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

Performance

GBPG.L vs. IGLS.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 iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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, GBPG.L achieves a 3.11% return, which is significantly higher than IGLS.L's 0.25% return.


GBPG.L

1D
0.02%
1M
0.56%
YTD
3.11%
6M
0.30%
1Y
3.02%
3Y*
3.71%
5Y*
10Y*

IGLS.L

1D
-0.01%
1M
0.39%
YTD
0.25%
6M
0.71%
1Y
3.12%
3Y*
4.25%
5Y*
1.32%
10Y*
0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
GBPG.L
Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist)
3.11%2.23%0.17%4.28%-9.15%-1.16%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.25%5.26%2.65%4.19%-4.44%-0.95%

Correlation

The correlation between GBPG.L and IGLS.L is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2021

0.84

The correlation between GBPG.L and IGLS.L has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

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Return for Risk

GBPG.L vs. IGLS.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: 2020
Overall Rank
GBPG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GBPG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
GBPG.L Omega Ratio Rank: 2121
Omega Ratio Rank
GBPG.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
GBPG.L Martin Ratio Rank: 2222
Martin Ratio Rank

IGLS.L
IGLS.L Risk / Return Rank: 4646
Overall Rank
IGLS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 5555
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 3838
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. IGLS.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 iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.LIGLS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.13

1.31

-0.18

Calmar ratioReturn relative to maximum drawdown

0.95

1.60

-0.65

Martin ratioReturn relative to average drawdown

2.58

5.45

-2.88

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

The current GBPG.L Sharpe Ratio is 0.51, which is lower than the IGLS.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of GBPG.L and IGLS.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.LIGLS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.57

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.52

-0.56

Drawdowns

GBPG.L vs. IGLS.L - Drawdown Comparison

The maximum GBPG.L drawdown since its inception was -15.04%, which is greater than IGLS.L's maximum drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for GBPG.L and IGLS.L.


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Drawdown Indicators


GBPG.LIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.04%

-9.54%

-5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.16%

-1.95%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-3.30%

-1.95%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-9.54%

Current Drawdown

Current decline from peak

-1.67%

-0.66%

-1.01%

Average Drawdown

Average peak-to-trough decline

-5.90%

-1.19%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.57%

+0.60%

Volatility

GBPG.L vs. IGLS.L - Volatility Comparison

Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) has a higher volatility of 1.40% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 0.72%. This indicates that GBPG.L's price experiences larger fluctuations and is considered to be riskier than IGLS.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.LIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

0.72%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.33%

1.75%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

1.99%

+3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

2.67%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

2.18%

+3.23%

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

Both GBPG.L and IGLS.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GBPG.L vs. IGLS.L - Dividend Comparison

GBPG.L's dividend yield for the trailing twelve months is around 4.09%, more than IGLS.L's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
GBPG.L
Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist)
4.09%4.13%4.10%3.35%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.99%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%

Frequently Asked Questions


GBPG.L and IGLS.L have a correlation of 0.80, 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 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GBPG.L and IGLS.L have the same expense ratio: 0.07% per year.

Both ETFs track FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: Goldman Sachs and iShares.

Portfolio Optimizer

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