Invesco UK Gilt 1-5 Year UCITS ETF GBP Inc

10-Year Study

GLT5.LSE · · GB · ETF

Executive Summary: Invesco UK Gilt 1-5 Year UCITS ETF GBP Inc has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 10.2% and an annualized volatility of 4.3%.

1Y CAGR
+1.9%
3Y CAGR
+3.7%
5Y CAGR
+0.7%
10Y CAGR
+0.7%

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 →
10.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +5.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.20.8-2.70.6————————-1.1%
20250.60.50.21.4-0.30.70.30.20.10.90.30.35.3%
2024-0.4-0.70.8-0.80.50.71.10.30.5-0.80.8-0.12.1%
20231.2-1.20.9-0.3-1.2-1.51.30.60.70.50.92.03.9%
2022-0.90.0-0.8-0.50.2-0.60.7-3.0-3.63.00.8-0.5-5.4%
2021-0.1-0.80.10.00.1-0.00.1-0.2-0.6-0.70.7-0.5-1.9%
20200.40.30.50.30.20.10.1-0.30.1-0.0-0.10.31.8%
2019————0.6-0.00.60.2-0.2-0.2-0.2-0.10.8%

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 4.3%. The dominant macroeconomic risk driver is LQD.US, accounting for 32.0% of variance. Idiosyncratic stock-specific factors contribute 21.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110063.069933136912
2019-06-0110061.525992467334
2019-07-0110122.182780045672
2019-08-0110139.066732088957
2019-09-0110123.050832525134
2019-10-0110102.381503273868
2019-11-0110086.0962279821
2019-12-0110079.287792471094
2020-01-0110117.547788910726
2020-02-0110148.28111059896
2020-03-0110194.291349239062
2020-04-0110226.947178127912
2020-05-0110252.067112989116
2020-06-0110260.66725721893
2020-07-0110275.755755212427
2020-08-0110241.806922829443
2020-09-0110254.023904373289
2020-10-0110248.99162005242
2020-11-0110237.668908304879
2020-12-0110263.464155151432
2021-01-0110249.619395144604
2021-02-0110165.291251485924
2021-03-0110173.044662812605
2021-04-0110174.303670225567
2021-05-0110187.525264778335
2021-06-0110184.955391523503
2021-07-0110196.923452608584
2021-08-0110179.286112834203
2021-09-0110116.044182574744
2021-10-0110049.242459273055
2021-11-0110121.71605418549
2021-12-0110069.528036150396
2022-01-019974.948921608293
2022-02-019979.362650113226
2022-03-019898.055548040886
2022-04-019846.946761531866
2022-05-019863.352175517273
2022-06-019803.207633975604
2022-07-019871.45246211288
2022-08-019573.198215620605
2022-09-019224.522883007126
2022-10-019497.565289978074
2022-11-019571.052140970916
2022-12-019521.756958961803
2023-01-019633.208213349495
2023-02-019516.662156423863
2023-03-019601.435130161632
2023-04-019570.636409232495
2023-05-019460.275334261427
2023-06-019314.834048850007
2023-07-019432.05455345384
2023-08-019490.988776885246
2023-09-019561.695727986176
2023-10-019605.54174152647
2023-11-019693.88804911846
2023-12-019888.885249195453
2024-01-019851.174375897492
2024-02-019783.691290460414
2024-03-019859.27754351693
2024-04-019785.011663680918
2024-05-019833.853084437076
2024-06-019905.527771441926
2024-07-0110015.13056094139
2024-08-0110044.22256335465
2024-09-0110099.27431907506
2024-10-0110021.982211809818
2024-11-0110106.114157745793
2024-12-0110100.15130272839
2025-01-0110164.435011204157
2025-02-0110217.659333510288
2025-03-0110241.474740782041
2025-04-0110381.854931634314
2025-05-0110345.537609562094
2025-06-0110416.449113354833
2025-07-0110449.613442949374
2025-08-0110468.665365423443
2025-09-0110476.361156273559
2025-10-0110572.598588131226
2025-11-0110601.113521471681
2025-12-0110636.739974029873
2026-01-0110660.50842061323
2026-02-0110746.218879504722
2026-03-0110459.557008590318
2026-04-0110522.939532812601
Annual Return Matrix
YearAnnual Return
20200.018272755622466663
2021-0.01889577593581737
2022-0.054398882968700324
20230.038556780205160734
20240.021363990804739608
20250.05312679535370268
2026-0.010698808234019475
Total Factor Risk
0.04320309499358019
VTI.US Exposure
-0.01942406722164827
VEA.US Exposure
0.04926012555804949
VWO.US Exposure
-0.01685483535111709
QQQ.US Exposure
0.12098180646246391
VTV.US Exposure
0.12657148429533094
IJR.US Exposure
0.009169282285858551
QUAL.US Exposure
0.027150225255654567
SHV.US Exposure
0.04676674570225832
TLT.US Exposure
-0.0890756772120045
LQD.US Exposure
0.32021762473350357
HYG.US Exposure
0.004956550465127828
GLD.US Exposure
0.027853697610858666
USO.US Exposure
0.04290843148859513
VNQ.US Exposure
0.02256891337965448
BTC-USD.CC Exposure
0.004762733168053843
CPER.US Exposure
-0.011073637301111565
VIX.INDX Exposure
-0.00327604967331828
UUP.US Exposure
-0.012301882094743567
TIP.US Exposure
0.13120197244033577
Idiosyncratic Exposure
0.21763655600819826
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
4.3%

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 →4.07%
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.080.01%Solid

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 →
-0.6%
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 →
-0.2%
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 →
2.2% 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 →
0.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco UK Gilt 1-5 Year UCITS ETF GBP Inc a high-risk investment?

Invesco UK Gilt 1-5 Year UCITS ETF GBP Inc (GLT5.LSE) has an annualized volatility of 4.3% and experienced a maximum drawdown of 10.2% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of GLT5.LSE?

Over the past 10 years, GLT5.LSE has generated a Compound Annual Growth Rate (CAGR) of 0.7%. It has had a positive return in 57% 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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