawdown Indicators


XGLE.LIGL5.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-1.89%

-20.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-1.89%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

Current Drawdown

Current decline from peak

-14.64%

-1.08%

-13.56%

Average Drawdown

Average peak-to-trough decline

-6.41%

-0.28%

-6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.39%

+0.61%

Volatility

XGLE.L vs. IGL5.L - Volatility Comparison

Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) has a higher volatility of 1.93% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) at 1.82%. This indicates that XGLE.L's price experiences larger fluctuations and is considered to be riskier than IGL5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLE.LIGL5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

1.82%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

3.19%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

5.11%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.26%

4.79%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

4.79%

+0.50%