GIN.L vs. GBPG.L
Compare and contrast key facts about SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (GIN.L) and Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L).
GIN.L and GBPG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GIN.L is a passively managed fund by State Street that tracks the performance of the Morningstar EAA USD Mod Tgt Alloc NR USD. It was launched on Apr 14, 2015. GBPG.L is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on Sep 7, 2021. Both GIN.L and GBPG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIN.L or GBPG.L.
Key characteristics
| GIN.L | GBPG.L | |
|---|---|---|
| YTD Return | 2.01% | -0.05% |
| 1Y Return | 7.75% | 3.62% |
| 3Y Return (Ann) | 0.02% | 25.38% |
| Sharpe Ratio | 0.79 | 0.97 |
| Sortino Ratio | 1.19 | 1.43 |
| Omega Ratio | 1.14 | 1.17 |
| Calmar Ratio | 0.69 | 1.34 |
| Martin Ratio | 4.18 | 3.04 |
| Ulcer Index | 1.64% | 1.29% |
| Daily Std Dev | 8.73% | 4.04% |
| Max Drawdown | -15.71% | -7.18% |
| Current Drawdown | -3.56% | -2.42% |
Correlation
The correlation between GIN.L and GBPG.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GIN.L vs. GBPG.L - Performance Comparison
In the year-to-date period, GIN.L achieves a 2.01% return, which is significantly higher than GBPG.L's -0.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GIN.L vs. GBPG.L - Expense Ratio Comparison
GIN.L has a 0.40% expense ratio, which is higher than GBPG.L's 0.07% expense ratio.
Risk-Adjusted Performance
GIN.L vs. GBPG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (GIN.L) and Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.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.
Dividends
GIN.L vs. GBPG.L - Dividend Comparison
GIN.L has not paid dividends to shareholders, while GBPG.L's dividend yield for the trailing twelve months is around 4.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIN.L SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF | 0.00% | 2.80% | 2.47% | 87.23% | 2.23% | 2.37% | 2.16% | 2.30% | 2.17% | 1.81% |
GBPG.L Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) | 4.11% | 3.35% | 62.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GIN.L vs. GBPG.L - Drawdown Comparison
The maximum GIN.L drawdown since its inception was -15.71%, which is greater than GBPG.L's maximum drawdown of -7.18%. Use the drawdown chart below to compare losses from any high point for GIN.L and GBPG.L. For additional features, visit the drawdowns tool.
Volatility
GIN.L vs. GBPG.L - Volatility Comparison
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (GIN.L) and Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) have volatilities of 2.53% and 2.47%, 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.