XRSG.L vs. IGL5.L
XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and IGL5.L (iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)) are both exchange-traded funds - XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while IGL5.L is a European Government Bonds fund tracking the FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). Both are passively managed. Over the past 3 years, XRSG.L returned 15.54%/yr vs 4.58%/yr for IGL5.L. At a 0.20 correlation, their price movements are largely independent. XRSG.L charges 0.30%/yr vs 0.07%/yr for IGL5.L.
Performance
XRSG.L vs. IGL5.L - Performance Comparison
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Different Trading Currencies
XRSG.L is traded in GBp, while IGL5.L is traded in GBP. To make them comparable, the IGL5.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XRSG.L achieves a 19.39% return, which is significantly higher than IGL5.L's 1.44% return.
XRSG.L
- 1D
- -0.27%
- 1M
- -0.27%
- 6M
- 12.88%
- YTD
- 19.39%
- 1Y
- 33.68%
- 3Y*
- 15.54%
- 5Y*
- 7.77%
- 10Y*
- 10.21%
IGL5.L
- 1D
- 0.00%
- 1M
- -0.00%
- 6M
- 0.53%
- YTD
- 1.44%
- 1Y
- 2.91%
- 3Y*
- 4.58%
- 5Y*
- —
- 10Y*
- —
XRSG.L vs. IGL5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 19.39% | 4.65% | 11.80% | 12.95% |
IGL5.L iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) | 1.44% | 4.50% | 2.70% | 4.01% |
Correlation
The correlation between XRSG.L and IGL5.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 23, 2023 | 0.20 |
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Return for Risk
XRSG.L vs. IGL5.L — Risk / Return Rank
XRSG.L
IGL5.L
XRSG.L vs. IGL5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XRSG.L | IGL5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 1.49 | +2.40 |
| Martin ratioReturn relative to average drawdown | 11.29 | 5.01 | +6.27 |
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Drawdowns
XRSG.L vs. IGL5.L - Drawdown Comparison
The maximum XRSG.L drawdown since its inception was -48.07%, which is greater than IGL5.L's maximum drawdown of -2.00%. Use the drawdown chart below to compare losses from any high point for XRSG.L and IGL5.L.
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Drawdown Indicators
| XRSG.L | IGL5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.07% | -2.00% | -46.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -1.94% | -6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.09% | -1.94% | -28.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | — | — |
Current DrawdownCurrent decline from peak | -3.64% | -0.35% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -0.31% | -13.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 0.58% | +2.40% |
Volatility
XRSG.L vs. IGL5.L - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) has a higher volatility of 4.51% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) at 0.75%. This indicates that XRSG.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
| XRSG.L | IGL5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 0.75% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 2.17% | +10.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 2.64% | +14.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 2.57% | +21.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 2.57% | +19.97% |
XRSG.L vs. IGL5.L - Expense Ratio Comparison
XRSG.L has a 0.30% expense ratio, which is higher than IGL5.L's 0.07% expense ratio.
Dividends
XRSG.L vs. IGL5.L - Dividend Comparison
Neither XRSG.L nor IGL5.L has paid dividends to shareholders.
Frequently Asked Questions
XRSG.L and IGL5.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGL5.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGL5.L is cheaper with a 0.07% expense ratio, compared with 0.30% for XRSG.L.
XRSG.L is categorized as Small Cap Blend Equities, while IGL5.L is European Government Bonds. XRSG.L tracks Russell 2000 TR USD, while IGL5.L tracks FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRSG.L and 0.07% for IGL5.L.
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