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

Performance

GLTP.L vs. VGOV.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 Vanguard UK Gilt UCITS ETF Distributing (VGOV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with GLTP.L having a -1.08% return and VGOV.L slightly lower at -1.10%.


GLTP.L

1D
0.13%
1M
-0.49%
6M
-2.13%
YTD
-1.08%
1Y
2.52%
3Y*
2.57%
5Y*
-5.18%
10Y*

VGOV.L

1D
0.13%
1M
-0.55%
6M
-2.14%
YTD
-1.10%
1Y
2.46%
3Y*
2.47%
5Y*
-5.78%
10Y*
-1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
GLTP.L
Invesco UK Gilts UCITS ETF Dist
-1.08%5.35%-4.39%3.50%-24.95%-5.40%8.70%5.42%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
-1.10%4.79%-4.32%3.33%-27.01%-5.36%9.33%6.04%

Correlation

The correlation between GLTP.L and VGOV.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2019

0.97

The correlation between GLTP.L and VGOV.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

GLTP.L vs. VGOV.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: 1515
Overall Rank
GLTP.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
GLTP.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
GLTP.L Omega Ratio Rank: 1414
Omega Ratio Rank
GLTP.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
GLTP.L Martin Ratio Rank: 1515
Martin Ratio Rank

VGOV.L
VGOV.L Risk / Return Rank: 1515
Overall Rank
VGOV.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VGOV.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
VGOV.L Omega Ratio Rank: 1414
Omega Ratio Rank
VGOV.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
VGOV.L Martin Ratio Rank: 1515
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. VGOV.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 Vanguard UK Gilt UCITS ETF Distributing (VGOV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.07

1.07

0.00

Calmar ratioReturn relative to maximum drawdown

0.44

0.42

+0.02

Martin ratioReturn relative to average drawdown

1.09

1.05

+0.04

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

The current GLTP.L Sharpe Ratio is 0.39, which is comparable to the VGOV.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of GLTP.L and VGOV.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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Drawdowns

GLTP.L vs. VGOV.L - Drawdown Comparison

The maximum GLTP.L drawdown since its inception was -37.02%, smaller than the maximum VGOV.L drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for GLTP.L and VGOV.L.


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Drawdown Indicators


GLTP.LVGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.02%

-39.28%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-5.76%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-8.00%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-34.89%

-37.38%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

Current Drawdown

Current decline from peak

-28.19%

-30.62%

+2.43%

Average Drawdown

Average peak-to-trough decline

-18.66%

-12.19%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.34%

-0.02%

Volatility

GLTP.L vs. VGOV.L - Volatility Comparison

Invesco UK Gilts UCITS ETF Dist (GLTP.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) have volatilities of 1.89% and 1.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTP.LVGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.89%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.38%

5.44%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.45%

6.47%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.56%

11.42%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

10.08%

+0.08%

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

GLTP.L has a 0.06% expense ratio, which is lower than VGOV.L's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GLTP.L vs. VGOV.L - Dividend Comparison

GLTP.L's dividend yield for the trailing twelve months is around 4.54%, less than VGOV.L's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
GLTP.L
Invesco UK Gilts UCITS ETF Dist
4.54%4.39%4.33%3.24%1.62%0.81%0.81%0.72%0.00%0.00%0.00%0.00%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
4.62%4.51%4.14%3.16%1.87%1.09%1.16%1.38%1.57%1.62%1.62%1.92%

Frequently Asked Questions


With a correlation of 0.97, GLTP.L and VGOV.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GLTP.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLTP.L is cheaper with a 0.06% expense ratio, compared with 0.07% for VGOV.L.

GLTP.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while VGOV.L tracks FTSE Actuaries UK Conventional Gilts All Stocks Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.06% for GLTP.L and 0.07% for VGOV.L.

Portfolio Optimizer

Find the right allocation for GLTP.L and VGOV.L

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