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

Performance

GLTP.L vs. PRIR.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 Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
GLTP.L
Invesco UK Gilts UCITS ETF Dist
-1.33%5.35%-4.39%3.50%-24.95%-5.40%8.70%3.59%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
-0.68%3.03%-3.03%4.81%-13.56%-9.75%10.64%2.21%

Returns By Period

In the year-to-date period, GLTP.L achieves a -1.33% return, which is significantly lower than PRIR.L's -0.68% return.


GLTP.L

1D
0.68%
1M
-3.10%
YTD
-1.33%
6M
1.80%
1Y
2.78%
3Y*
0.21%
5Y*
-4.73%
10Y*

PRIR.L

1D
0.01%
1M
-2.28%
YTD
-0.68%
6M
-2.67%
1Y
2.51%
3Y*
0.94%
5Y*
-2.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GLTP.L has a 0.06% expense ratio, which is higher than PRIR.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

GLTP.L vs. PRIR.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: 2222
Overall Rank
GLTP.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GLTP.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
GLTP.L Omega Ratio Rank: 2020
Omega Ratio Rank
GLTP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
GLTP.L Martin Ratio Rank: 2323
Martin Ratio Rank

PRIR.L
PRIR.L Risk / Return Rank: 1919
Overall Rank
PRIR.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRIR.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
PRIR.L Omega Ratio Rank: 1919
Omega Ratio Rank
PRIR.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRIR.L Martin Ratio Rank: 1717
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. PRIR.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 Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.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.LPRIR.LDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.38

+0.04

Sortino ratio

Return per unit of downside risk

0.61

0.57

+0.04

Omega ratio

Gain probability vs. loss probability

1.08

1.07

+0.01

Calmar ratio

Return relative to maximum drawdown

0.58

0.42

+0.17

Martin ratio

Return relative to average drawdown

1.96

0.96

+1.00

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

The current GLTP.L Sharpe Ratio is 0.43, which is comparable to the PRIR.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of GLTP.L and PRIR.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


GLTP.LPRIR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.38

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

-0.35

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

-0.10

-0.17

Correlation

The correlation between GLTP.L and PRIR.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GLTP.L vs. PRIR.L - Dividend Comparison

GLTP.L's dividend yield for the trailing twelve months is around 4.49%, while PRIR.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
GLTP.L
Invesco UK Gilts UCITS ETF Dist
4.49%4.39%4.33%3.24%1.62%0.81%0.81%0.72%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
0.00%0.00%2.07%1.88%1.84%1.56%1.64%1.05%

Drawdowns

GLTP.L vs. PRIR.L - Drawdown Comparison

The maximum GLTP.L drawdown since its inception was -37.02%, which is greater than PRIR.L's maximum drawdown of -26.55%. Use the drawdown chart below to compare losses from any high point for GLTP.L and PRIR.L.


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Drawdown Indicators


GLTP.LPRIR.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.02%

-26.55%

-10.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.87%

-6.44%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-34.89%

-20.66%

-14.23%

Current Drawdown

Current decline from peak

-28.37%

-20.74%

-7.63%

Average Drawdown

Average peak-to-trough decline

-18.45%

-15.20%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

2.80%

-1.35%

Volatility

GLTP.L vs. PRIR.L - Volatility Comparison

Invesco UK Gilts UCITS ETF Dist (GLTP.L) has a higher volatility of 2.90% compared to Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) at 2.23%. This indicates that GLTP.L's price experiences larger fluctuations and is considered to be riskier than PRIR.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.LPRIR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

2.23%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

4.65%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

6.54%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

7.58%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.28%

8.09%

+2.19%