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UKG5.L vs. CE31.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UKG5.L vs. CE31.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G UK Gilt 0-5 Year UCITS ETF (UKG5.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L). The values are adjusted to include any dividend payments, if applicable.

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UKG5.L vs. CE31.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
0.00%5.06%2.37%3.91%-5.07%-0.54%
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.43%7.55%-1.61%1.46%1.17%-2.92%

Returns By Period


UKG5.L

1D
0.27%
1M
-0.96%
YTD
0.00%
6M
1.29%
1Y
3.60%
3Y*
3.48%
5Y*
10Y*

CE31.L

1D
-0.09%
1M
-1.02%
YTD
-0.43%
6M
0.26%
1Y
5.52%
3Y*
2.33%
5Y*
1.17%
10Y*
1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UKG5.L vs. CE31.L - Expense Ratio Comparison

UKG5.L has a 0.06% expense ratio, which is lower than CE31.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UKG5.L vs. CE31.L — Risk / Return Rank

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

UKG5.L
UKG5.L Risk / Return Rank: 8585
Overall Rank
UKG5.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UKG5.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
UKG5.L Omega Ratio Rank: 9393
Omega Ratio Rank
UKG5.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
UKG5.L Martin Ratio Rank: 7777
Martin Ratio Rank

CE31.L
CE31.L Risk / Return Rank: 5858
Overall Rank
CE31.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 5252
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 4242
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.

UKG5.L vs. CE31.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G UK Gilt 0-5 Year UCITS ETF (UKG5.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.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.


UKG5.LCE31.LDifference

Sharpe ratio

Return per unit of total volatility

2.14

1.12

+1.02

Sortino ratio

Return per unit of downside risk

3.05

1.78

+1.27

Omega ratio

Gain probability vs. loss probability

1.44

1.21

+0.24

Calmar ratio

Return relative to maximum drawdown

1.90

1.77

+0.12

Martin ratio

Return relative to average drawdown

9.27

4.12

+5.16

UKG5.L vs. CE31.L - Sharpe Ratio Comparison

The current UKG5.L Sharpe Ratio is 2.14, which is higher than the CE31.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of UKG5.L and CE31.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UKG5.LCE31.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.12

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.08

+0.42

Correlation

The correlation between UKG5.L and CE31.L is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UKG5.L vs. CE31.L - Dividend Comparison

UKG5.L's dividend yield for the trailing twelve months is around 3.96%, while CE31.L has not paid dividends to shareholders.


TTM2025202420232022
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
3.96%3.94%3.66%2.02%0.04%
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%

Drawdowns

UKG5.L vs. CE31.L - Drawdown Comparison

The maximum UKG5.L drawdown since its inception was -8.78%, smaller than the maximum CE31.L drawdown of -18.33%. Use the drawdown chart below to compare losses from any high point for UKG5.L and CE31.L.


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Drawdown Indicators


UKG5.LCE31.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.78%

-18.33%

+9.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.87%

-3.05%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

Current Drawdown

Current decline from peak

-1.17%

-3.52%

+2.35%

Average Drawdown

Average peak-to-trough decline

-2.46%

-7.29%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

1.31%

-0.93%

Volatility

UKG5.L vs. CE31.L - Volatility Comparison

The current volatility for L&G UK Gilt 0-5 Year UCITS ETF (UKG5.L) is 1.03%, while iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) has a volatility of 1.20%. This indicates that UKG5.L experiences smaller price fluctuations and is considered to be less risky than CE31.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UKG5.LCE31.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.20%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.31%

2.95%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

1.68%

4.91%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.80%

5.37%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.80%

7.18%

-4.38%