GILI.L vs. SWDA.L
GILI.L (Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - GILI.L is a Inflation-Protected Bonds fund tracking the FTSE Actuaries UK Index-Linked Gilts All Stocks, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, GILI.L returned -1.42%/yr vs 13.91%/yr for SWDA.L. At a correlation of -0.02, they often move in opposite directions. GILI.L charges 0.07%/yr vs 0.20%/yr for SWDA.L.
Performance
GILI.L vs. SWDA.L - Performance Comparison
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Returns By Period
In the year-to-date period, GILI.L achieves a -0.12% return, which is significantly lower than SWDA.L's 10.08% return. Over the past 10 years, GILI.L has underperformed SWDA.L with an annualized return of -1.42%, while SWDA.L has yielded a comparatively higher 13.91% 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%
SWDA.L
- 1D
- 0.15%
- 1M
- 5.12%
- YTD
- 10.08%
- 6M
- 10.35%
- 1Y
- 27.25%
- 3Y*
- 17.68%
- 5Y*
- 13.06%
- 10Y*
- 13.91%
GILI.L vs. SWDA.L - 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% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 10.08% | 12.64% | 21.11% | 17.59% | -8.33% | 23.64% | 12.25% | 23.03% | -3.78% | 11.78% |
Correlation
The correlation between GILI.L and SWDA.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2011 | -0.02 |
The correlation between GILI.L and SWDA.L shifts across timeframes, from -0.02 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GILI.L vs. SWDA.L — Risk / Return Rank
GILI.L
SWDA.L
GILI.L vs. SWDA.L - 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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
| GILI.L | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.51 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 4.14 | -3.75 |
| Martin ratioReturn relative to average drawdown | 0.86 | 16.55 | -15.70 |
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 | SWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.66 | -2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.98 | -1.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.96 | -1.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.88 | -0.74 |
Drawdowns
GILI.L vs. SWDA.L - Drawdown Comparison
The maximum GILI.L drawdown since its inception was -49.28%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for GILI.L and SWDA.L.
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Drawdown Indicators
| GILI.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.28% | -25.58% | -23.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.25% | -6.55% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.79% | -18.50% | +3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -49.28% | -18.50% | -30.78% |
Max Drawdown (10Y)Largest decline over 10 years | -49.28% | -25.58% | -23.70% |
Current DrawdownCurrent decline from peak | -43.05% | -0.10% | -42.95% |
Average DrawdownAverage peak-to-trough decline | -15.42% | -3.49% | -11.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 1.64% | +1.20% |
Volatility
GILI.L vs. SWDA.L - Volatility Comparison
Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) has a higher volatility of 3.56% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.52%. This indicates that GILI.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L 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 | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 2.52% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 7.29% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.67% | 10.19% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 13.30% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 14.50% | +1.94% |
GILI.L vs. SWDA.L - Expense Ratio Comparison
GILI.L has a 0.07% expense ratio, which is lower than SWDA.L's 0.20% 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%.
Dividends
GILI.L vs. SWDA.L - Dividend Comparison
GILI.L's dividend yield for the trailing twelve months is around 0.01%, while SWDA.L has not paid dividends to shareholders.
Frequently Asked Questions
GILI.L and SWDA.L have a correlation of 0.23, 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 0.20% for SWDA.L.
GILI.L is categorized as Inflation-Protected Bonds, while SWDA.L is Global Equities. GILI.L tracks FTSE Actuaries UK Index-Linked Gilts All Stocks, while SWDA.L tracks MSCI World Index. They also come from different issuers: Lyxor and iShares. Their fees differ too: 0.07% for GILI.L and 0.20% for SWDA.L.
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