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GLTA.L vs. UKG5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLTA.L vs. UKG5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco UK Gilts UCITS ETF Acc (GLTA.L) and L&G UK Gilt 0-5 Year UCITS ETF (UKG5.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, GLTA.L achieves a -1.16% return, which is significantly lower than UKG5.L's 0.57% return.


GLTA.L

1D
0.22%
1M
1.66%
YTD
-1.16%
6M
-1.33%
1Y
1.96%
3Y*
2.19%
5Y*
-4.77%
10Y*

UKG5.L

1D
0.09%
1M
0.74%
YTD
0.57%
6M
0.66%
1Y
3.09%
3Y*
4.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLTA.L vs. UKG5.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GLTA.L
Invesco UK Gilts UCITS ETF Acc
-1.16%4.99%-4.18%3.52%-25.15%2.53%
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
0.57%5.06%2.37%3.91%-5.07%-0.54%

Correlation

The correlation between GLTA.L and UKG5.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.86

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

0.63

Correlation (All Time)
Calculated using the full available price history since May 17, 2021

0.62

Over the past year, GLTA.L and UKG5.L have become more correlated (0.86) than their long-term average of 0.62, meaning their price movements have been converging.

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Return for Risk

GLTA.L vs. UKG5.L — Risk / Return Rank

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

GLTA.L
GLTA.L Risk / Return Rank: 1313
Overall Rank
GLTA.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GLTA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
GLTA.L Omega Ratio Rank: 1313
Omega Ratio Rank
GLTA.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
GLTA.L Martin Ratio Rank: 1414
Martin Ratio Rank

UKG5.L
UKG5.L Risk / Return Rank: 4545
Overall Rank
UKG5.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UKG5.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
UKG5.L Omega Ratio Rank: 5555
Omega Ratio Rank
UKG5.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
UKG5.L Martin Ratio Rank: 3737
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.

GLTA.L vs. UKG5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco UK Gilts UCITS ETF Acc (GLTA.L) and L&G UK Gilt 0-5 Year UCITS ETF (UKG5.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.


GLTA.LUKG5.LDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.06

1.34

-0.28

Calmar ratioReturn relative to maximum drawdown

0.34

1.64

-1.30

Martin ratioReturn relative to average drawdown

0.90

5.63

-4.72

GLTA.L vs. UKG5.L - Sharpe Ratio Comparison

The current GLTA.L Sharpe Ratio is 0.30, which is lower than the UKG5.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of GLTA.L and UKG5.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


GLTA.LUKG5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.64

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.29

0.53

-0.82

Drawdowns

GLTA.L vs. UKG5.L - Drawdown Comparison

The maximum GLTA.L drawdown since its inception was -36.99%, which is greater than UKG5.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for GLTA.L and UKG5.L.


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Drawdown Indicators


GLTA.LUKG5.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-8.78%

-28.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-1.87%

-3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-7.70%

-1.87%

-5.83%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

Current Drawdown

Current decline from peak

-28.33%

-0.60%

-27.73%

Average Drawdown

Average peak-to-trough decline

-19.08%

-2.40%

-16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

0.55%

+1.62%

Volatility

GLTA.L vs. UKG5.L - Volatility Comparison

Invesco UK Gilts UCITS ETF Acc (GLTA.L) has a higher volatility of 2.77% compared to L&G UK Gilt 0-5 Year UCITS ETF (UKG5.L) at 0.86%. This indicates that GLTA.L's price experiences larger fluctuations and is considered to be riskier than UKG5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTA.LUKG5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

0.86%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.12%

1.68%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

1.88%

+4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.56%

2.80%

+7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.31%

2.80%

+7.51%

GLTA.L vs. UKG5.L - Expense Ratio Comparison

Both GLTA.L and UKG5.L have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GLTA.L vs. UKG5.L - Dividend Comparison

GLTA.L has not paid dividends to shareholders, while UKG5.L's dividend yield for the trailing twelve months is around 3.94%.


PositionTTM2025202420232022
GLTA.L
Invesco UK Gilts UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
3.94%3.94%3.66%2.02%0.04%

Frequently Asked Questions


GLTA.L and UKG5.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GLTA.L and UKG5.L have the same expense ratio: 0.06% per year.

Both ETFs track FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: Invesco and Legal & General.

Portfolio Optimizer

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