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

Performance

GLTS.L vs. VGOV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg 1-5 Year Gilt UCITS ETF (GLTS.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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Returns By Period

In the year-to-date period, GLTS.L achieves a 0.16% return, which is significantly higher than VGOV.L's -1.55% return. Over the past 10 years, GLTS.L has outperformed VGOV.L with an annualized return of 0.64%, while VGOV.L has yielded a comparatively lower -1.34% annualized return.


GLTS.L

1D
-0.15%
1M
0.42%
YTD
0.16%
6M
0.34%
1Y
2.70%
3Y*
3.90%
5Y*
0.77%
10Y*
0.64%

VGOV.L

1D
-0.61%
1M
0.67%
YTD
-1.55%
6M
-1.48%
1Y
2.04%
3Y*
1.86%
5Y*
-5.38%
10Y*
-1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GLTS.L
SPDR Bloomberg 1-5 Year Gilt UCITS ETF
0.16%5.40%1.76%3.70%-5.72%-1.91%1.77%1.11%0.41%-0.65%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
-1.55%4.78%-4.30%3.32%-27.01%-5.37%9.32%7.65%0.35%1.90%

Correlation

The correlation between GLTS.L and VGOV.L is 0.72, 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

0.72

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

0.78

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

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since May 24, 2012

0.73

The correlation between GLTS.L and VGOV.L has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

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Return for Risk

GLTS.L vs. VGOV.L — Risk / Return Rank

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

GLTS.L
GLTS.L Risk / Return Rank: 2929
Overall Rank
GLTS.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLTS.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLTS.L Omega Ratio Rank: 3131
Omega Ratio Rank
GLTS.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
GLTS.L Martin Ratio Rank: 2828
Martin Ratio Rank

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

GLTS.L vs. VGOV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-5 Year Gilt UCITS ETF (GLTS.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.


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

+0.81

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.21

1.06

+0.15

Calmar ratioReturn relative to maximum drawdown

1.21

0.35

+0.86

Martin ratioReturn relative to average drawdown

3.86

0.95

+2.91

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

The current GLTS.L Sharpe Ratio is 1.13, which is higher than the VGOV.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of GLTS.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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Sharpe Ratios by Period


GLTS.LVGOV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.31

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.47

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

-0.13

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.03

+0.31

Drawdowns

GLTS.L vs. VGOV.L - Drawdown Comparison

The maximum GLTS.L drawdown since its inception was -11.18%, smaller than the maximum VGOV.L drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for GLTS.L and VGOV.L.


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Drawdown Indicators


GLTS.LVGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.18%

-39.28%

+28.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-5.74%

+3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-2.22%

-7.98%

+5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-10.44%

-37.38%

+26.94%

Max Drawdown (10Y)

Largest decline over 10 years

-11.18%

-39.28%

+28.10%

Current Drawdown

Current decline from peak

-1.05%

-30.93%

+29.88%

Average Drawdown

Average peak-to-trough decline

-1.72%

-12.39%

+10.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.15%

-1.45%

Volatility

GLTS.L vs. VGOV.L - Volatility Comparison

The current volatility for SPDR Bloomberg 1-5 Year Gilt UCITS ETF (GLTS.L) is 0.85%, while Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) has a volatility of 2.78%. This indicates that GLTS.L experiences smaller price fluctuations and is considered to be less risky than VGOV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTS.LVGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

2.78%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

5.24%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.39%

6.47%

-4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.25%

11.44%

-8.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.62%

10.15%

-7.53%

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

GLTS.L has a 0.15% expense ratio, which is higher than VGOV.L's 0.07% 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%.


Dividends

GLTS.L vs. VGOV.L - Dividend Comparison

GLTS.L's dividend yield for the trailing twelve months is around 3.64%, less than VGOV.L's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
GLTS.L
SPDR Bloomberg 1-5 Year Gilt UCITS ETF
3.64%3.44%2.74%1.30%0.18%0.13%0.46%0.60%0.39%0.52%0.88%0.98%
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


GLTS.L and VGOV.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGOV.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGOV.L is cheaper with a 0.07% expense ratio, compared with 0.15% for GLTS.L.

Both ETFs track FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.15% for GLTS.L and 0.07% for VGOV.L.

Portfolio Optimizer

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