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GBP5.L vs. GBPC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBP5.L vs. GBPC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF (GBP5.L) and L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBP5.L achieves a 0.88% return, which is significantly higher than GBPC.L's 0.13% return.


GBP5.L

1D
0.07%
1M
0.59%
YTD
0.88%
6M
1.27%
1Y
4.67%
3Y*
6.06%
5Y*
2.30%
10Y*

GBPC.L

1D
0.01%
1M
1.04%
YTD
0.13%
6M
0.62%
1Y
4.88%
3Y*
6.17%
5Y*
-0.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBP5.L vs. GBPC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GBP5.L
L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF
0.88%6.37%4.55%6.90%-6.01%-0.54%
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
0.13%6.83%2.78%8.35%-17.11%-0.97%

Correlation

The correlation between GBP5.L and GBPC.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.63

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

0.52

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2021

0.50

The correlation between GBP5.L and GBPC.L shifts across timeframes, from 0.50 (1 year) to 0.63 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GBP5.L vs. GBPC.L — Risk / Return Rank

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

GBP5.L
GBP5.L Risk / Return Rank: 4545
Overall Rank
GBP5.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GBP5.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
GBP5.L Omega Ratio Rank: 4444
Omega Ratio Rank
GBP5.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
GBP5.L Martin Ratio Rank: 5454
Martin Ratio Rank

GBPC.L
GBPC.L Risk / Return Rank: 2525
Overall Rank
GBPC.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GBPC.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
GBPC.L Omega Ratio Rank: 2424
Omega Ratio Rank
GBPC.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
GBPC.L Martin Ratio Rank: 2929
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.

GBP5.L vs. GBPC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF (GBP5.L) and L&G ESG GBP Corporate Bond UCITS ETF (GBPC.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.


GBP5.LGBPC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratioReturn relative to maximum drawdown

2.57

1.17

+1.39

Martin ratioReturn relative to average drawdown

9.07

3.89

+5.19

GBP5.L vs. GBPC.L - Sharpe Ratio Comparison

The current GBP5.L Sharpe Ratio is 1.32, which is higher than the GBPC.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of GBP5.L and GBPC.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


GBP5.LGBPC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.78

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

-0.03

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

-0.06

+0.71

Drawdowns

GBP5.L vs. GBPC.L - Drawdown Comparison

The maximum GBP5.L drawdown since its inception was -11.97%, smaller than the maximum GBPC.L drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for GBP5.L and GBPC.L.


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Drawdown Indicators


GBP5.LGBPC.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.97%

-28.45%

+16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-4.14%

+2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-1.82%

-4.14%

+2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-11.97%

-27.69%

+15.72%

Current Drawdown

Current decline from peak

-0.51%

-4.66%

+4.15%

Average Drawdown

Average peak-to-trough decline

-2.22%

-10.89%

+8.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

1.25%

-0.73%

Volatility

GBP5.L vs. GBPC.L - Volatility Comparison

The current volatility for L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF (GBP5.L) is 1.86%, while L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) has a volatility of 3.21%. This indicates that GBP5.L experiences smaller price fluctuations and is considered to be less risky than GBPC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBP5.LGBPC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

3.21%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

5.09%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

6.23%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.54%

7.85%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

7.62%

-4.14%

GBP5.L vs. GBPC.L - Expense Ratio Comparison

Both GBP5.L and GBPC.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GBP5.L vs. GBPC.L - Dividend Comparison

GBP5.L's dividend yield for the trailing twelve months is around 4.58%, less than GBPC.L's 5.14% yield.


PositionTTM20252024202320222021
GBP5.L
L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF
4.58%4.40%3.78%2.56%1.05%0.32%
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
5.14%5.00%4.86%3.58%2.16%0.87%

Frequently Asked Questions


GBP5.L and GBPC.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GBP5.L and GBPC.L have the same expense ratio: 0.09% per year.

GBP5.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while GBPC.L tracks Markit iBoxx GBP NonGilts TR.

Portfolio Optimizer

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