GILI.L vs. SPHD
GILI.L (Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist) and SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) are both exchange-traded funds - GILI.L is a Inflation-Protected Bonds fund tracking the FTSE Actuaries UK Index-Linked Gilts All Stocks, while SPHD is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Both are passively managed. Over the past 10 years, GILI.L returned -1.42%/yr vs 7.97%/yr for SPHD. At a 0.04 correlation, their price movements are largely independent. GILI.L charges 0.07%/yr vs 0.30%/yr for SPHD.
Performance
GILI.L vs. SPHD - Performance Comparison
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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%
GILI.L vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
GILI.L
SPHD
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.L | SPHD | Difference | |
|---|---|---|---|
| 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 |
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
| GILI.L | SPHD | Difference | |
|---|---|---|---|
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.L | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -43.05% | -4.34% | -38.71% |
Average DrawdownAverage peak-to-trough decline | -15.42% | -5.72% | -9.70% |
Ulcer IndexDepth 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.L | SPHD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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