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GLAD.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLAD.L vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLAD.L achieves a 0.39% return, which is significantly lower than IB01.L's 1.41% return.


GLAD.L

1D
-0.40%
1M
0.15%
YTD
0.39%
6M
0.51%
1Y
3.45%
3Y*
4.04%
5Y*
0.62%
10Y*

IB01.L

1D
-0.02%
1M
0.27%
YTD
1.41%
6M
1.79%
1Y
3.98%
3Y*
4.73%
5Y*
3.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLAD.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
0.39%4.72%3.23%6.73%-11.24%-1.59%5.21%-0.04%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.41%4.34%5.25%4.92%1.08%0.00%0.88%0.39%

Correlation

The correlation between GLAD.L and IB01.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.11

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2019

0.16

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Return for Risk

GLAD.L vs. IB01.L — Risk / Return Rank

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

GLAD.L
GLAD.L Risk / Return Rank: 3030
Overall Rank
GLAD.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 2929
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 3131
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

GLAD.L vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


GLAD.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-10.86

Sortino ratioReturn per unit of downside risk

-35.41

Omega ratioGain probability vs. loss probability

1.20

8.02

-6.82

Calmar ratioReturn relative to maximum drawdown

1.49

115.49

-114.00

Martin ratioReturn relative to average drawdown

4.57

570.06

-565.49

GLAD.L vs. IB01.L - Sharpe Ratio Comparison

The current GLAD.L Sharpe Ratio is 1.08, which is lower than the IB01.L Sharpe Ratio of 11.94. The chart below compares the historical Sharpe Ratios of GLAD.L and IB01.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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Sharpe Ratios by Period


GLAD.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

11.94

-10.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

9.22

-9.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

3.78

-3.56

Drawdowns

GLAD.L vs. IB01.L - Drawdown Comparison

The maximum GLAD.L drawdown since its inception was -15.20%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for GLAD.L and IB01.L.


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Drawdown Indicators


GLAD.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.20%

-0.91%

-14.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.30%

-0.03%

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-3.78%

-0.09%

-3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

-0.29%

-14.76%

Current Drawdown

Current decline from peak

-1.16%

-0.02%

-1.14%

Average Drawdown

Average peak-to-trough decline

-4.55%

-0.08%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.01%

+0.74%

Volatility

GLAD.L vs. IB01.L - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) has a higher volatility of 1.38% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that GLAD.L's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLAD.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.10%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

0.24%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

0.33%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.48%

0.37%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

0.72%

+3.55%

GLAD.L vs. IB01.L - Expense Ratio Comparison

GLAD.L has a 0.10% expense ratio, which is higher than IB01.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GLAD.L vs. IB01.L - Dividend Comparison

Neither GLAD.L nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLAD.L and IB01.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.10% for GLAD.L.

GLAD.L is categorized as Global Bonds, while IB01.L is Government Bonds. GLAD.L tracks Bloomberg Global Aggregate TR Hdg USD, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.10% for GLAD.L and 0.07% for IB01.L.

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