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

Performance

GLTP.L vs. GLT5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco UK Gilts UCITS ETF Dist (GLTP.L) and Invesco UK Gilt 1-5 Year UCITS ETF Dist (GLT5.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, GLTP.L achieves a -1.34% return, which is significantly lower than GLT5.L's 0.19% return.


GLTP.L

1D
0.25%
1M
1.64%
YTD
-1.34%
6M
-1.41%
1Y
2.02%
3Y*
2.16%
5Y*
-4.79%
10Y*

GLT5.L

1D
0.06%
1M
0.73%
YTD
0.19%
6M
0.42%
1Y
3.04%
3Y*
4.09%
5Y*
0.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
GLTP.L
Invesco UK Gilts UCITS ETF Dist
-1.34%5.35%-4.39%3.50%-24.95%-5.40%8.70%4.44%
GLT5.L
Invesco UK Gilt 1-5 Year UCITS ETF Dist
0.19%5.31%2.14%3.86%-5.44%-1.89%1.83%0.69%

Correlation

The correlation between GLTP.L and GLT5.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.76

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

0.79

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2019

0.75

The correlation between GLTP.L and GLT5.L shifts across timeframes, from 0.66 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

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

GLT5.L
GLT5.L Risk / Return Rank: 3030
Overall Rank
GLT5.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GLT5.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLT5.L Omega Ratio Rank: 3333
Omega Ratio Rank
GLT5.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
GLT5.L Martin Ratio Rank: 3131
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco UK Gilts UCITS ETF Dist (GLTP.L) and Invesco UK Gilt 1-5 Year UCITS ETF Dist (GLT5.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.


GLTP.LGLT5.LDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.06

1.21

-0.16

Calmar ratioReturn relative to maximum drawdown

0.35

1.38

-1.03

Martin ratioReturn relative to average drawdown

0.94

4.42

-3.47

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

The current GLTP.L Sharpe Ratio is 0.31, which is lower than the GLT5.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of GLTP.L and GLT5.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


GLTP.LGLT5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.01

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.28

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.32

-0.58

Drawdowns

GLTP.L vs. GLT5.L - Drawdown Comparison

The maximum GLTP.L drawdown since its inception was -37.02%, which is greater than GLT5.L's maximum drawdown of -10.98%. Use the drawdown chart below to compare losses from any high point for GLTP.L and GLT5.L.


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Drawdown Indicators


GLTP.LGLT5.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.02%

-10.98%

-26.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-2.20%

-3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-2.20%

-5.46%

Max Drawdown (5Y)

Largest decline over 5 years

-34.89%

-10.32%

-24.57%

Current Drawdown

Current decline from peak

-28.38%

-0.92%

-27.46%

Average Drawdown

Average peak-to-trough decline

-18.68%

-2.63%

-16.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.69%

+1.46%

Volatility

GLTP.L vs. GLT5.L - Volatility Comparison

Invesco UK Gilts UCITS ETF Dist (GLTP.L) has a higher volatility of 2.85% compared to Invesco UK Gilt 1-5 Year UCITS ETF Dist (GLT5.L) at 1.88%. This indicates that GLTP.L's price experiences larger fluctuations and is considered to be riskier than GLT5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTP.LGLT5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

1.88%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

5.22%

2.63%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.51%

3.00%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.58%

3.25%

+7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.25%

2.92%

+7.33%

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

Both GLTP.L and GLT5.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

GLTP.L vs. GLT5.L - Dividend Comparison

GLTP.L's dividend yield for the trailing twelve months is around 4.50%, more than GLT5.L's 4.13% yield.


PositionTTM2025202420232022202120202019
GLT5.L
Invesco UK Gilt 1-5 Year UCITS ETF Dist
4.13%4.12%4.43%3.76%1.01%0.19%0.33%0.44%
GLTP.L
Invesco UK Gilts UCITS ETF Dist
4.50%4.39%4.33%3.24%1.62%0.81%0.81%0.72%

Frequently Asked Questions


GLTP.L and GLT5.L have a correlation of 0.66, 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.

GLTP.L and GLT5.L have the same expense ratio: 0.06% per year.

Both ETFs track FTSE Act UK Cnvt Gilts All Stocks TR GBP.

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