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

Performance

GLTY.L vs. GLTP.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 Invesco UK Gilts UCITS ETF Dist (GLTP.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 GLTP.L is traded in GBp. To make them comparable, the GLTP.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 GLTP.L's -1.59% 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%

GLTP.L

1D
-0.60%
1M
0.49%
YTD
-1.59%
6M
-1.50%
1Y
2.00%
3Y*
1.93%
5Y*
-4.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
GLTY.L
SPDR Bloomberg UK Gilt UCITS ETF
-3.21%3.10%-4.48%279.86%158.03%169.82%413.90%155.41%
GLTP.L
Invesco UK Gilts UCITS ETF Dist
-1.59%5.35%-4.39%3.50%-24.95%-5.40%8.70%3.59%

Correlation

The correlation between GLTY.L and GLTP.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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 22, 2019

0.96

The correlation between GLTY.L and GLTP.L has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

GLTY.L vs. GLTP.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

GLTP.L
GLTP.L Risk / Return Rank: 1313
Overall Rank
GLTP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GLTP.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
GLTP.L Omega Ratio Rank: 1212
Omega Ratio Rank
GLTP.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
GLTP.L Martin Ratio Rank: 1414
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. GLTP.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 Invesco UK Gilts UCITS ETF Dist (GLTP.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.LGLTP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

0.96

1.06

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.27

0.35

-0.62

Martin ratioReturn relative to average drawdown

-0.61

0.94

-1.55

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

The current GLTY.L Sharpe Ratio is -0.24, which is lower than the GLTP.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of GLTY.L and GLTP.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.LGLTP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.31

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

-0.46

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

-0.27

+1.08

Drawdowns

GLTY.L vs. GLTP.L - Drawdown Comparison

The maximum GLTY.L drawdown since its inception was -23.61%, smaller than the maximum GLTP.L drawdown of -37.02%. Use the drawdown chart below to compare losses from any high point for GLTY.L and GLTP.L.


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Drawdown Indicators


GLTY.LGLTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.61%

-37.02%

+13.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-5.69%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-7.96%

-7.66%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

-34.89%

+11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-23.61%

Current Drawdown

Current decline from peak

-6.57%

-28.56%

+21.99%

Average Drawdown

Average peak-to-trough decline

-3.92%

-18.68%

+14.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.13%

+0.66%

Volatility

GLTY.L vs. GLTP.L - Volatility Comparison

SPDR Bloomberg UK Gilt UCITS ETF (GLTY.L) and Invesco UK Gilts UCITS ETF Dist (GLTP.L) have volatilities of 2.87% and 3.00%, 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


GLTY.LGLTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.00%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

5.22%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

6.52%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

135.35%

10.58%

+124.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

251.64%

10.25%

+241.39%

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

GLTY.L has a 0.15% expense ratio, which is higher than GLTP.L's 0.06% 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

GLTY.L vs. GLTP.L - Dividend Comparison

GLTY.L has not paid dividends to shareholders, while GLTP.L's dividend yield for the trailing twelve months is around 4.51%.


PositionTTM20252024202320222021202020192018201720162015
GLTP.L
Invesco UK Gilts UCITS ETF Dist
4.51%4.39%4.33%3.24%1.62%0.81%0.81%0.72%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


With a correlation of 0.95, GLTY.L and GLTP.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 0.15% for GLTY.L.

Both ETFs track FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.15% for GLTY.L and 0.06% for GLTP.L.

Portfolio Optimizer

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