GLTS.L vs. XMU.TO
Compare and contrast key facts about SPDR Bloomberg 1-5 Year Gilt UCITS ETF (GLTS.L) and iShares MSCI Min Vol USA Index ETF (XMU.TO).
GLTS.L and XMU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLTS.L is a passively managed fund by State Street that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on May 17, 2012. XMU.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Jul 24, 2012. Both GLTS.L and XMU.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLTS.L or XMU.TO.
Key characteristics
| GLTS.L | XMU.TO | |
|---|---|---|
| YTD Return | 0.96% | 22.52% |
| 1Y Return | 3.61% | 25.07% |
| 3Y Return (Ann) | -0.63% | 9.41% |
| 5Y Return (Ann) | -0.32% | 9.28% |
| 10Y Return (Ann) | 0.38% | 12.50% |
| Sharpe Ratio | 0.99 | 3.35 |
| Sortino Ratio | 1.53 | 5.09 |
| Omega Ratio | 1.21 | 1.66 |
| Calmar Ratio | 0.51 | 7.97 |
| Martin Ratio | 3.85 | 24.10 |
| Ulcer Index | 0.87% | 1.05% |
| Daily Std Dev | 3.39% | 7.55% |
| Max Drawdown | -11.18% | -27.31% |
| Current Drawdown | -3.32% | -2.27% |
Correlation
The correlation between GLTS.L and XMU.TO is 0.18, 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.
Performance
GLTS.L vs. XMU.TO - Performance Comparison
In the year-to-date period, GLTS.L achieves a 0.96% return, which is significantly lower than XMU.TO's 22.52% return. Over the past 10 years, GLTS.L has underperformed XMU.TO with an annualized return of 0.38%, while XMU.TO has yielded a comparatively higher 12.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GLTS.L vs. XMU.TO - Expense Ratio Comparison
GLTS.L has a 0.15% expense ratio, which is lower than XMU.TO's 0.33% expense ratio.
Risk-Adjusted Performance
GLTS.L vs. XMU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-5 Year Gilt UCITS ETF (GLTS.L) and iShares MSCI Min Vol USA Index ETF (XMU.TO). 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.
Dividends
GLTS.L vs. XMU.TO - Dividend Comparison
GLTS.L's dividend yield for the trailing twelve months is around 2.76%, more than XMU.TO's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLTS.L SPDR Bloomberg 1-5 Year Gilt UCITS ETF | 2.76% | 1.30% | 0.18% | 0.13% | 0.46% | 0.60% | 0.39% | 0.52% | 0.88% | 0.98% | 0.67% | 0.44% |
XMU.TO iShares MSCI Min Vol USA Index ETF | 1.18% | 1.41% | 1.17% | 1.06% | 1.68% | 1.44% | 1.48% | 1.59% | 1.83% | 1.43% | 4.96% | 1.30% |
Drawdowns
GLTS.L vs. XMU.TO - Drawdown Comparison
The maximum GLTS.L drawdown since its inception was -11.18%, smaller than the maximum XMU.TO drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for GLTS.L and XMU.TO. For additional features, visit the drawdowns tool.
Volatility
GLTS.L vs. XMU.TO - Volatility Comparison
The current volatility for SPDR Bloomberg 1-5 Year Gilt UCITS ETF (GLTS.L) is 1.69%, while iShares MSCI Min Vol USA Index ETF (XMU.TO) has a volatility of 2.74%. This indicates that GLTS.L experiences smaller price fluctuations and is considered to be less risky than XMU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.