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Baillie Gifford UK Growth Fund plc (BGUK.L) Sharpe Ratio: 0.67

Equity · Currency in GBp · Last updated Jun 5, 2026

Baillie Gifford UK Growth Trust plc is a closed-ended equity mutual fund launched and managed by Schroder Unit Trusts Ltd. The fund is co-managed by Schroder Investment Management Limited. It invests in the public equity markets of the United Kingdom. The fund seeks to invest in value stocks of companies operating across diversified sectors. It primarily invests in stocks of large and mid-cap companies. The fund benchmarks the performance of its portfolio against the FTSE All Share (Total Return) Index. It was formerly known as Baillie Gifford UK Growth Fund plc. Baillie Gifford UK Growth Trust plc was formed on March 10, 1994 and is domiciled in the United Kingdom.

BGUK.L's Sharpe Ratio of 0.67 indicates that for each unit of volatility, it generates 0.67 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

BGUK.L Sharpe Ratio Rank

BGUK.L Sharpe Ratio Rank: 62.963
Above Average

BGUK.L ranks above 62.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

BGUK.L Sharpe Ratio Market Positioning

The chart shows BGUK.L's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.39 or lower
  • Yellow zone (middle 50%): -0.39 to 1.13
  • Green zone (top 25%): 1.13 or higher
  • Top 1%: 5.45+
  • Median: 0.22 — half of all investments score higher

How it compares to other similar stocks

The table compares Baillie Gifford UK Growth Fund plc's Sharpe Ratio with other stocks in the Collective Investments industry across multiple time periods, showing how BGUK.L's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PCT.LPolar Capital Technology Trust4.73
AAIF.Labrdn Asian Income Fund Limited3.64
BSRT.LBaker Steel Resources Trust3.61
ATT.LAllianz Technology Trust plc3.60
MNTN.LSchiehallion Fund Ltd3.54
MYI.LMurray International Trust3.05
BRWM.LBlackrock World Mining Trust plc2.96
JEMI.LJPMorgan Global Emerging Markets Investment Trust plc2.95
IBT.LInternational Biotechnology Trust plc2.72
HFEL.LHenderson Far East Income Ltd2.50
BGUK.LBaillie Gifford UK Growth Fund plc0.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BGUK.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BGUK.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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