Invesco UK Gilt 1-5 Year UCITS ETF
Ticker
GLT5.L
ISIN
IE00BG0TQ44
Price
GBp 3,669.50
Change Today
-13.50 / -0.367 %
Price 1 year ago
3,693.38 / -0.646 %
Morningstar
4
52 Week Low
3,653.00
52 Week High
3,746.84
200 Day Moving Average 3,684.71
3,684.71
50-day Moving Average
3,686.88
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.35 |
| Sortino Ratio | -0.59 |
| Maximum Drawdown | -0.9% |
| Maximum Drawdown Date | 2023-12-14 |
| Calmar Ratio | -3.15 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.17 |
| Volatility | 1.481% |
| Alpha | +3.94 |
| Beta | -- |
| R Squared | +85.00 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.461% |
| Average Annual Volatility | 3.015% |
| Sharpe Ratio | -0.48 |
| Sortino Ratio | -1.56 |
| Maximum Drawdown | -12.0% |
| Maximum Drawdown Date | 2023-07-06 |
| Calmar Ratio | 0.12 |
Company information
Summary
The investment objective of the Fund is to achieve the performance of the Bloomberg Barclays UK Gilt 1-5 Year Index (the "Reference Index") less fees, expenses and transaction costs.
Market
GB
Category
GBP Government Bond
Expense Ratio
0.06%
Fund family
Invesco Investment Management Limited
Morningstar
4
Yield
0.002
Exchange
LSE
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0000K993.L | NFU Mutual Gilt & Corporate Bond I | GB00B4ML7P2 | LSE | 4 | |||
| 0P0000KD08.L | BNY Mellon Investment Funds - Newton Long Gilt Fund X Accumulation | GB00B1W0M42 | LSE | 4 | |||
| 0P0000SHY5.L | Vanguard U.K. Inflation-Linked Gilt Index Fund GBP Acc | GB00B45Q903 | LSE | 0.10% | 4 | ||
| 0P0000SHY6.L | Vanguard U.K. Inflation-Linked Gilt Index Fund GBP Inc | GB00B45Q903 | LSE | 0.10% | 4 | ||
| 0P0000XOXS.L | NFU Mutual Gilt & Corporate Bond C | GB00B4ML7P2 | LSE | 4 | |||
| 0P000147QA.L | Vanguard U.K. Inflation-Linked Gilt Index Fund Institutional Plus GBP Inc | GB00BJ02KW0 | LSE | 0.10% | 4 | ||
| 0P000147QB.L | Vanguard U.K. Inflation-Linked Gilt Index Fund Institutional Plus GBP Acc | GB00BJ02KW0 | LSE | 0.10% | 4 | ||
| GLT5.L | Invesco UK Gilt 1-5 Year UCITS ETF | IE00BG0TQ44 | LSE | 0.06% | 4 | +3.94 | -- |
| GLTS.L | SPDR Bloomberg 1-5 Year Gilt UCITS ETF | IE00B6YX5K1 | LSE | 0.15% | 4 | ||
| IE0007410420.IR | iShares GiltTrak Index Fund (IE) | IE0007410420 | YHD | 0.13% | 4 | ||
| IE0030308773.IR | BlackRock FIDF GiltTrak Distributing | IE0030308773 | YHD | 0.13% | 4 | ||
| IE00B6YX5K17.IR | SPDR® Barclays 1-5 Year Gilt ETF | IE00B6YX5K17 | ISE | 4 | -1.28 | +0.33 | |
| IGLS.L | iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | IE00B4WXJK7 | LSE | 0.09% | 5 | +3.30 | |
| IGLT.L | iShares Core UK Gilts UCITS ETF GBP (Dist) | IE00B1FZSB3 | LSE | 0.07% | 4 | 0.00 | |
| IGLT.SW | iSh Core UK Gilts GBP Dis | IE00B1FZSB30 | EBS | 0.07% | 4 | 0.00 | |
| JG15.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders UK Gilt 1-5 yr UCITS ETF | IE00BD9MMC3 | LSE | 0.10% | 4 | +4.02 | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.