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IBGM.L vs. GILS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGM.L vs. GILS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) and Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IBGM.L achieves a -2.35% return, which is significantly lower than GILS.L's -1.13% return. Over the past 10 years, IBGM.L has outperformed GILS.L with an annualized return of 31.18%, while GILS.L has yielded a comparatively lower -3.33% annualized return.


IBGM.L

1D
0.20%
1M
-1.36%
YTD
-2.35%
6M
-2.29%
1Y
0.51%
3Y*
1.73%
5Y*
39.50%
10Y*
31.18%

GILS.L

1D
0.22%
1M
1.40%
YTD
-1.13%
6M
-4.27%
1Y
-0.95%
3Y*
-0.26%
5Y*
-6.53%
10Y*
-3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGM.L vs. GILS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGM.L
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
-2.35%5.38%-3.53%465.78%-3.14%-9.55%20.87%117.65%2.05%4.56%
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
-1.13%1.70%-5.79%1.51%-25.53%-6.84%5.96%4.09%-2.08%-1.13%

Correlation

The correlation between IBGM.L and GILS.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.65

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

0.63

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

0.55

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2010

0.43

The correlation between IBGM.L and GILS.L shifts across timeframes, from 0.43 (all time) to 0.65 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBGM.L vs. GILS.L — Risk / Return Rank

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

IBGM.L
IBGM.L Risk / Return Rank: 99
Overall Rank
IBGM.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IBGM.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IBGM.L Omega Ratio Rank: 88
Omega Ratio Rank
IBGM.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IBGM.L Martin Ratio Rank: 99
Martin Ratio Rank

GILS.L
GILS.L Risk / Return Rank: 77
Overall Rank
GILS.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GILS.L Sortino Ratio Rank: 77
Sortino Ratio Rank
GILS.L Omega Ratio Rank: 77
Omega Ratio Rank
GILS.L Calmar Ratio Rank: 88
Calmar Ratio Rank
GILS.L Martin Ratio Rank: 77
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.

IBGM.L vs. GILS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) and Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.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.


IBGM.LGILS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.01

0.98

+0.02

Calmar ratioReturn relative to maximum drawdown

0.00

-0.15

+0.15

Martin ratioReturn relative to average drawdown

0.01

-0.34

+0.35

IBGM.L vs. GILS.L - Sharpe Ratio Comparison

The current IBGM.L Sharpe Ratio is 0.00, which is higher than the GILS.L Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of IBGM.L and GILS.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


IBGM.LGILS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

-0.14

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.65

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

-0.37

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.01

+0.20

Drawdowns

IBGM.L vs. GILS.L - Drawdown Comparison

The maximum IBGM.L drawdown since its inception was -26.66%, smaller than the maximum GILS.L drawdown of -38.75%. Use the drawdown chart below to compare losses from any high point for IBGM.L and GILS.L.


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Drawdown Indicators


IBGM.LGILS.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.66%

-38.75%

+12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-6.23%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

-9.33%

+2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-34.64%

+13.37%

Max Drawdown (10Y)

Largest decline over 10 years

-26.66%

-38.75%

+12.09%

Current Drawdown

Current decline from peak

-5.51%

-35.86%

+30.35%

Average Drawdown

Average peak-to-trough decline

-4.98%

-12.02%

+7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.78%

+0.06%

Volatility

IBGM.L vs. GILS.L - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) has a higher volatility of 2.59% compared to Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) at 2.44%. This indicates that IBGM.L's price experiences larger fluctuations and is considered to be riskier than GILS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGM.LGILS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.44%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.94%

5.64%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

6.67%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

193.47%

10.11%

+183.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.63%

9.06%

+129.57%

IBGM.L vs. GILS.L - Expense Ratio Comparison

IBGM.L has a 0.15% expense ratio, which is higher than GILS.L's 0.05% 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

IBGM.L vs. GILS.L - Dividend Comparison

Neither IBGM.L nor GILS.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.02%0.02%0.02%0.03%0.03%0.03%0.03%0.00%
IBGM.L
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
0.00%1.33%2.78%79.03%13.18%0.00%8.74%63.75%0.74%0.74%0.77%1.07%

Frequently Asked Questions


IBGM.L and GILS.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GILS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GILS.L is cheaper with a 0.05% expense ratio, compared with 0.15% for IBGM.L.

IBGM.L tracks Bloomberg Euro Agg Govt TR EUR, while GILS.L tracks FTSE Actuaries UK Conventional Gilts All Stocks. They also come from different issuers: iShares and Lyxor. Their fees differ too: 0.15% for IBGM.L and 0.05% for GILS.L.

Portfolio Optimizer

Find the right allocation for IBGM.L and GILS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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