GBPG.L vs. HICL.L
Compare and contrast key facts about Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) and HICL Infrastructure Company Ltd (HICL.L).
GBPG.L is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on Sep 7, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBPG.L or HICL.L.
Key characteristics
| GBPG.L | HICL.L | |
|---|---|---|
| YTD Return | -0.20% | -7.00% |
| 1Y Return | 3.73% | 0.82% |
| 3Y Return (Ann) | 25.51% | -5.41% |
| Sharpe Ratio | 0.75 | -0.22 |
| Sortino Ratio | 1.09 | -0.20 |
| Omega Ratio | 1.13 | 0.98 |
| Calmar Ratio | 1.01 | -0.13 |
| Martin Ratio | 2.26 | -0.51 |
| Ulcer Index | 1.31% | 7.15% |
| Daily Std Dev | 4.03% | 17.36% |
| Max Drawdown | -7.18% | -31.03% |
| Current Drawdown | -2.57% | -22.99% |
Correlation
The correlation between GBPG.L and HICL.L is 0.52, 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.
Performance
GBPG.L vs. HICL.L - Performance Comparison
In the year-to-date period, GBPG.L achieves a -0.20% return, which is significantly higher than HICL.L's -7.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GBPG.L vs. HICL.L - Risk-Adjusted Performance 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 HICL Infrastructure Company Ltd (HICL.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.
Dividends
GBPG.L vs. HICL.L - Dividend Comparison
GBPG.L's dividend yield for the trailing twelve months is around 4.12%, less than HICL.L's 6.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBPG.L Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) | 4.12% | 3.35% | 62.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HICL.L HICL Infrastructure Company Ltd | 6.73% | 5.95% | 5.01% | 4.67% | 4.74% | 4.78% | 5.04% | 3.67% | 4.59% | 3.72% | 4.73% | 5.26% |
Drawdowns
GBPG.L vs. HICL.L - Drawdown Comparison
The maximum GBPG.L drawdown since its inception was -7.18%, smaller than the maximum HICL.L drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for GBPG.L and HICL.L. For additional features, visit the drawdowns tool.
Volatility
GBPG.L vs. HICL.L - Volatility Comparison
The current volatility for Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) is 2.71%, while HICL Infrastructure Company Ltd (HICL.L) has a volatility of 6.46%. This indicates that GBPG.L experiences smaller price fluctuations and is considered to be less risky than HICL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.