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Invesco UK Gilt 1-5 Year UCITS ETF Dist (GLT5.L) Sharpe Ratio: 1.32

GLT5.L's Sharpe Ratio of 1.32 indicates that for each unit of volatility, it generates 1.32 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 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.

GLT5.L Sharpe Ratio Rank

GLT5.L Sharpe Ratio Rank: 70.871
Above Average

GLT5.L ranks above 70.8% 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

GLT5.L Sharpe Ratio Market Positioning

The chart shows GLT5.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.42
  • Green zone (top 25%): 1.42 or higher
  • Top 1%: 5.71+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco UK Gilt 1-5 Year UCITS ETF Dist's Sharpe Ratio with other ETFs in the European Government Bonds category across multiple time periods, showing how GLT5.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
UKG5.LL&G UK Gilt 0-5 Year UCITS ETF2.10
IGL5.LiShares UK Gilts 0-5yr UCITS ETF GBP (Acc)1.87
IGLS.LiShares UK Gilts 0-5yr UCITS ETF GBP (Dist)1.75
GIL5.LLyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist1.69
JG15.LJPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist)1.62
GLTS.LSPDR Bloomberg 1-5 Year Gilt UCITS ETF1.53
GLT5.LInvesco UK Gilt 1-5 Year UCITS ETF Dist1.32
CE31.LiShares Euro Government Bond 1-3yr UCITS ETF (Acc)1.13
CE71.LiShares Euro Government Bond 3-7yr UCITS ETF (Acc)1.11
J13E.LJPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)1.09

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GLT5.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 GLT5.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore GLT5.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

GLT5.L Sortino Ratio