PortfoliosLab logoPortfoliosLab logo
GBP5.L vs. IGCB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBP5.L vs. IGCB.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 Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024202320222021
GBP5.L
L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF
-0.48%6.37%4.55%6.90%-6.01%-0.54%
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
-1.36%6.83%1.93%9.20%-18.57%-1.55%

Returns By Period

In the year-to-date period, GBP5.L achieves a -0.48% return, which is significantly higher than IGCB.L's -1.36% return.


GBP5.L

1D
0.28%
1M
-1.13%
YTD
-0.48%
6M
1.12%
1Y
5.14%
3Y*
5.30%
5Y*
2.09%
10Y*

IGCB.L

1D
0.68%
1M
-1.94%
YTD
-1.36%
6M
0.92%
1Y
5.26%
3Y*
4.80%
5Y*
-0.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

GBP5.L has a 0.09% expense ratio, which is lower than IGCB.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GBP5.L vs. IGCB.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: 8383
Overall Rank
GBP5.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GBP5.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
GBP5.L Omega Ratio Rank: 8282
Omega Ratio Rank
GBP5.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
GBP5.L Martin Ratio Rank: 8585
Martin Ratio Rank

IGCB.L
IGCB.L Risk / Return Rank: 4242
Overall Rank
IGCB.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IGCB.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
IGCB.L Omega Ratio Rank: 3737
Omega Ratio Rank
IGCB.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IGCB.L Martin Ratio Rank: 4848
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. IGCB.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 Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.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.LIGCB.LDifference

Sharpe ratio

Return per unit of total volatility

1.63

0.85

+0.79

Sortino ratio

Return per unit of downside risk

2.37

1.18

+1.19

Omega ratio

Gain probability vs. loss probability

1.33

1.16

+0.18

Calmar ratio

Return relative to maximum drawdown

2.56

1.27

+1.28

Martin ratio

Return relative to average drawdown

10.83

5.07

+5.75

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

The current GBP5.L Sharpe Ratio is 1.63, which is higher than the IGCB.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of GBP5.L and IGCB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GBP5.LIGCB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.85

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

-0.10

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

-0.01

+0.61

Correlation

The correlation between GBP5.L and IGCB.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GBP5.L vs. IGCB.L - Dividend Comparison

GBP5.L's dividend yield for the trailing twelve months is around 4.65%, less than IGCB.L's 5.33% yield.


TTM202520242023202220212020
GBP5.L
L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF
4.65%4.40%3.78%2.56%1.05%0.32%0.00%
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
5.33%5.18%5.18%4.26%2.54%1.74%1.22%

Drawdowns

GBP5.L vs. IGCB.L - Drawdown Comparison

The maximum GBP5.L drawdown since its inception was -11.97%, smaller than the maximum IGCB.L drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for GBP5.L and IGCB.L.


Loading graphics...

Drawdown Indicators


GBP5.LIGCB.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.97%

-30.44%

+18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-4.00%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-11.97%

-29.39%

+17.42%

Current Drawdown

Current decline from peak

-1.24%

-8.57%

+7.33%

Average Drawdown

Average peak-to-trough decline

-2.27%

-11.39%

+9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

1.01%

-0.58%

Volatility

GBP5.L vs. IGCB.L - Volatility Comparison

The current volatility for L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF (GBP5.L) is 1.48%, while Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) has a volatility of 2.91%. This indicates that GBP5.L experiences smaller price fluctuations and is considered to be less risky than IGCB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GBP5.LIGCB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

2.91%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

4.36%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

6.18%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.42%

7.55%

-4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

7.73%

-4.33%