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GIL5.L vs. XGLE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIL5.L vs. XGLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) and Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L). The values are adjusted to include any dividend payments, if applicable.

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GIL5.L vs. XGLE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIL5.L
Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist
-0.00%5.12%2.49%4.05%-4.53%-1.87%1.64%1.03%0.23%-0.33%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.11%5.95%-2.94%4.66%-14.01%-9.34%10.68%0.57%1.78%4.23%
Different Trading Currencies

GIL5.L is traded in GBP, while XGLE.L is traded in EUR. To make them comparable, the XGLE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period


GIL5.L

1D
0.46%
1M
-0.99%
YTD
-0.00%
6M
1.40%
1Y
3.60%
3Y*
3.61%
5Y*
1.17%
10Y*

XGLE.L

1D
0.32%
1M
-1.76%
YTD
-0.11%
6M
0.39%
1Y
5.90%
3Y*
1.96%
5Y*
-2.09%
10Y*
0.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIL5.L vs. XGLE.L - Expense Ratio Comparison

GIL5.L has a 0.05% expense ratio, which is lower than XGLE.L's 0.15% 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%.


Return for Risk

GIL5.L vs. XGLE.L — Risk / Return Rank

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

GIL5.L
GIL5.L Risk / Return Rank: 8080
Overall Rank
GIL5.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GIL5.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
GIL5.L Omega Ratio Rank: 8484
Omega Ratio Rank
GIL5.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
GIL5.L Martin Ratio Rank: 7676
Martin Ratio Rank

XGLE.L
XGLE.L Risk / Return Rank: 1818
Overall Rank
XGLE.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 1515
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 2020
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.

GIL5.L vs. XGLE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) and Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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.


GIL5.LXGLE.LDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.95

+0.80

Sortino ratio

Return per unit of downside risk

2.50

1.45

+1.05

Omega ratio

Gain probability vs. loss probability

1.35

1.17

+0.18

Calmar ratio

Return relative to maximum drawdown

1.89

1.37

+0.52

Martin ratio

Return relative to average drawdown

9.02

3.65

+5.37

GIL5.L vs. XGLE.L - Sharpe Ratio Comparison

The current GIL5.L Sharpe Ratio is 1.76, which is higher than the XGLE.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GIL5.L and XGLE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GIL5.LXGLE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.95

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.28

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.24

+0.11

Correlation

The correlation between GIL5.L and XGLE.L is 0.48, 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.


Dividends

GIL5.L vs. XGLE.L - Dividend Comparison

GIL5.L's dividend yield for the trailing twelve months is around 2.34%, while XGLE.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
GIL5.L
Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist
2.34%2.34%1.94%1.36%1.39%1.60%2.26%2.70%2.92%3.17%1.56%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GIL5.L vs. XGLE.L - Drawdown Comparison

The maximum GIL5.L drawdown since its inception was -9.42%, smaller than the maximum XGLE.L drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for GIL5.L and XGLE.L.


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Drawdown Indicators


GIL5.LXGLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.42%

-22.56%

+13.14%

Max Drawdown (1Y)

Largest decline over 1 year

-1.91%

-3.54%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

-21.62%

+12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

Current Drawdown

Current decline from peak

-1.09%

-14.64%

+13.55%

Average Drawdown

Average peak-to-trough decline

-1.62%

-6.41%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

1.00%

-0.60%

Volatility

GIL5.L vs. XGLE.L - Volatility Comparison

The current volatility for Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) is 1.10%, while Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) has a volatility of 2.20%. This indicates that GIL5.L experiences smaller price fluctuations and is considered to be less risky than XGLE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIL5.LXGLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

2.20%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

3.96%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.04%

6.17%

-4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.57%

7.50%

-4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.12%

8.62%

-6.50%