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

Performance

IGLT.L vs. USTY.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 US Treasury Bond UCITS ETF (USTY.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 0.24% return, which is significantly lower than USTY.L's 0.74% return. Over the past 10 years, IGLT.L has underperformed USTY.L with an annualized return of -1.35%, while USTY.L has yielded a comparatively higher 0.39% annualized return.


IGLT.L

1D
-0.21%
1M
0.94%
6M
0.14%
YTD
0.24%
1Y
2.75%
3Y*
3.63%
5Y*
-4.48%
10Y*
-1.35%

USTY.L

1D
-0.03%
1M
0.71%
6M
1.44%
YTD
0.74%
1Y
5.40%
3Y*
2.11%
5Y*
-0.05%
10Y*
0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IGLT.L
iShares Core UK Gilts UCITS ETF
0.24%4.70%-3.34%3.61%-23.74%-5.00%8.06%6.68%0.57%1.38%
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
0.74%-0.90%2.50%-1.93%-1.98%-1.22%3.99%3.61%6.57%-6.86%

Correlation

The correlation between IGLT.L and USTY.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.28

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

0.30

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2011

0.41

Over the past year, the correlation between IGLT.L and USTY.L has dropped to 0.06 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

IGLT.L vs. USTY.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: 1515
Overall Rank
IGLT.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IGLT.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
IGLT.L Omega Ratio Rank: 1414
Omega Ratio Rank
IGLT.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
IGLT.L Martin Ratio Rank: 1616
Martin Ratio Rank

USTY.L
USTY.L Risk / Return Rank: 2525
Overall Rank
USTY.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
USTY.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
USTY.L Omega Ratio Rank: 2525
Omega Ratio Rank
USTY.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
USTY.L Martin Ratio Rank: 2222
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. USTY.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 US Treasury Bond UCITS ETF (USTY.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.LUSTY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratioReturn relative to maximum drawdown

0.46

1.04

-0.58

Martin ratioReturn relative to average drawdown

1.33

2.44

-1.10

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

The current IGLT.L Sharpe Ratio is 0.40, which is lower than the USTY.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IGLT.L and USTY.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. USTY.L - Drawdown Comparison

The maximum IGLT.L drawdown since its inception was -35.56%, roughly equal to the maximum USTY.L drawdown of -36.73%. Use the drawdown chart below to compare losses from any high point for IGLT.L and USTY.L.


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Drawdown Indicators


IGLT.LUSTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-36.73%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-5.20%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-6.96%

-8.14%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.53%

-16.24%

-17.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-23.92%

-11.64%

Current Drawdown

Current decline from peak

-25.14%

-18.30%

-6.84%

Average Drawdown

Average peak-to-trough decline

-8.46%

-14.79%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.21%

-0.16%

Volatility

IGLT.L vs. USTY.L - Volatility Comparison

The current volatility for iShares Core UK Gilts UCITS ETF (IGLT.L) is 1.26%, while SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) has a volatility of 1.92%. This indicates that IGLT.L experiences smaller price fluctuations and is considered to be less risky than USTY.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.LUSTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.92%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

4.77%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.83%

6.29%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.32%

8.70%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

9.31%

-0.18%

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

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

IGLT.L's dividend yield for the trailing twelve months is around 4.45%, more than USTY.L's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLT.L
iShares Core UK Gilts UCITS ETF
4.45%4.26%3.69%2.40%1.32%0.79%0.95%1.24%1.31%1.30%1.88%2.05%
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
3.59%3.58%2.98%2.23%1.24%0.95%1.91%2.22%1.56%1.63%1.20%1.90%

Frequently Asked Questions


IGLT.L and USTY.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

USTY.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 USTY.L tracks Bloomberg US Treasury Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IGLT.L and 0.05% for USTY.L.

Portfolio Optimizer

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