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

Performance

GILI.L vs. UTIP.L - 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 SPDR Bloomberg US TIPS UCITS ETF (UTIP.L). 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 UTIP.L is traded in GBP. To make them comparable, the UTIP.L 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 0.38% return, which is significantly lower than UTIP.L's 1.72% return. Over the past 10 years, GILI.L has underperformed UTIP.L with an annualized return of -1.06%, while UTIP.L has yielded a comparatively higher 3.36% annualized return.


GILI.L

1D
0.31%
1M
1.14%
YTD
0.38%
6M
0.65%
1Y
1.83%
3Y*
-0.24%
5Y*
-8.03%
10Y*
-1.06%

UTIP.L

1D
0.32%
1M
0.98%
YTD
1.72%
6M
1.39%
1Y
6.34%
3Y*
1.58%
5Y*
1.86%
10Y*
3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GILI.L vs. UTIP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GILI.L
Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist
0.38%1.92%-8.80%0.74%-33.55%4.19%10.82%6.38%-0.39%2.29%
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
1.72%-0.43%3.62%-2.21%-2.41%7.59%7.22%5.24%5.31%-5.38%

Correlation

The correlation between GILI.L and UTIP.L is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

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

0.27

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

0.27

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

0.32

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2015

0.32

Over the past year, the correlation between GILI.L and UTIP.L has dropped to 0.00 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

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Return for Risk

GILI.L vs. UTIP.L — 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: 1212
Overall Rank
GILI.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GILI.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
GILI.L Omega Ratio Rank: 1111
Omega Ratio Rank
GILI.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
GILI.L Martin Ratio Rank: 1313
Martin Ratio Rank

UTIP.L
UTIP.L Risk / Return Rank: 2929
Overall Rank
UTIP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UTIP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
UTIP.L Omega Ratio Rank: 2929
Omega Ratio Rank
UTIP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
UTIP.L Martin Ratio Rank: 2525
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. UTIP.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 SPDR Bloomberg US TIPS UCITS ETF (UTIP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GILI.LUTIP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.04

1.18

-0.13

Calmar ratioReturn relative to maximum drawdown

0.29

1.21

-0.92

Martin ratioReturn relative to average drawdown

0.63

3.04

-2.40

GILI.L vs. UTIP.L - Sharpe Ratio Comparison

The current GILI.L Sharpe Ratio is 0.21, which is lower than the UTIP.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of GILI.L and UTIP.L, 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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Drawdowns

GILI.L vs. UTIP.L - Drawdown Comparison

The maximum GILI.L drawdown since its inception was -49.11%, which is greater than UTIP.L's maximum drawdown of -15.81%. Use the drawdown chart below to compare losses from any high point for GILI.L and UTIP.L.


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Drawdown Indicators


GILI.LUTIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.11%

-15.81%

-33.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-5.38%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.26%

-8.30%

-5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-49.11%

-15.81%

-33.30%

Max Drawdown (10Y)

Largest decline over 10 years

-49.11%

-15.81%

-33.30%

Current Drawdown

Current decline from peak

-41.41%

-7.86%

-33.55%

Average Drawdown

Average peak-to-trough decline

-13.42%

-6.82%

-6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.15%

+0.75%

Volatility

GILI.L vs. UTIP.L - Volatility Comparison

Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) has a higher volatility of 3.25% compared to SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) at 1.57%. This indicates that GILI.L's price experiences larger fluctuations and is considered to be riskier than UTIP.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.LUTIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

1.57%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

4.48%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

8.71%

6.53%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

8.79%

+9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

10.05%

+6.40%

GILI.L vs. UTIP.L - Expense Ratio Comparison

GILI.L has a 0.07% expense ratio, which is lower than UTIP.L's 0.17% 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. UTIP.L - Dividend Comparison

GILI.L's dividend yield for the trailing twelve months is around 0.68%, less than UTIP.L's 4.41% yield.


PositionTTM2025202420232022202120202019201820172016
GILI.L
Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist
0.68%0.68%0.65%0.50%0.46%0.29%0.28%0.33%0.35%0.38%0.79%
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
4.41%3.57%4.00%4.37%7.34%3.24%0.69%1.75%3.69%2.50%1.67%

Frequently Asked Questions


GILI.L and UTIP.L have a correlation of 0.00, 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 0.17% for UTIP.L.

GILI.L tracks FTSE Actuaries UK Index-Linked Gilts All Stocks, while UTIP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: Lyxor and State Street. Their fees differ too: 0.07% for GILI.L and 0.17% for UTIP.L.

Portfolio Optimizer

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