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

Performance

GLTL.L vs. GOOG - 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 Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

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GLTL.L vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLTL.L
SPDR Bloomberg 15+ Year Gilt UCITS ETF
-3.66%3.16%-188.39%1.26%-40.67%-6.57%13.60%11.56%0.21%3.33%
GOOG
Alphabet Inc
-6.78%53.63%37.99%50.89%-31.38%66.73%27.18%24.19%4.84%23.85%
Different Trading Currencies

GLTL.L is traded in GBP, while GOOG is traded in USD. To make them comparable, the GOOG 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 -3.66% return, which is significantly higher than GOOG's -6.78% return.


GLTL.L

1D
0.36%
1M
-7.25%
YTD
-3.66%
6M
1.55%
1Y
0.17%
3Y*
5Y*
10Y*

GOOG

1D
0.00%
1M
-5.01%
YTD
-6.78%
6M
19.25%
1Y
77.06%
3Y*
37.40%
5Y*
23.13%
10Y*
23.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GLTL.L vs. GOOG — 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: 1212
Overall Rank
GLTL.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GLTL.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
GLTL.L Omega Ratio Rank: 1111
Omega Ratio Rank
GLTL.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
GLTL.L Martin Ratio Rank: 1212
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9494
Overall Rank
GOOG Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9494
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
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. GOOG - 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 Alphabet Inc (GOOG). 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.LGOOGDifference

Sharpe ratio

Return per unit of total volatility

0.01

2.56

-2.55

Sortino ratio

Return per unit of downside risk

0.10

3.47

-3.37

Omega ratio

Gain probability vs. loss probability

1.01

1.43

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.02

4.41

-4.43

Martin ratio

Return relative to average drawdown

-0.05

15.50

-15.55

GLTL.L vs. GOOG - Sharpe Ratio Comparison

The current GLTL.L Sharpe Ratio is 0.01, which is lower than the GOOG Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of GLTL.L and GOOG, 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


GLTL.LGOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

2.56

-2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

Correlation

The correlation between GLTL.L and GOOG is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLTL.L vs. GOOG - Dividend Comparison

GLTL.L's dividend yield for the trailing twelve months is around 5.13%, more than GOOG's 0.28% yield.


TTM20252024202320222021202020192018201720162015
GLTL.L
SPDR Bloomberg 15+ Year Gilt UCITS ETF
5.13%4.77%227.97%2.97%1.63%0.87%1.01%1.43%1.55%1.86%1.99%2.51%
GOOG
Alphabet Inc
0.28%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLTL.L vs. GOOG - Drawdown Comparison

The maximum GLTL.L drawdown since its inception was -153.21%, which is greater than GOOG's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for GLTL.L and GOOG.


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Drawdown Indicators


GLTL.LGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-153.21%

-44.60%

-108.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-20.75%

+12.63%

Max Drawdown (5Y)

Largest decline over 5 years

-155.81%

-44.60%

-111.21%

Max Drawdown (10Y)

Largest decline over 10 years

-153.21%

-44.60%

-108.61%

Current Drawdown

Current decline from peak

-147.29%

-14.44%

-132.85%

Average Drawdown

Average peak-to-trough decline

-31.62%

-8.97%

-22.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

5.41%

-2.13%

Volatility

GLTL.L vs. GOOG - Volatility Comparison

The current volatility for SPDR Bloomberg 15+ Year Gilt UCITS ETF (GLTL.L) is 5.29%, while Alphabet Inc (GOOG) has a volatility of 7.93%. This indicates that GLTL.L experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTL.LGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

7.93%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

18.98%

-10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

30.30%

-17.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.33%

29.91%

+60.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.59%

28.93%

+35.66%