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

Performance

IBGY.L vs. GILS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.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

IBGY.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, IBGY.L achieves a -4.44% return, which is significantly lower than GILS.L's -0.92% return. Over the past 10 years, IBGY.L has outperformed GILS.L with an annualized return of -0.02%, while GILS.L has yielded a comparatively lower -1.37% annualized return.


IBGY.L

1D
-0.78%
1M
-2.84%
6M
-2.70%
YTD
-4.44%
1Y
-2.77%
3Y*
2.31%
5Y*
-1.77%
10Y*
-0.02%

GILS.L

1D
0.14%
1M
-1.01%
6M
-1.65%
YTD
-0.92%
1Y
2.65%
3Y*
2.49%
5Y*
-4.70%
10Y*
-1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IBGY.L
iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist)
-4.44%7.76%-2.63%4.85%-10.06%-8.35%8.45%-0.79%1.40%3.93%
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
-0.92%4.90%-3.33%3.69%-23.92%-5.15%8.11%6.67%0.55%1.74%

Correlation

The correlation between IBGY.L and GILS.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.58

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

0.55

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

0.46

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2010

0.39

The correlation between IBGY.L and GILS.L shifts across timeframes, from 0.39 (all time) to 0.58 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IBGY.L
IBGY.L Risk / Return Rank: 55
Overall Rank
IBGY.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBGY.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGY.L Omega Ratio Rank: 55
Omega Ratio Rank
IBGY.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IBGY.L Martin Ratio Rank: 55
Martin Ratio Rank

GILS.L
GILS.L Risk / Return Rank: 1717
Overall Rank
GILS.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GILS.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
GILS.L Omega Ratio Rank: 1616
Omega Ratio Rank
GILS.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
GILS.L Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.96

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

0.92

1.08

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.48

0.49

-0.96

Martin ratioReturn relative to average drawdown

-1.04

1.19

-2.23

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

The current IBGY.L Sharpe Ratio is -0.52, which is lower than the GILS.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of IBGY.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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Drawdowns

IBGY.L vs. GILS.L - Drawdown Comparison

The maximum IBGY.L drawdown since its inception was -22.02%, smaller than the maximum GILS.L drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for IBGY.L and GILS.L.


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Drawdown Indicators


IBGY.LGILS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.02%

-35.61%

+13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-5.42%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-5.89%

-6.96%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-33.38%

+16.57%

Max Drawdown (10Y)

Largest decline over 10 years

-22.02%

-35.61%

+13.59%

Current Drawdown

Current decline from peak

-15.22%

-26.23%

+11.01%

Average Drawdown

Average peak-to-trough decline

-10.11%

-10.02%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.22%

+0.48%

Volatility

IBGY.L vs. GILS.L - Volatility Comparison

The current volatility for iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.L) is 1.44%, while Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) has a volatility of 1.77%. This indicates that IBGY.L experiences smaller price fluctuations and is considered to be less risky 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


IBGY.LGILS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.77%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

4.99%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

6.03%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

9.87%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.51%

8.76%

-1.25%

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

IBGY.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

IBGY.L vs. GILS.L - Dividend Comparison

IBGY.L has not paid dividends to shareholders, while GILS.L's dividend yield for the trailing twelve months is around 3.15%.


PositionTTM20252024202320222021202020192018201720162015
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
3.15%3.13%2.67%2.06%2.41%1.87%2.05%2.50%2.73%2.80%2.62%0.00%
IBGY.L
iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist)
0.00%2.60%2.59%0.84%0.00%0.00%0.13%0.51%0.34%0.22%0.48%0.35%

Frequently Asked Questions


IBGY.L and GILS.L have a correlation of 0.50, 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 IBGY.L.

IBGY.L tracks BBG Euro Government Bond 5-7 Year Term Index, 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 IBGY.L and 0.05% for GILS.L.

Portfolio Optimizer

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

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