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

Performance

XRSG.L vs. IGL5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRSG.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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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
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

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

XRSG.L
XRSG.L Risk / Return Rank: 7777
Overall Rank
XRSG.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 6868
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 7676
Martin Ratio Rank

IGL5.L
IGL5.L Risk / Return Rank: 3838
Overall Rank
IGL5.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 4343
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 3939
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.

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.LIGL5.LDifference
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

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

The current XRSG.L Sharpe Ratio is 1.97, which is higher than the IGL5.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of XRSG.L and IGL5.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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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.LIGL5.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.64%

-0.35%

-3.29%

Average Drawdown

Average peak-to-trough decline

-13.79%

-0.31%

-13.48%

Ulcer Index

Depth 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.LIGL5.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for XRSG.L and IGL5.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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