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GLT5.L vs. GIL5.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLT5.L vs. GIL5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco UK Gilt 1-5 Year UCITS ETF Dist (GLT5.L) and Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L). The values are adjusted to include any dividend payments, if applicable.

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GLT5.L vs. GIL5.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLT5.L
Invesco UK Gilt 1-5 Year UCITS ETF Dist
-0.37%5.31%2.14%3.86%-5.44%-1.89%1.83%0.69%
GIL5.L
Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist
-0.00%5.12%2.49%4.05%-4.53%-1.87%1.64%0.66%
Different Trading Currencies

GLT5.L is traded in GBp, while GIL5.L is traded in GBP. To make them comparable, the GIL5.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


GLT5.L

1D
0.29%
1M
-1.25%
YTD
-0.37%
6M
1.26%
1Y
3.45%
3Y*
3.34%
5Y*
0.81%
10Y*

GIL5.L

1D
0.46%
1M
-0.99%
YTD
0.00%
6M
1.40%
1Y
3.60%
3Y*
3.61%
5Y*
1.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLT5.L vs. GIL5.L - Expense Ratio Comparison

GLT5.L has a 0.06% expense ratio, which is higher than GIL5.L's 0.05% 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%.


Return for Risk

GLT5.L vs. GIL5.L — Risk / Return Rank

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

GLT5.L
GLT5.L Risk / Return Rank: 6767
Overall Rank
GLT5.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GLT5.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
GLT5.L Omega Ratio Rank: 6868
Omega Ratio Rank
GLT5.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
GLT5.L Martin Ratio Rank: 6767
Martin Ratio Rank

GIL5.L
GIL5.L Risk / Return Rank: 8080
Overall Rank
GIL5.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GIL5.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
GIL5.L Omega Ratio Rank: 8484
Omega Ratio Rank
GIL5.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
GIL5.L Martin Ratio Rank: 7676
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.

GLT5.L vs. GIL5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco UK Gilt 1-5 Year UCITS ETF Dist (GLT5.L) and Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.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.


GLT5.LGIL5.LDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.76

-0.45

Sortino ratio

Return per unit of downside risk

1.89

2.50

-0.62

Omega ratio

Gain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratio

Return relative to maximum drawdown

1.58

1.89

-0.31

Martin ratio

Return relative to average drawdown

7.39

9.02

-1.63

GLT5.L vs. GIL5.L - Sharpe Ratio Comparison

The current GLT5.L Sharpe Ratio is 1.31, which is comparable to the GIL5.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of GLT5.L and GIL5.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLT5.LGIL5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.76

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.46

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.35

-0.05

Correlation

The correlation between GLT5.L and GIL5.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLT5.L vs. GIL5.L - Dividend Comparison

GLT5.L's dividend yield for the trailing twelve months is around 4.15%, more than GIL5.L's 2.34% yield.


TTM2025202420232022202120202019201820172016
GLT5.L
Invesco UK Gilt 1-5 Year UCITS ETF Dist
4.15%4.12%4.43%3.76%1.01%0.19%0.33%0.44%0.00%0.00%0.00%
GIL5.L
Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist
2.34%2.34%1.94%1.36%1.39%1.60%2.26%2.70%2.92%3.17%1.56%

Drawdowns

GLT5.L vs. GIL5.L - Drawdown Comparison

The maximum GLT5.L drawdown since its inception was -10.98%, which is greater than GIL5.L's maximum drawdown of -9.42%. Use the drawdown chart below to compare losses from any high point for GLT5.L and GIL5.L.


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Drawdown Indicators


GLT5.LGIL5.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.98%

-9.42%

-1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-1.91%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-10.32%

-8.75%

-1.57%

Current Drawdown

Current decline from peak

-1.48%

-1.09%

-0.39%

Average Drawdown

Average peak-to-trough decline

-2.67%

-1.62%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.40%

+0.07%

Volatility

GLT5.L vs. GIL5.L - Volatility Comparison

Invesco UK Gilt 1-5 Year UCITS ETF Dist (GLT5.L) has a higher volatility of 1.40% compared to Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) at 1.10%. This indicates that GLT5.L's price experiences larger fluctuations and is considered to be riskier than GIL5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLT5.LGIL5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.10%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

1.50%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

2.04%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.12%

2.57%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.84%

2.12%

+0.72%