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CE71.L vs. GIL5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE71.L vs. GIL5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (CE71.L) and Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE71.L is traded in GBp, while GIL5.L is traded in GBP. To make them comparable, the GIL5.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE71.L achieves a -1.29% return, which is significantly lower than GIL5.L's 0.31% return.


CE71.L

1D
-0.27%
1M
0.37%
YTD
-1.29%
6M
-1.45%
1Y
2.86%
3Y*
2.87%
5Y*
-0.59%
10Y*
1.34%

GIL5.L

1D
-0.11%
1M
0.34%
YTD
0.31%
6M
0.58%
1Y
2.88%
3Y*
4.08%
5Y*
1.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE71.L vs. GIL5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
-1.29%7.79%-2.51%3.91%-7.07%-8.68%8.08%-2.38%0.86%6.21%
GIL5.L
Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist
0.31%5.12%2.49%4.05%-4.53%-1.87%1.64%1.03%0.23%-0.33%

Correlation

The correlation between CE71.L and GIL5.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2016

0.32

The correlation between CE71.L and GIL5.L shifts across timeframes, from 0.32 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CE71.L vs. GIL5.L — Risk / Return Rank

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

CE71.L
CE71.L Risk / Return Rank: 1717
Overall Rank
CE71.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CE71.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
CE71.L Omega Ratio Rank: 1717
Omega Ratio Rank
CE71.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
CE71.L Martin Ratio Rank: 1717
Martin Ratio Rank

GIL5.L
GIL5.L Risk / Return Rank: 3737
Overall Rank
GIL5.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GIL5.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
GIL5.L Omega Ratio Rank: 4242
Omega Ratio Rank
GIL5.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
GIL5.L Martin Ratio Rank: 3333
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.

CE71.L vs. GIL5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (CE71.L) and Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.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.


CE71.LGIL5.LDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.10

1.27

-0.17

Calmar ratioReturn relative to maximum drawdown

0.68

1.50

-0.82

Martin ratioReturn relative to average drawdown

1.62

5.00

-3.37

CE71.L vs. GIL5.L - Sharpe Ratio Comparison

The current CE71.L Sharpe Ratio is 0.59, which is lower than the GIL5.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CE71.L and GIL5.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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Sharpe Ratios by Period


CE71.LGIL5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.42

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.47

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.36

-0.17

Drawdowns

CE71.L vs. GIL5.L - Drawdown Comparison

The maximum CE71.L drawdown since its inception was -19.41%, which is greater than GIL5.L's maximum drawdown of -9.42%. Use the drawdown chart below to compare losses from any high point for CE71.L and GIL5.L.


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Drawdown Indicators


CE71.LGIL5.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.41%

-9.42%

-9.99%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-1.91%

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-5.12%

-1.91%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.10%

-8.75%

-5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-19.41%

Current Drawdown

Current decline from peak

-9.97%

-0.78%

-9.19%

Average Drawdown

Average peak-to-trough decline

-10.39%

-1.61%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

0.58%

+1.18%

Volatility

CE71.L vs. GIL5.L - Volatility Comparison

iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (CE71.L) has a higher volatility of 1.52% compared to Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) at 0.60%. This indicates that CE71.L's price experiences larger fluctuations and is considered to be riskier than GIL5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE71.LGIL5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.60%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

1.71%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

2.02%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

2.60%

+3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.25%

2.13%

+7.12%

CE71.L vs. GIL5.L - Expense Ratio Comparison

CE71.L has a 0.15% expense ratio, which is higher than GIL5.L's 0.05% 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%.


Dividends

CE71.L vs. GIL5.L - Dividend Comparison

CE71.L has not paid dividends to shareholders, while GIL5.L's dividend yield for the trailing twelve months is around 2.34%.


PositionTTM2025202420232022202120202019201820172016
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GIL5.L
Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist
2.34%2.34%1.94%1.36%1.39%1.60%2.26%2.70%2.92%3.17%1.56%

Frequently Asked Questions


CE71.L and GIL5.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GIL5.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GIL5.L is cheaper with a 0.05% expense ratio, compared with 0.15% for CE71.L.

CE71.L tracks Bloomberg Euro Agg Govt TR EUR, while GIL5.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for CE71.L and 0.05% for GIL5.L.

Portfolio Optimizer

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