GBPG.L vs. TRIGX
GBPG.L (Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist)) and TRIGX (T.Rowe Price International Value Equity Fund) are both funds - GBPG.L is a European Government Bonds fund tracking the FTSE Act UK Cnvt Gilts All Stocks TR GBP, while TRIGX is a Foreign Large Cap Equities fund managed by T. Rowe Price. Over the past 3 years, GBPG.L returned 3.68%/yr vs 20.55%/yr for TRIGX. At a 0.08 correlation, their price movements are largely independent. GBPG.L charges 0.07%/yr vs 0.89%/yr for TRIGX.
Performance
GBPG.L vs. TRIGX - Performance Comparison
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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%
GBPG.L vs. TRIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
GBPG.L
TRIGX
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.L | TRIGX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBPG.L | TRIGX | Difference | |
|---|---|---|---|
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.L | TRIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.70% | -0.90% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -7.15% | +5.46% |
Ulcer IndexDepth 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.L | TRIGX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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