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GLTY.L vs. CE31.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLTY.L vs. CE31.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg UK Gilt UCITS ETF (GLTY.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLTY.L is traded in GBP, while CE31.L is traded in GBp. To make them comparable, the CE31.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLTY.L achieves a -3.21% return, which is significantly lower than CE31.L's -0.87% return. Over the past 10 years, GLTY.L has outperformed CE31.L with an annualized return of 283.79%, while CE31.L has yielded a comparatively lower 1.38% annualized return.


GLTY.L

1D
-0.55%
1M
0.71%
YTD
-3.21%
6M
-3.32%
1Y
-1.70%
3Y*
0.59%
5Y*
73.54%
10Y*
283.79%

CE31.L

1D
-0.06%
1M
0.24%
YTD
-0.87%
6M
-0.98%
1Y
3.55%
3Y*
2.80%
5Y*
0.92%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLTY.L vs. CE31.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLTY.L
SPDR Bloomberg UK Gilt UCITS ETF
-3.21%3.10%-4.48%279.86%158.03%169.82%413.90%596.36%632.13%2,267.04%
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.87%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%

Correlation

The correlation between GLTY.L and CE31.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.20

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

0.16

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

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2013

0.21

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Return for Risk

GLTY.L vs. CE31.L — Risk / Return Rank

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

GLTY.L
GLTY.L Risk / Return Rank: 66
Overall Rank
GLTY.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GLTY.L Sortino Ratio Rank: 66
Sortino Ratio Rank
GLTY.L Omega Ratio Rank: 66
Omega Ratio Rank
GLTY.L Calmar Ratio Rank: 66
Calmar Ratio Rank
GLTY.L Martin Ratio Rank: 66
Martin Ratio Rank

CE31.L
CE31.L Risk / Return Rank: 2424
Overall Rank
CE31.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2222
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2323
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.

GLTY.L vs. CE31.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg UK Gilt UCITS ETF (GLTY.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.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.


GLTY.LCE31.LDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

0.96

1.15

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.27

1.35

-1.61

Martin ratioReturn relative to average drawdown

-0.61

3.04

-3.65

GLTY.L vs. CE31.L - Sharpe Ratio Comparison

The current GLTY.L Sharpe Ratio is -0.24, which is lower than the CE31.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of GLTY.L and CE31.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


GLTY.LCE31.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.85

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.17

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.20

+0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.08

+0.74

Drawdowns

GLTY.L vs. CE31.L - Drawdown Comparison

The maximum GLTY.L drawdown since its inception was -23.61%, which is greater than CE31.L's maximum drawdown of -18.33%. Use the drawdown chart below to compare losses from any high point for GLTY.L and CE31.L.


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Drawdown Indicators


GLTY.LCE31.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.61%

-18.33%

-5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-2.62%

-3.78%

Max Drawdown (3Y)

Largest decline over 3 years

-7.96%

-3.05%

-4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

-5.98%

-17.63%

Max Drawdown (10Y)

Largest decline over 10 years

-23.61%

-13.14%

-10.47%

Current Drawdown

Current decline from peak

-6.57%

-3.95%

-2.62%

Average Drawdown

Average peak-to-trough decline

-3.92%

-7.25%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.17%

+1.62%

Volatility

GLTY.L vs. CE31.L - Volatility Comparison

SPDR Bloomberg UK Gilt UCITS ETF (GLTY.L) has a higher volatility of 2.87% compared to iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) at 1.26%. This indicates that GLTY.L's price experiences larger fluctuations and is considered to be riskier than CE31.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTY.LCE31.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

1.26%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

2.88%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

4.18%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

135.35%

5.29%

+130.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

251.64%

7.07%

+244.57%

GLTY.L vs. CE31.L - Expense Ratio Comparison

Both GLTY.L and CE31.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GLTY.L vs. CE31.L - Dividend Comparison

Neither GLTY.L nor CE31.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLTY.L
SPDR Bloomberg UK Gilt UCITS ETF
0.00%1.74%2.72%74.77%114.99%84.01%106.35%119.69%125.98%157.59%81.07%1.87%

Frequently Asked Questions


GLTY.L and CE31.L have a correlation of 0.14, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GLTY.L and CE31.L have the same expense ratio: 0.15% per year.

GLTY.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR. They also come from different issuers: State Street and iShares.

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