PortfoliosLab logoPortfoliosLab logo
GILS.L vs. IBGM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GILS.L vs. IBGM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GILS.L is traded in GBp, while IBGM.L is traded in GBP. To make them comparable, the IBGM.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GILS.L achieves a -1.35% return, which is significantly higher than IBGM.L's -2.55% return. Over the past 10 years, GILS.L has underperformed IBGM.L with an annualized return of -3.32%, while IBGM.L has yielded a comparatively higher 31.19% annualized return.


GILS.L

1D
-0.60%
1M
0.61%
YTD
-1.35%
6M
-4.24%
1Y
-0.97%
3Y*
-0.50%
5Y*
-6.57%
10Y*
-3.32%

IBGM.L

1D
-0.45%
1M
-1.02%
YTD
-2.55%
6M
-2.91%
1Y
-0.23%
3Y*
1.60%
5Y*
39.44%
10Y*
31.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GILS.L vs. IBGM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
-1.35%1.70%-5.79%1.51%-25.53%-6.84%5.96%4.09%-2.08%-1.13%
IBGM.L
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
-2.55%5.38%-3.53%465.78%-3.14%-9.55%20.87%117.65%2.05%4.56%

Correlation

The correlation between GILS.L and IBGM.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.65

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

0.63

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

0.55

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2010

0.43

The correlation between GILS.L and IBGM.L shifts across timeframes, from 0.43 (all time) to 0.65 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GILS.L vs. IBGM.L — Risk / Return Rank

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

GILS.L
GILS.L Risk / Return Rank: 77
Overall Rank
GILS.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GILS.L Sortino Ratio Rank: 66
Sortino Ratio Rank
GILS.L Omega Ratio Rank: 66
Omega Ratio Rank
GILS.L Calmar Ratio Rank: 77
Calmar Ratio Rank
GILS.L Martin Ratio Rank: 77
Martin Ratio Rank

IBGM.L
IBGM.L Risk / Return Rank: 88
Overall Rank
IBGM.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBGM.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IBGM.L Omega Ratio Rank: 77
Omega Ratio Rank
IBGM.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IBGM.L Martin Ratio Rank: 88
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.

GILS.L vs. IBGM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.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.


GILS.LIBGM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

0.98

1.00

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.15

-0.04

-0.12

Martin ratioReturn relative to average drawdown

-0.35

-0.08

-0.27

GILS.L vs. IBGM.L - Sharpe Ratio Comparison

The current GILS.L Sharpe Ratio is -0.14, which is lower than the IBGM.L Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of GILS.L and IBGM.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.


Loading charts...

Sharpe Ratios by Period


GILS.LIBGM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.04

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

0.20

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

0.22

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.21

-0.20

Drawdowns

GILS.L vs. IBGM.L - Drawdown Comparison

The maximum GILS.L drawdown since its inception was -38.75%, which is greater than IBGM.L's maximum drawdown of -26.66%. Use the drawdown chart below to compare losses from any high point for GILS.L and IBGM.L.


Loading charts...

Drawdown Indicators


GILS.LIBGM.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.75%

-26.66%

-12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-6.20%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-9.33%

-6.85%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.64%

-21.27%

-13.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-26.66%

-12.09%

Current Drawdown

Current decline from peak

-36.00%

-5.70%

-30.30%

Average Drawdown

Average peak-to-trough decline

-12.01%

-4.98%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.82%

-0.05%

Volatility

GILS.L vs. IBGM.L - Volatility Comparison

Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) have volatilities of 2.51% and 2.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GILS.LIBGM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

2.59%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.64%

4.93%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

6.67%

6.31%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.11%

193.47%

-183.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.06%

138.66%

-129.60%

GILS.L vs. IBGM.L - Expense Ratio Comparison

GILS.L has a 0.05% expense ratio, which is lower than IBGM.L's 0.15% 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

GILS.L vs. IBGM.L - Dividend Comparison

Neither GILS.L nor IBGM.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.02%0.02%0.02%0.03%0.03%0.03%0.03%0.00%
IBGM.L
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
0.00%1.33%2.78%79.03%13.18%0.00%8.74%63.75%0.74%0.74%0.77%1.07%

Frequently Asked Questions


GILS.L and IBGM.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GILS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GILS.L is cheaper with a 0.05% expense ratio, compared with 0.15% for IBGM.L.

GILS.L tracks FTSE Actuaries UK Conventional Gilts All Stocks, while IBGM.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: Lyxor and iShares. Their fees differ too: 0.05% for GILS.L and 0.15% for IBGM.L.

Portfolio Optimizer

Find the right allocation for GILS.L and IBGM.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer