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VWRP.L vs. GLTL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRP.L vs. GLTL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and SPDR Bloomberg 15+ Year Gilt UCITS ETF (GLTL.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, VWRP.L achieves a 10.34% return, which is significantly higher than GLTL.L's -4.08% return.


VWRP.L

1D
-0.27%
1M
2.31%
YTD
10.34%
6M
10.53%
1Y
27.49%
3Y*
17.73%
5Y*
12.03%
10Y*

GLTL.L

1D
-0.47%
1M
-0.24%
YTD
-4.08%
6M
-3.52%
1Y
-0.16%
3Y*
-1.22%
5Y*
-11.18%
10Y*
-3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRP.L vs. GLTL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
10.34%13.94%19.60%15.64%-8.41%20.00%12.27%1.72%
GLTL.L
SPDR Bloomberg 15+ Year Gilt UCITS ETF
-4.08%3.15%-10.47%1.26%-40.67%-6.58%13.61%0.19%

Correlation

The correlation between VWRP.L and GLTL.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.16

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

-0.03

The correlation between VWRP.L and GLTL.L shifts across timeframes, from -0.03 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VWRP.L vs. GLTL.L — Risk / Return Rank

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

VWRP.L
VWRP.L Risk / Return Rank: 8585
Overall Rank
VWRP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8888
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8484
Martin Ratio Rank

GLTL.L
GLTL.L Risk / Return Rank: 99
Overall Rank
GLTL.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GLTL.L Sortino Ratio Rank: 99
Sortino Ratio Rank
GLTL.L Omega Ratio Rank: 99
Omega Ratio Rank
GLTL.L Calmar Ratio Rank: 99
Calmar Ratio Rank
GLTL.L Martin Ratio Rank: 99
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.

VWRP.L vs. GLTL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and SPDR Bloomberg 15+ Year Gilt UCITS ETF (GLTL.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.


VWRP.LGLTL.LDifference
Sharpe ratioReturn per unit of total volatility

+2.63

Sortino ratioReturn per unit of downside risk

+3.54

Omega ratioGain probability vs. loss probability

1.50

1.01

+0.49

Calmar ratioReturn relative to maximum drawdown

3.86

-0.01

+3.87

Martin ratioReturn relative to average drawdown

15.62

-0.04

+15.66

VWRP.L vs. GLTL.L - Sharpe Ratio Comparison

The current VWRP.L Sharpe Ratio is 2.62, which is higher than the GLTL.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VWRP.L and GLTL.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


VWRP.LGLTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

-0.01

+2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

-0.57

+1.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

-0.03

+0.83

Drawdowns

VWRP.L vs. GLTL.L - Drawdown Comparison

The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum GLTL.L drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for VWRP.L and GLTL.L.


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Drawdown Indicators


VWRP.LGLTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.10%

-55.18%

+30.08%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-10.86%

+3.76%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

-16.55%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-52.99%

+35.35%

Max Drawdown (10Y)

Largest decline over 10 years

-55.18%

Current Drawdown

Current decline from peak

-1.87%

-52.32%

+50.45%

Average Drawdown

Average peak-to-trough decline

-3.38%

-19.02%

+15.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

4.33%

-2.57%

Volatility

VWRP.L vs. GLTL.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.00%, while SPDR Bloomberg 15+ Year Gilt UCITS ETF (GLTL.L) has a volatility of 5.00%. This indicates that VWRP.L experiences smaller price fluctuations and is considered to be less risky than GLTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRP.LGLTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

5.00%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

9.63%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

12.52%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.88%

19.66%

-6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

16.96%

-2.01%

VWRP.L vs. GLTL.L - Expense Ratio Comparison

VWRP.L has a 0.22% expense ratio, which is higher than GLTL.L's 0.15% 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

VWRP.L vs. GLTL.L - Dividend Comparison

VWRP.L has not paid dividends to shareholders, while GLTL.L's dividend yield for the trailing twelve months is around 5.15%.


PositionTTM20252024202320222021202020192018201720162015
GLTL.L
SPDR Bloomberg 15+ Year Gilt UCITS ETF
5.15%4.77%4.39%2.97%1.63%0.87%1.01%1.43%1.55%1.86%1.99%2.51%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
0.00%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


VWRP.L and GLTL.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLTL.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLTL.L is cheaper with a 0.15% expense ratio, compared with 0.22% for VWRP.L.

VWRP.L is categorized as Global Equities, while GLTL.L is European Government Bonds. VWRP.L tracks FTSE All-World Index, while GLTL.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.22% for VWRP.L and 0.15% for GLTL.L.

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