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VGVA.L vs. GILS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGVA.L vs. GILS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VGVA.L is traded in GBP, while GILS.L is traded in GBp. To make them comparable, the GILS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGVA.L achieves a -1.19% return, which is significantly lower than GILS.L's -1.13% return.


VGVA.L

1D
0.28%
1M
1.61%
YTD
-1.19%
6M
-1.36%
1Y
2.14%
3Y*
2.10%
5Y*
-5.33%
10Y*

GILS.L

1D
0.22%
1M
1.40%
YTD
-1.13%
6M
-4.27%
1Y
-0.95%
3Y*
-0.26%
5Y*
-6.53%
10Y*
-3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGVA.L vs. GILS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGVA.L
Vanguard UK Gilt UCITS ETF Accumulating
-1.19%4.03%-3.61%3.26%-27.03%-5.38%9.36%5.93%
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
-1.13%1.70%-5.79%1.51%-25.53%-6.84%5.96%2.85%

Correlation

The correlation between VGVA.L and GILS.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.98

The correlation between VGVA.L and GILS.L has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

VGVA.L vs. GILS.L — Risk / Return Rank

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

VGVA.L
VGVA.L Risk / Return Rank: 1414
Overall Rank
VGVA.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VGVA.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VGVA.L Omega Ratio Rank: 1313
Omega Ratio Rank
VGVA.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
VGVA.L Martin Ratio Rank: 1414
Martin Ratio Rank

GILS.L
GILS.L Risk / Return Rank: 77
Overall Rank
GILS.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GILS.L Sortino Ratio Rank: 77
Sortino Ratio Rank
GILS.L Omega Ratio Rank: 77
Omega Ratio Rank
GILS.L Calmar Ratio Rank: 88
Calmar Ratio Rank
GILS.L Martin Ratio Rank: 77
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.

VGVA.L vs. GILS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.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.


VGVA.LGILS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.06

0.98

+0.08

Calmar ratioReturn relative to maximum drawdown

0.37

-0.15

+0.52

Martin ratioReturn relative to average drawdown

1.00

-0.34

+1.34

VGVA.L vs. GILS.L - Sharpe Ratio Comparison

The current VGVA.L Sharpe Ratio is 0.33, which is higher than the GILS.L Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of VGVA.L and GILS.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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Sharpe Ratios by Period


VGVA.LGILS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.14

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

-0.65

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.01

-0.26

Drawdowns

VGVA.L vs. GILS.L - Drawdown Comparison

The maximum VGVA.L drawdown since its inception was -39.28%, roughly equal to the maximum GILS.L drawdown of -38.75%. Use the drawdown chart below to compare losses from any high point for VGVA.L and GILS.L.


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Drawdown Indicators


VGVA.LGILS.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-38.75%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-5.75%

-6.23%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-7.88%

-9.33%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-34.64%

-2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

Current Drawdown

Current decline from peak

-31.00%

-35.86%

+4.86%

Average Drawdown

Average peak-to-trough decline

-19.93%

-12.02%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.78%

-0.65%

Volatility

VGVA.L vs. GILS.L - Volatility Comparison

Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) has a higher volatility of 2.79% compared to Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) at 2.44%. This indicates that VGVA.L's price experiences larger fluctuations and is considered to be riskier than GILS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGVA.LGILS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.44%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

5.64%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

6.53%

6.67%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.28%

10.11%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

9.06%

+1.80%

VGVA.L vs. GILS.L - Expense Ratio Comparison

VGVA.L has a 0.07% expense ratio, which is higher than GILS.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

VGVA.L vs. GILS.L - Dividend Comparison

Neither VGVA.L nor GILS.L has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.02%0.02%0.02%0.03%0.03%0.03%0.03%
VGVA.L
Vanguard UK Gilt UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, VGVA.L and GILS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

GILS.L is cheaper with a 0.05% expense ratio, compared with 0.07% for VGVA.L.

VGVA.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while GILS.L tracks FTSE Actuaries UK Conventional Gilts All Stocks. They also come from different issuers: Vanguard and Lyxor. Their fees differ too: 0.07% for VGVA.L and 0.05% for GILS.L.

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