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GILI.L vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GILI.L vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GILI.L is traded in GBp, while SPHD is traded in USD. To make them comparable, the SPHD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GILI.L achieves a -0.12% return, which is significantly lower than SPHD's 6.06% return. Over the past 10 years, GILI.L has underperformed SPHD with an annualized return of -1.42%, while SPHD has yielded a comparatively higher 7.97% annualized return.


GILI.L

1D
0.01%
1M
0.91%
YTD
-0.12%
6M
-1.39%
1Y
2.44%
3Y*
-1.24%
5Y*
-8.32%
10Y*
-1.42%

SPHD

1D
1.20%
1M
0.92%
YTD
6.06%
6M
5.53%
1Y
11.34%
3Y*
9.17%
5Y*
6.88%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GILI.L vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GILI.L
Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist
-0.12%1.23%-9.36%0.22%-33.81%3.90%10.51%6.04%-0.74%1.90%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
6.06%-3.96%20.14%-3.75%12.54%26.17%-12.62%15.68%-0.61%2.23%

Correlation

The correlation between GILI.L and SPHD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2012

0.04

The correlation between GILI.L and SPHD shifts across timeframes, from 0.04 (all time) to 0.17 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GILI.L vs. SPHD — Risk / Return Rank

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

GILI.L
GILI.L Risk / Return Rank: 1313
Overall Rank
GILI.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GILI.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
GILI.L Omega Ratio Rank: 1212
Omega Ratio Rank
GILI.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
GILI.L Martin Ratio Rank: 1313
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 2727
Overall Rank
SPHD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPHD Omega Ratio Rank: 2424
Omega Ratio Rank
SPHD Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2626
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.

GILI.L vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.


GILI.LSPHDDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.05

1.17

-0.12

Calmar ratioReturn relative to maximum drawdown

0.39

1.65

-1.26

Martin ratioReturn relative to average drawdown

0.86

4.07

-3.22

GILI.L vs. SPHD - Sharpe Ratio Comparison

The current GILI.L Sharpe Ratio is 0.28, which is lower than the SPHD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GILI.L and SPHD, 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


GILI.LSPHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.02

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.50

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.45

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.66

-0.51

Drawdowns

GILI.L vs. SPHD - Drawdown Comparison

The maximum GILI.L drawdown since its inception was -49.28%, which is greater than SPHD's maximum drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for GILI.L and SPHD.


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Drawdown Indicators


GILI.LSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-49.28%

-34.51%

-14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-6.91%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-14.79%

-14.43%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-49.28%

-17.64%

-31.64%

Max Drawdown (10Y)

Largest decline over 10 years

-49.28%

-34.51%

-14.77%

Current Drawdown

Current decline from peak

-43.05%

-4.34%

-38.71%

Average Drawdown

Average peak-to-trough decline

-15.42%

-5.72%

-9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.79%

+0.05%

Volatility

GILI.L vs. SPHD - Volatility Comparison

Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) has a higher volatility of 3.56% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.11%. This indicates that GILI.L's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GILI.LSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.11%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.56%

8.31%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

8.67%

11.21%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

13.71%

+5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

17.84%

-1.40%

GILI.L vs. SPHD - Expense Ratio Comparison

GILI.L has a 0.07% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Dividends

GILI.L vs. SPHD - Dividend Comparison

GILI.L's dividend yield for the trailing twelve months is around 0.01%, less than SPHD's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
GILI.L
Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist
0.01%0.01%0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.57%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Frequently Asked Questions


GILI.L and SPHD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GILI.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GILI.L is cheaper with a 0.07% expense ratio, compared with 0.30% for SPHD.

GILI.L is categorized as Inflation-Protected Bonds, while SPHD is Dividend. GILI.L tracks FTSE Actuaries UK Index-Linked Gilts All Stocks, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: Lyxor and Invesco. Their fees differ too: 0.07% for GILI.L and 0.30% for SPHD.

Portfolio Optimizer

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