HICL.L vs. GBPG.L
Compare and contrast key facts about HICL Infrastructure Company Ltd (HICL.L) and Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L).
GBPG.L is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on Sep 7, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HICL.L or GBPG.L.
Key characteristics
| HICL.L | GBPG.L | |
|---|---|---|
| YTD Return | -1.69% | 2.43% |
| 1Y Return | 6.25% | 7.58% |
| 3Y Return (Ann) | -3.68% | 26.46% |
| Sharpe Ratio | 0.47 | 1.84 |
| Daily Std Dev | 19.00% | 4.22% |
| Max Drawdown | -31.03% | -7.18% |
| Current Drawdown | -18.59% | 0.00% |
Correlation
The correlation between HICL.L and GBPG.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HICL.L vs. GBPG.L - Performance Comparison
In the year-to-date period, HICL.L achieves a -1.69% return, which is significantly lower than GBPG.L's 2.43% 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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Risk-Adjusted Performance
HICL.L vs. GBPG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HICL Infrastructure Company Ltd (HICL.L) and Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.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.
Dividends
HICL.L vs. GBPG.L - Dividend Comparison
HICL.L's dividend yield for the trailing twelve months is around 6.37%, more than GBPG.L's 4.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HICL.L HICL Infrastructure Company Ltd | 6.37% | 5.95% | 5.01% | 4.67% | 4.74% | 4.78% | 5.04% | 3.67% | 4.59% | 3.72% | 4.73% | 5.26% |
GBPG.L Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) | 4.01% | 3.35% | 62.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HICL.L vs. GBPG.L - Drawdown Comparison
The maximum HICL.L drawdown since its inception was -31.03%, which is greater than GBPG.L's maximum drawdown of -7.18%. Use the drawdown chart below to compare losses from any high point for HICL.L and GBPG.L. For additional features, visit the drawdowns tool.
Volatility
HICL.L vs. GBPG.L - Volatility Comparison
HICL Infrastructure Company Ltd (HICL.L) has a higher volatility of 6.03% compared to Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) at 1.98%. This indicates that HICL.L's price experiences larger fluctuations and is considered to be riskier than GBPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.