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

Performance

GBPG.L vs. TRIGX - 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 T.Rowe Price International Value Equity Fund (TRIGX). 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 TRIGX is traded in USD. To make them comparable, the TRIGX 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 TRIGX's 11.56% return.


GBPG.L

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

TRIGX

1D
0.58%
1M
1.88%
YTD
11.56%
6M
13.68%
1Y
31.40%
3Y*
20.55%
5Y*
14.03%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPG.L vs. TRIGX - 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%
TRIGX
T.Rowe Price International Value Equity Fund
11.56%33.65%9.74%13.22%2.44%1.54%

Correlation

The correlation between GBPG.L and TRIGX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.20

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

0.08

Over the past year, GBPG.L and TRIGX have become more correlated (0.31) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

GBPG.L vs. TRIGX — 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

TRIGX
TRIGX Risk / Return Rank: 4848
Overall Rank
TRIGX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TRIGX Sortino Ratio Rank: 4949
Sortino Ratio Rank
TRIGX Omega Ratio Rank: 5151
Omega Ratio Rank
TRIGX Calmar Ratio Rank: 4646
Calmar Ratio Rank
TRIGX Martin Ratio Rank: 4444
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. TRIGX - 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 T.Rowe Price International Value Equity Fund (TRIGX). 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.LTRIGXDifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

1.12

1.49

-0.37

Calmar ratioReturn relative to maximum drawdown

0.90

2.84

-1.93

Martin ratioReturn relative to average drawdown

2.44

10.46

-8.01

GBPG.L vs. TRIGX - Sharpe Ratio Comparison

The current GBPG.L Sharpe Ratio is 0.49, which is lower than the TRIGX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of GBPG.L and TRIGX, 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.LTRIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

2.54

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.38

+0.09

Drawdowns

GBPG.L vs. TRIGX - Drawdown Comparison

The maximum GBPG.L drawdown since its inception was -7.18%, smaller than the maximum TRIGX drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for GBPG.L and TRIGX.


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Drawdown Indicators


GBPG.LTRIGXDifference

Max Drawdown

Largest peak-to-trough decline

-7.18%

-43.82%

+36.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.16%

-11.14%

+7.98%

Max Drawdown (3Y)

Largest decline over 3 years

-3.30%

-12.69%

+9.39%

Max Drawdown (5Y)

Largest decline over 5 years

-13.03%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

Current Drawdown

Current decline from peak

-1.70%

-0.90%

-0.80%

Average Drawdown

Average peak-to-trough decline

-1.69%

-7.15%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

3.01%

-1.84%

Volatility

GBPG.L vs. TRIGX - 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 T.Rowe Price International Value Equity Fund (TRIGX) has a volatility of 3.77%. This indicates that GBPG.L experiences smaller price fluctuations and is considered to be less risky than TRIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBPG.LTRIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

3.77%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

5.31%

10.55%

-5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.83%

12.44%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

12.71%

+22.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.50%

15.07%

+20.43%

GBPG.L vs. TRIGX - Expense Ratio Comparison

GBPG.L has a 0.07% expense ratio, which is lower than TRIGX's 0.89% expense ratio.


Dividends

GBPG.L vs. TRIGX - Dividend Comparison

GBPG.L's dividend yield for the trailing twelve months is around 4.09%, more than TRIGX's 2.50% 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%62.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRIGX
T.Rowe Price International Value Equity Fund
2.50%2.78%2.58%2.66%2.98%2.49%1.34%2.82%2.49%0.26%2.65%2.07%

Frequently Asked Questions


GBPG.L and TRIGX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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