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

Performance

UKG5.L vs. INFR.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 Global Infrastructure UCITS ETF USD (Dist) (INFR.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, UKG5.L achieves a -0.95% return, which is significantly lower than INFR.L's 12.43% 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*

INFR.L

1D
-1.01%
1M
1.36%
6M
12.20%
YTD
12.43%
1Y
17.51%
3Y*
10.71%
5Y*
7.06%
10Y*
6.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UKG5.L vs. INFR.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%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
12.43%5.13%10.76%-5.53%5.25%18.61%-2.30%

Correlation

The correlation between UKG5.L and INFR.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.23

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

0.15

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

0.15

The correlation between UKG5.L and INFR.L shifts across timeframes, from 0.12 (1 year) to 0.23 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

UKG5.L vs. INFR.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

INFR.L
INFR.L Risk / Return Rank: 6161
Overall Rank
INFR.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
INFR.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
INFR.L Omega Ratio Rank: 5252
Omega Ratio Rank
INFR.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
INFR.L Martin Ratio Rank: 5656
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. INFR.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 Global Infrastructure UCITS ETF USD (Dist) (INFR.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.LINFR.LDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.08

1.27

-0.19

Calmar ratioReturn relative to maximum drawdown

0.29

3.36

-3.08

Martin ratioReturn relative to average drawdown

0.63

7.96

-7.33

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

The current UKG5.L Sharpe Ratio is 0.32, which is lower than the INFR.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of UKG5.L and INFR.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. INFR.L - Drawdown Comparison

The maximum UKG5.L drawdown since its inception was -9.62%, smaller than the maximum INFR.L drawdown of -64.87%. Use the drawdown chart below to compare losses from any high point for UKG5.L and INFR.L.


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Drawdown Indicators


UKG5.LINFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.62%

-64.87%

+55.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-5.19%

+2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-3.09%

-11.19%

+8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-9.11%

-23.29%

+14.18%

Max Drawdown (10Y)

Largest decline over 10 years

-26.75%

Current Drawdown

Current decline from peak

-1.42%

-2.01%

+0.59%

Average Drawdown

Average peak-to-trough decline

-2.55%

-24.37%

+21.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

2.20%

-0.79%

Volatility

UKG5.L vs. INFR.L - Volatility Comparison

The current volatility for L&G UK Gilt 0-5 Year UCITS ETF (UKG5.L) is 0.57%, while iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) has a volatility of 3.35%. This indicates that UKG5.L experiences smaller price fluctuations and is considered to be less risky than INFR.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.LINFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

3.35%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

9.07%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

10.96%

-8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

12.33%

-9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.54%

13.96%

-11.42%

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

UKG5.L has a 0.06% expense ratio, which is lower than INFR.L's 0.65% expense ratio.


Dividends

UKG5.L vs. INFR.L - Dividend Comparison

UKG5.L's dividend yield for the trailing twelve months is around 1.98%, less than INFR.L's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.04%2.25%2.32%2.43%2.05%1.89%2.21%2.15%2.27%2.72%2.57%3.09%
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
1.98%3.94%3.66%2.02%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UKG5.L and INFR.L have a correlation of 0.12, 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 0.65% for INFR.L.

UKG5.L is categorized as European Government Bonds, while INFR.L is Utilities Equities. UKG5.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while INFR.L tracks FTSE Global Core Infrastructure Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.06% for UKG5.L and 0.65% for INFR.L.

Portfolio Optimizer

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