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IGLT.L vs. TSY3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLT.L vs. TSY3.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 SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLT.L achieves a -1.10% return, which is significantly lower than TSY3.L's 1.56% return. Over the past 10 years, IGLT.L has underperformed TSY3.L with an annualized return of -1.38%, while TSY3.L has yielded a comparatively higher 1.60% 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%

TSY3.L

1D
-0.11%
1M
-1.04%
6M
2.49%
YTD
1.56%
1Y
3.79%
3Y*
3.03%
5Y*
2.44%
10Y*
1.60%
ALL TIME*
-0.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£3.50M£6.04M£5.78M
£260.03K£130.08K£84.12K

IGLT.L vs. TSY3.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%
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
1.56%-2.01%5.77%-1.64%7.59%0.49%-0.43%0.21%7.82%-8.39%

Correlation

The correlation between IGLT.L and TSY3.L is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.24

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

-0.10

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

-0.03

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

0.11

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2013

0.12

The correlation between IGLT.L and TSY3.L shifts across timeframes, from -0.24 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGLT.L vs. TSY3.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

TSY3.L
TSY3.L Risk / Return Rank: 3030
Overall Rank
TSY3.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TSY3.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
TSY3.L Omega Ratio Rank: 2828
Omega Ratio Rank
TSY3.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
TSY3.L Martin Ratio Rank: 2929
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. TSY3.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 SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.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.LTSY3.LDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.05

1.13

-0.08

Calmar ratioReturn relative to maximum drawdown

0.28

1.01

-0.73

Martin ratioReturn relative to average drawdown

0.76

2.52

-1.75

IGLT.L vs. TSY3.L - Sharpe Ratio Comparison

The current IGLT.L Sharpe Ratio is 0.24, which is lower than the TSY3.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IGLT.L and TSY3.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. TSY3.L - Drawdown Comparison

The maximum IGLT.L drawdown since its inception was -35.56%, smaller than the maximum TSY3.L drawdown of -41.41%. Use the drawdown chart below to compare losses from any high point for IGLT.L and TSY3.L.


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Drawdown Indicators


IGLT.LTSY3.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-41.41%

+5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-4.48%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-6.96%

-8.93%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-33.53%

-16.38%

-17.15%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-18.75%

-16.81%

Current Drawdown

Current decline from peak

-26.15%

-8.07%

-18.08%

Average Drawdown

Average peak-to-trough decline

-8.51%

-19.36%

+10.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.80%

+0.39%

Volatility

IGLT.L vs. TSY3.L - Volatility Comparison

iShares Core UK Gilts UCITS ETF (IGLT.L) has a higher volatility of 1.68% compared to SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) at 1.16%. This indicates that IGLT.L's price experiences larger fluctuations and is considered to be riskier than TSY3.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.LTSY3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

1.16%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

6.14%

4.46%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

6.05%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.31%

8.04%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

8.52%

+0.61%

IGLT.L vs. TSY3.L - Expense Ratio Comparison

IGLT.L has a 0.07% expense ratio, which is higher than TSY3.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. TSY3.L - Dividend Comparison

IGLT.L's dividend yield for the trailing twelve months is around 4.51%, more than TSY3.L's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
3.89%4.25%4.06%3.02%0.61%0.56%1.84%2.14%1.78%1.34%0.87%0.80%

Frequently Asked Questions


IGLT.L and TSY3.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSY3.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSY3.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IGLT.L.

IGLT.L tracks FTSE Actuaries UK Conventional Gilts All Stocks Index, while TSY3.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IGLT.L and 0.05% for TSY3.L.

Portfolio Optimizer

Find the right allocation for IGLT.L and TSY3.L

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