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

Performance

XGLE.L vs. GILS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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

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

Returns By Period

Over the past 10 years, XGLE.L has outperformed GILS.L with an annualized return of -0.38%, while GILS.L has yielded a comparatively lower -4.28% annualized return.


XGLE.L

1D
-0.44%
1M
0.30%
YTD
-0.00%
6M
-0.24%
1Y
-0.20%
3Y*
2.18%
5Y*
-2.30%
10Y*
-0.38%

GILS.L

1D
-0.65%
1M
0.53%
YTD
-0.40%
6M
-3.20%
1Y
-3.59%
3Y*
-0.67%
5Y*
-6.68%
10Y*
-4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.00%0.57%1.68%6.80%-18.23%-3.63%4.76%6.62%0.78%-0.04%
GILS.L
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist
-0.40%-3.60%-1.25%3.66%-29.37%-0.78%0.20%10.71%-3.29%-5.02%

Correlation

The correlation between XGLE.L and GILS.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.70

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

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2010

0.42

Over the past year, XGLE.L and GILS.L have become more correlated (0.65) than their long-term average of 0.42, meaning their price movements have been converging.

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Return for Risk

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

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

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

GILS.L
GILS.L Risk / Return Rank: 77
Overall Rank
GILS.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GILS.L Sortino Ratio Rank: 66
Sortino Ratio Rank
GILS.L Omega Ratio Rank: 66
Omega Ratio Rank
GILS.L Calmar Ratio Rank: 77
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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.


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

+0.40

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.00

0.93

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.06

-0.56

+0.50

Martin ratioReturn relative to average drawdown

-0.15

-1.21

+1.06

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

The current XGLE.L Sharpe Ratio is -0.05, which is higher than the GILS.L Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of XGLE.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


XGLE.LGILS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

-0.45

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.57

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

-0.38

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.01

+0.42

Drawdowns

XGLE.L vs. GILS.L - Drawdown Comparison

The maximum XGLE.L drawdown since its inception was -22.56%, smaller than the maximum GILS.L drawdown of -43.30%. Use the drawdown chart below to compare losses from any high point for XGLE.L and GILS.L.


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Drawdown Indicators


XGLE.LGILS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-43.30%

+20.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-6.39%

+2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-3.99%

-12.03%

+8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-37.80%

+16.18%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

-41.20%

+18.64%

Current Drawdown

Current decline from peak

-14.25%

-38.74%

+24.49%

Average Drawdown

Average peak-to-trough decline

-6.51%

-16.35%

+9.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.95%

-1.58%

Volatility

XGLE.L vs. GILS.L - Volatility Comparison

The current volatility for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) is 1.72%, while Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) has a volatility of 2.89%. This indicates that XGLE.L experiences smaller price fluctuations and is considered to be less risky 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


XGLE.LGILS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

2.89%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

6.43%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

7.99%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

11.74%

-5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

11.10%

-5.76%

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

XGLE.L has a 0.15% 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

XGLE.L vs. GILS.L - Dividend Comparison

Neither XGLE.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%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
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


XGLE.L and GILS.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.15% for XGLE.L.

XGLE.L tracks Bloomberg Euro Agg Govt TR EUR, while GILS.L tracks FTSE Actuaries UK Conventional Gilts All Stocks. They also come from different issuers: DWS and Lyxor. Their fees differ too: 0.15% for XGLE.L and 0.05% for GILS.L.

Portfolio Optimizer

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