GLTY.L vs. IGL5.L
Compare and contrast key facts about SPDR Bloomberg UK Gilt UCITS ETF (GLTY.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L).
GLTY.L and IGL5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLTY.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. IGL5.L is a passively managed fund by iShares that tracks the performance of the FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). It was launched on Apr 19, 2023. Both GLTY.L and IGL5.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GLTY.L vs. IGL5.L - Performance Comparison
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GLTY.L vs. IGL5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GLTY.L SPDR Bloomberg UK Gilt UCITS ETF | -3.59% | 3.10% | -4.48% | 7.26% |
IGL5.L iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) | 0.05% | 4.56% | 2.68% | 4.14% |
Returns By Period
In the year-to-date period, GLTY.L achieves a -3.59% return, which is significantly lower than IGL5.L's 0.05% return.
GLTY.L
- 1D
- 0.20%
- 1M
- -4.16%
- YTD
- -3.59%
- 6M
- -0.72%
- 1Y
- -1.44%
- 3Y*
- -1.32%
- 5Y*
- 73.53%
- 10Y*
- 284.66%
IGL5.L
- 1D
- 0.09%
- 1M
- -1.48%
- YTD
- 0.05%
- 6M
- 0.99%
- 1Y
- 3.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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GLTY.L vs. IGL5.L - Expense Ratio Comparison
GLTY.L has a 0.15% expense ratio, which is higher than IGL5.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%.
Return for Risk
GLTY.L vs. IGL5.L — Risk / Return Rank
GLTY.L
IGL5.L
GLTY.L vs. IGL5.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 UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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.L | IGL5.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 1.75 | -1.96 |
Sortino ratioReturn per unit of downside risk | -0.22 | 2.46 | -2.68 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.36 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.71 | -2.03 |
Martin ratioReturn relative to average drawdown | -0.83 | 8.45 | -9.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLTY.L | IGL5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 1.75 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.90 | -1.07 |
Correlation
The correlation between GLTY.L and IGL5.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GLTY.L vs. IGL5.L - Dividend Comparison
Neither GLTY.L nor IGL5.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGL5.L iShares UK Gilts 0-5yr UCITS ETF GBP (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% |
Drawdowns
GLTY.L vs. IGL5.L - Drawdown Comparison
The maximum GLTY.L drawdown since its inception was -23.61%, which is greater than IGL5.L's maximum drawdown of -1.89%. Use the drawdown chart below to compare losses from any high point for GLTY.L and IGL5.L.
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Drawdown Indicators
| GLTY.L | IGL5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.61% | -1.89% | -21.72% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -1.89% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.61% | — | — |
Current DrawdownCurrent decline from peak | -6.94% | -1.48% | -5.46% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -0.27% | -3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 0.38% | +1.72% |
Volatility
GLTY.L vs. IGL5.L - Volatility Comparison
SPDR Bloomberg UK Gilt UCITS ETF (GLTY.L) has a higher volatility of 2.90% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) at 1.09%. This indicates that GLTY.L's price experiences larger fluctuations and is considered to be riskier than IGL5.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.L | IGL5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 1.09% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 4.70% | 1.53% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.89% | 1.87% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 135.35% | 2.09% | +133.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 251.59% | 2.09% | +249.50% |