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UKG5.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UKG5.L vs. IB01.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 USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UKG5.L is traded in GBp, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UKG5.L achieves a -0.95% return, which is significantly lower than IB01.L's 1.42% return.


UKG5.L

1D
0.05%
1M
-0.02%
6M
-1.42%
YTD
-0.95%
1Y
0.89%
3Y*
3.88%
5Y*
0.89%
10Y*

IB01.L

1D
-1.04%
1M
-0.61%
6M
1.15%
YTD
1.42%
1Y
2.79%
3Y*
3.52%
5Y*
3.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UKG5.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
-0.95%5.06%2.37%3.91%-4.71%-1.66%0.23%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.42%-3.10%7.09%-0.32%13.10%0.08%-1.57%

Correlation

The correlation between UKG5.L and IB01.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.11

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

-0.08

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Return for Risk

UKG5.L vs. IB01.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: 1313
Overall Rank
UKG5.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UKG5.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
UKG5.L Omega Ratio Rank: 1515
Omega Ratio Rank
UKG5.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
UKG5.L Martin Ratio Rank: 1313
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.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 USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


UKG5.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.08

1.08

0.00

Calmar ratioReturn relative to maximum drawdown

0.29

0.54

-0.25

Martin ratioReturn relative to average drawdown

0.63

1.47

-0.84

UKG5.L vs. IB01.L - Sharpe Ratio Comparison

The current UKG5.L Sharpe Ratio is 0.32, which is comparable to the IB01.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of UKG5.L and IB01.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

UKG5.L vs. IB01.L - Drawdown Comparison

The maximum UKG5.L drawdown since its inception was -9.62%, smaller than the maximum IB01.L drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for UKG5.L and IB01.L.


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Drawdown Indicators


UKG5.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.62%

-19.26%

+9.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-5.16%

+2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-3.09%

-9.81%

+6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-9.11%

-15.94%

+6.83%

Current Drawdown

Current decline from peak

-1.42%

-6.45%

+5.03%

Average Drawdown

Average peak-to-trough decline

-2.55%

-9.40%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.89%

-0.48%

Volatility

UKG5.L vs. IB01.L - Volatility Comparison

The current volatility for L&G UK Gilt 0-5 Year UCITS ETF (UKG5.L) is 0.57%, while iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) has a volatility of 2.02%. This indicates that UKG5.L experiences smaller price fluctuations and is considered to be less risky than IB01.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.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

2.02%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

5.06%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

6.58%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

8.46%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.54%

8.77%

-6.23%

UKG5.L vs. IB01.L - Expense Ratio Comparison

UKG5.L has a 0.06% expense ratio, which is lower than IB01.L's 0.07% 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%.


Dividends

UKG5.L vs. IB01.L - Dividend Comparison

UKG5.L's dividend yield for the trailing twelve months is around 1.98%, while IB01.L has not paid dividends to shareholders.


PositionTTM2025202420232022
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
1.98%3.94%3.66%2.02%0.04%

Frequently Asked Questions


UKG5.L and IB01.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UKG5.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UKG5.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IB01.L.

UKG5.L is categorized as European Government Bonds, while IB01.L is Government Bonds. UKG5.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.06% for UKG5.L and 0.07% for IB01.L.

Portfolio Optimizer

Find the right allocation for UKG5.L and IB01.L

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