Lyxor Core UK Government Bond (DR) UCITS ETF - Dist-GBP

10-Year Study

GILS.LSE · · GB · ETF

Executive Summary: Lyxor Core UK Government Bond (DR) UCITS ETF - Dist-GBP has compounded at -3.2% annually over the last 10 years, with a maximum drawdown of 35.9% and an annualized volatility of 11.3%.

1Y CAGR
-0.9%
3Y CAGR
-0.4%
5Y CAGR
-6.7%
10Y CAGR
-3.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
35.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
8.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +6.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.02.4-4.10.4————————-1.4%
20250.70.9-1.01.8-1.31.3-0.2-1.00.72.70.1-2.81.7%
2024-2.1-1.21.7-2.90.71.31.70.40.1-2.51.6-4.7-5.8%
20232.6-3.32.9-1.7-3.4-0.40.7-0.5-1.0-0.23.03.21.5%
2022-3.9-1.4-2.1-2.7-3.1-1.81.3-7.5-8.43.22.9-4.9-25.5%
2021-1.6-5.7-0.00.60.40.81.6-0.8-3.82.23.1-3.5-6.8%
20203.61.21.23.10.1-0.6-0.8-3.01.3-0.4-0.30.66.0%
20191.0-1.03.1-1.42.70.20.63.50.5-1.9-0.8-2.34.1%
2018-2.10.42.0-1.01.6-0.5-1.80.2-1.50.7-1.21.2-2.1%
2017-1.83.10.20.20.4-2.0-1.31.9-2.60.30.30.3-1.1%
2016———-0.81.95.8-0.22.6-2.1-4.0-1.41.22.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 31.1% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019921.977589296064
2016-05-0110108.28351697072
2016-06-0110697.097873578094
2016-07-0110678.601948284402
2016-08-0110952.094365161
2016-09-0110724.91330224461
2016-10-0110298.99451280806
2016-11-0110157.143093890332
2016-12-0110283.70415251954
2017-01-0110093.704108623699
2017-02-0110409.884537066242
2017-03-0110433.224269819162
2017-04-0110458.387396369022
2017-05-0110501.784753040356
2017-06-0110296.468055174166
2017-07-0110163.55867921899
2017-08-0110354.319194823773
2017-09-0110087.692131311143
2017-10-0110114.318355178866
2017-11-0110140.5799002872
2017-12-0110168.001069802269
2018-01-019956.061358672983
2018-02-019996.552387045977
2018-03-0110195.359937898998
2018-04-0110093.585056675409
2018-05-0110252.26625791483
2018-06-0110200.466901290545
2018-07-0110017.07665077888
2018-08-0110036.778068346497
2018-09-019890.841633804372
2018-10-019960.16142012643
2018-11-019839.034169961527
2018-12-019956.161420739949
2019-01-0110055.044362152199
2019-02-019959.080457651175
2019-03-0110269.22991889984
2019-04-0110125.1016132116
2019-05-0110402.04682874058
2019-06-0110421.385539574945
2019-07-0110486.023589771059
2019-08-0110849.863142481641
2019-09-0110899.129321975564
2019-10-0110694.766062227753
2019-11-0110607.911676834934
2019-12-0110363.361445929295
2020-01-0110737.45706835191
2020-02-0110869.211713446693
2020-03-0111001.331402490892
2020-04-0111339.294831645973
2020-05-0111350.973900811074
2020-06-0111284.914092807976
2020-07-0111191.375123113774
2020-08-0110854.465778448079
2020-09-0110992.806698689401
2020-10-0110944.624622304955
2020-11-0110911.408252276427
2020-12-0110980.556107134511
2021-01-0110802.04910460482
2021-02-0110187.678165714191
2021-03-0110183.662682270633
2021-04-0110248.275680431003
2021-05-0110288.4306609426
2021-06-0110366.550285231304
2021-07-0110532.697358312496
2021-08-0110450.188149918189
2021-09-0110056.626730532365
2021-10-0110281.884045432824
2021-11-0110601.698333742357
2021-12-0110228.95639770599
2022-01-019832.445630636832
2022-02-019698.814931343435
2022-03-019499.829240796013
2022-04-019242.060737806118
2022-05-018954.718197063272
2022-06-018790.783226042087
2022-07-018901.016127368524
2022-08-018234.243268311662
2022-09-017545.926242818894
2022-10-017790.945231641165
2022-11-018013.689747014683
2022-12-017617.133550306361
2023-01-017818.353254315318
2023-02-017559.433526289275
2023-03-017780.008301645735
2023-04-017644.1576121877815
2023-05-017383.046744009191
2023-06-017352.370781873524
2023-07-017401.671435305845
2023-08-017367.343572915933
2023-09-017292.47961770389
2023-10-017277.872016686906
2023-11-017495.160081814543
2023-12-017731.803218289687
2024-01-017569.2936569757385
2024-02-017477.996150619588
2024-03-017606.908229594473
2024-04-017389.985354492259
2024-05-017444.76385830595
2024-06-017544.460735246865
2024-07-017674.1031942725995
2024-08-017703.683586331992
2024-09-017710.62219681506
2024-10-017518.532243441719
2024-11-017639.775331882686
2024-12-017284.080247119124
2025-01-017335.572040703993
2025-02-017399.480295153297
2025-03-017324.616339941254
2025-04-017458.6410792720835
2025-05-017362.230912559989
2025-06-017457.9106992212355
2025-07-017441.1119580517025
2025-08-017364.422052712536
2025-09-017416.644226348255
2025-10-017616.403170255512
2025-11-017624.437350814854
2025-12-017408.244855763488
2026-01-017406.05371561094
2026-02-017584.996828068996
2026-03-017272.394166305537
2026-04-017303.800508492052
Annual Return Matrix
YearAnnual Return
2017-0.01125110961976905
2018-0.02083395227912177
20190.04089929923605884
20200.059555450654251496
2021-0.06844823723820115
2022-0.25533619910486405
20230.015054175855786722
2024-0.057906669185716964
20250.017046024265516824
2026-0.014098392980380514
Total Factor Risk
0.11347346878868766
VTI.US Exposure
-0.07977708332211798
VEA.US Exposure
0.005014788694637085
VWO.US Exposure
-0.022208954626884943
QQQ.US Exposure
0.3105517588267463
VTV.US Exposure
0.2002131614978279
IJR.US Exposure
-0.0018863185174073005
QUAL.US Exposure
0.02438663631949672
SHV.US Exposure
0.015769328474622955
TLT.US Exposure
-0.02368816187708995
LQD.US Exposure
0.2198410942385634
HYG.US Exposure
-0.021333842563772694
GLD.US Exposure
0.0013420507064459788
USO.US Exposure
0.0002876203582366734
VNQ.US Exposure
0.06231264677654945
BTC-USD.CC Exposure
0.011245118977763443
CPER.US Exposure
-0.0060087474225161315
VIX.INDX Exposure
-0.010370591538756977
UUP.US Exposure
0.010889033200333935
TIP.US Exposure
0.06826818251028266
Idiosyncratic Exposure
0.23515227928703947
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.06%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Lyxor Core UK Government Bond (DR) UCITS ETF - Dist-GBP a high-risk investment?

Lyxor Core UK Government Bond (DR) UCITS ETF - Dist-GBP (GILS.LSE) has an annualized volatility of 11.3% and experienced a maximum drawdown of 35.9% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of GILS.LSE?

Over the past 10 years, GILS.LSE has generated a Compound Annual Growth Rate (CAGR) of -3.2%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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