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GBPG.L vs. GSLC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBPG.L vs. GSLC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) and Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GSLC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GBPG.L is traded in GBP, while GSLC.L is traded in USD. To make them comparable, the GSLC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBPG.L achieves a 3.08% return, which is significantly lower than GSLC.L's 9.62% return.


GBPG.L

1D
0.21%
1M
0.55%
YTD
3.08%
6M
0.27%
1Y
3.00%
3Y*
3.68%
5Y*
10Y*

GSLC.L

1D
-0.04%
1M
5.43%
YTD
9.62%
6M
9.45%
1Y
24.12%
3Y*
17.78%
5Y*
13.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPG.L vs. GSLC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GBPG.L
Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist)
3.08%2.23%0.17%4.28%90.38%-1.08%
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
9.58%8.16%25.19%19.34%-9.56%7.25%

Correlation

The correlation between GBPG.L and GSLC.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2021

0.05

The correlation between GBPG.L and GSLC.L shifts across timeframes, from 0.05 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GBPG.L vs. GSLC.L — Risk / Return Rank

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

GBPG.L
GBPG.L Risk / Return Rank: 1919
Overall Rank
GBPG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GBPG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
GBPG.L Omega Ratio Rank: 2020
Omega Ratio Rank
GBPG.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
GBPG.L Martin Ratio Rank: 2121
Martin Ratio Rank

GSLC.L
GSLC.L Risk / Return Rank: 5252
Overall Rank
GSLC.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GSLC.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
GSLC.L Omega Ratio Rank: 5151
Omega Ratio Rank
GSLC.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
GSLC.L Martin Ratio Rank: 5555
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.

GBPG.L vs. GSLC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) and Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GSLC.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.


GBPG.LGSLC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.12

1.32

-0.20

Calmar ratioReturn relative to maximum drawdown

0.90

2.71

-1.81

Martin ratioReturn relative to average drawdown

2.44

9.02

-6.58

GBPG.L vs. GSLC.L - Sharpe Ratio Comparison

The current GBPG.L Sharpe Ratio is 0.49, which is lower than the GSLC.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of GBPG.L and GSLC.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


GBPG.LGSLC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.81

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.17

-0.70

Drawdowns

GBPG.L vs. GSLC.L - Drawdown Comparison

The maximum GBPG.L drawdown since its inception was -7.18%, smaller than the maximum GSLC.L drawdown of -21.03%. Use the drawdown chart below to compare losses from any high point for GBPG.L and GSLC.L.


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Drawdown Indicators


GBPG.LGSLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.18%

-21.03%

+13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.16%

-8.88%

+5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-3.30%

-21.03%

+17.73%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

Current Drawdown

Current decline from peak

-1.70%

-0.06%

-1.64%

Average Drawdown

Average peak-to-trough decline

-1.69%

-3.68%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

2.67%

-1.50%

Volatility

GBPG.L vs. GSLC.L - Volatility Comparison

The current volatility for Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) is 1.51%, while Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GSLC.L) has a volatility of 4.14%. This indicates that GBPG.L experiences smaller price fluctuations and is considered to be less risky than GSLC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBPG.LGSLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

4.14%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

5.31%

9.84%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.83%

13.33%

-7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

18.28%

+17.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.50%

19.39%

+16.11%

GBPG.L vs. GSLC.L - Expense Ratio Comparison

GBPG.L has a 0.07% expense ratio, which is lower than GSLC.L's 0.14% 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%.


Dividends

GBPG.L vs. GSLC.L - Dividend Comparison

GBPG.L's dividend yield for the trailing twelve months is around 4.09%, while GSLC.L has not paid dividends to shareholders.


Frequently Asked Questions


GBPG.L and GSLC.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GBPG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBPG.L is cheaper with a 0.07% expense ratio, compared with 0.14% for GSLC.L.

GBPG.L is categorized as European Government Bonds, while GSLC.L is Large Cap Blend Equities. GBPG.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while GSLC.L tracks Russell 1000 TR USD. Their fees differ too: 0.07% for GBPG.L and 0.14% for GSLC.L.

Portfolio Optimizer

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