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GLTL.L vs. BCOG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLTL.L vs. BCOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg 15+ Year Gilt UCITS ETF (GLTL.L) and L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GLTL.L achieves a -3.57% return, which is significantly lower than BCOG.L's 24.98% return.


GLTL.L

1D
0.41%
1M
2.69%
YTD
-3.57%
6M
-4.08%
1Y
0.19%
3Y*
-0.97%
5Y*
-10.85%
10Y*
-3.59%

BCOG.L

1D
-1.35%
1M
-2.79%
YTD
24.98%
6M
23.49%
1Y
38.11%
3Y*
12.52%
5Y*
12.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLTL.L vs. BCOG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLTL.L
SPDR Bloomberg 15+ Year Gilt UCITS ETF
-3.57%3.16%-10.46%1.26%-40.67%-6.57%13.60%11.56%0.21%3.64%
BCOG.L
L&G All Commodities UCITS ETF
24.98%8.16%6.13%-12.32%29.36%29.04%-6.24%1.82%-4.64%1.28%

Correlation

The correlation between GLTL.L and BCOG.L is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.36

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

-0.13

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2017

-0.08

Over the past year, the inverse relationship between GLTL.L and BCOG.L has strengthened: their correlation has moved from -0.08 to -0.36, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

GLTL.L vs. BCOG.L — Risk / Return Rank

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

GLTL.L
GLTL.L Risk / Return Rank: 99
Overall Rank
GLTL.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GLTL.L Sortino Ratio Rank: 99
Sortino Ratio Rank
GLTL.L Omega Ratio Rank: 99
Omega Ratio Rank
GLTL.L Calmar Ratio Rank: 99
Calmar Ratio Rank
GLTL.L Martin Ratio Rank: 99
Martin Ratio Rank

BCOG.L
BCOG.L Risk / Return Rank: 6464
Overall Rank
BCOG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 6262
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 5959
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.

GLTL.L vs. BCOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 15+ Year Gilt UCITS ETF (GLTL.L) and L&G All Commodities UCITS ETF (BCOG.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.


GLTL.LBCOG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.46

Omega ratioGain probability vs. loss probability

1.01

1.37

-0.36

Calmar ratioReturn relative to maximum drawdown

0.02

4.43

-4.41

Martin ratioReturn relative to average drawdown

0.04

10.23

-10.19

GLTL.L vs. BCOG.L - Sharpe Ratio Comparison

The current GLTL.L Sharpe Ratio is 0.02, which is lower than the BCOG.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of GLTL.L and BCOG.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


GLTL.LBCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

2.05

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.74

-1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.49

-0.53

Drawdowns

GLTL.L vs. BCOG.L - Drawdown Comparison

The maximum GLTL.L drawdown since its inception was -55.18%, which is greater than BCOG.L's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for GLTL.L and BCOG.L.


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Drawdown Indicators


GLTL.LBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.18%

-28.15%

-27.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-8.57%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-14.48%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-52.99%

-27.76%

-25.23%

Max Drawdown (10Y)

Largest decline over 10 years

-55.18%

Current Drawdown

Current decline from peak

-52.05%

-5.16%

-46.89%

Average Drawdown

Average peak-to-trough decline

-19.76%

-11.67%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

3.72%

+0.55%

Volatility

GLTL.L vs. BCOG.L - Volatility Comparison

The current volatility for SPDR Bloomberg 15+ Year Gilt UCITS ETF (GLTL.L) is 5.33%, while L&G All Commodities UCITS ETF (BCOG.L) has a volatility of 6.06%. This indicates that GLTL.L experiences smaller price fluctuations and is considered to be less risky than BCOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTL.LBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

6.06%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

15.89%

-6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

18.51%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

16.89%

+2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

15.71%

+1.30%

GLTL.L vs. BCOG.L - Expense Ratio Comparison

Both GLTL.L and BCOG.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GLTL.L vs. BCOG.L - Dividend Comparison

GLTL.L's dividend yield for the trailing twelve months is around 5.12%, while BCOG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BCOG.L
L&G All Commodities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLTL.L
SPDR Bloomberg 15+ Year Gilt UCITS ETF
5.12%4.77%4.39%2.97%1.63%0.87%1.01%1.43%1.55%1.86%1.99%2.51%

Frequently Asked Questions


GLTL.L and BCOG.L have a correlation of -0.36, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GLTL.L and BCOG.L have the same expense ratio: 0.15% per year.

GLTL.L is categorized as European Government Bonds, while BCOG.L is Commodities. GLTL.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while BCOG.L tracks Bloomberg Commodity. They also come from different issuers: State Street and Legal & General.

Portfolio Optimizer

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