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

Performance

IGLT.L vs. GILS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core UK Gilts UCITS ETF (IGLT.L) and Amundi Core UK Government Bond UCITS ETF Dist (GILS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLT.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, IGLT.L achieves a -1.10% return, which is significantly higher than GILS.L's -95.07% return. Over the past 10 years, IGLT.L has outperformed GILS.L with an annualized return of -1.38%, while GILS.L has yielded a comparatively lower -26.93% annualized return.


IGLT.L

1D
0.52%
1M
-1.84%
6M
-1.40%
YTD
-1.10%
1Y
1.89%
3Y*
2.17%
5Y*
-4.97%
10Y*
-1.38%
ALL TIME*
2.25%

GILS.L

1D
-94.97%
1M
-95.09%
6M
-95.07%
YTD
-95.07%
1Y
-94.91%
3Y*
-62.37%
5Y*
-47.83%
10Y*
-26.93%
ALL TIME*
-16.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£8.52K£5.56K£16.26K
£3.50M£6.04M£5.78M

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


2026 (YTD)202520242023202220212020201920182017
IGLT.L
iShares Core UK Gilts UCITS ETF
-1.10%4.70%-3.34%3.61%-23.74%-5.00%8.06%6.68%0.57%1.38%
GILS.L
Amundi Core UK Government Bond UCITS ETF Dist
-95.07%4.90%-3.33%3.69%-23.92%-5.15%8.11%6.67%0.55%1.74%

Correlation

The correlation between IGLT.L and GILS.L is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

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

0.95

The correlation between IGLT.L and GILS.L has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

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

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

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

GILS.L
GILS.L Risk / Return Rank: 11
Overall Rank
GILS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GILS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
GILS.L Omega Ratio Rank: 00
Omega Ratio Rank
GILS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
GILS.L Martin Ratio Rank: 00
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core UK Gilts UCITS ETF (IGLT.L) and Amundi Core UK Government Bond 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.


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

+1.24

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.05

0.29

+0.76

Calmar ratioReturn relative to maximum drawdown

0.28

-1.00

+1.27

Martin ratioReturn relative to average drawdown

0.76

-14.82

+15.59

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

The current IGLT.L Sharpe Ratio is 0.24, which is higher than the GILS.L Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of IGLT.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

IGLT.L vs. GILS.L - Drawdown Comparison

The maximum IGLT.L drawdown since its inception was -35.56%, smaller than the maximum GILS.L drawdown of -96.33%. Use the drawdown chart below to compare losses from any high point for IGLT.L and GILS.L.


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Drawdown Indicators


IGLT.LGILS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-96.33%

+60.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-95.19%

+89.19%

Max Drawdown (3Y)

Largest decline over 3 years

-6.96%

-95.19%

+88.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.53%

-96.20%

+62.67%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-96.33%

+60.77%

Current Drawdown

Current decline from peak

-26.15%

-96.33%

+70.18%

Average Drawdown

Average peak-to-trough decline

-8.51%

-10.06%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

6.41%

-4.22%

Volatility

IGLT.L vs. GILS.L - Volatility Comparison

The current volatility for iShares Core UK Gilts UCITS ETF (IGLT.L) is 1.68%, while Amundi Core UK Government Bond UCITS ETF Dist (GILS.L) has a volatility of 298.95%. This indicates that IGLT.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


IGLT.LGILS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

298.95%

-297.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.14%

299.10%

-292.96%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

94.80%

-87.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.31%

43.58%

-33.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

31.26%

-22.13%

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

IGLT.L has a 0.07% 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

IGLT.L vs. GILS.L - Dividend Comparison

IGLT.L's dividend yield for the trailing twelve months is around 4.51%, less than GILS.L's 63.40% yield.


PositionTTM20252024202320222021202020192018201720162015
GILS.L
Amundi Core UK Government Bond UCITS ETF Dist
63.40%3.13%2.67%2.06%2.41%1.87%2.05%2.50%2.73%2.80%2.62%0.00%
IGLT.L
iShares Core UK Gilts UCITS ETF
4.51%4.26%3.69%2.40%1.32%0.79%0.95%1.24%1.31%1.30%1.88%2.05%

Frequently Asked Questions


With a correlation of 0.92, IGLT.L and GILS.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, 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 0.07% for IGLT.L.

IGLT.L is categorized as Government Bonds, while GILS.L is European Government Bonds. Both ETFs track FTSE Actuaries UK Conventional Gilts All Stocks Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for IGLT.L and 0.05% for GILS.L.

Portfolio Optimizer

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