GILI.L vs. JGGI.L
Compare and contrast key facts about Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) and JP Morgan Global Growth & Income plc (JGGI.L).
GILI.L is a passively managed fund by Lyxor that tracks the performance of the FTSE Actuaries UK Index-Linked Gilts All Stocks. It was launched on Nov 10, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GILI.L or JGGI.L.
Key characteristics
| GILI.L | JGGI.L | |
|---|---|---|
| YTD Return | -5.39% | 20.52% |
| 1Y Return | 0.24% | 25.39% |
| 3Y Return (Ann) | -15.24% | 12.26% |
| 5Y Return (Ann) | -6.66% | 15.23% |
| 10Y Return (Ann) | -0.15% | 13.09% |
| Sharpe Ratio | -0.20 | 1.85 |
| Sortino Ratio | -0.22 | 2.62 |
| Omega Ratio | 0.98 | 1.34 |
| Calmar Ratio | -0.05 | 2.93 |
| Martin Ratio | -0.45 | 10.47 |
| Ulcer Index | 4.82% | 2.37% |
| Daily Std Dev | 11.02% | 13.34% |
| Max Drawdown | -49.28% | -54.88% |
| Current Drawdown | -41.21% | 0.00% |
Correlation
The correlation between GILI.L and JGGI.L is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GILI.L vs. JGGI.L - Performance Comparison
In the year-to-date period, GILI.L achieves a -5.39% return, which is significantly lower than JGGI.L's 20.52% return. Over the past 10 years, GILI.L has underperformed JGGI.L with an annualized return of -0.15%, while JGGI.L has yielded a comparatively higher 13.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
GILI.L vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) and JP Morgan Global Growth & Income plc (JGGI.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
GILI.L vs. JGGI.L - Dividend Comparison
GILI.L's dividend yield for the trailing twelve months is around 0.53%, less than JGGI.L's 3.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | 0.53% | 0.50% | 0.46% | 0.27% | 0.28% | 0.33% | 0.35% | 0.38% | 0.79% | 0.00% | 0.00% | 0.00% |
JGGI.L JP Morgan Global Growth & Income plc | 3.31% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
Drawdowns
GILI.L vs. JGGI.L - Drawdown Comparison
The maximum GILI.L drawdown since its inception was -49.28%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for GILI.L and JGGI.L. For additional features, visit the drawdowns tool.
Volatility
GILI.L vs. JGGI.L - Volatility Comparison
The current volatility for Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) is 3.35%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 3.91%. This indicates that GILI.L experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.