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Performance
020Y.L Performance Chart
iShares € Govt Bond 20yr Target Duration UCITS ETF (020Y.L) is down 1.5% since the beginning of the year. 020Y.L is currently trading at €3 per share. Investors who bought €1,000 worth of 020Y.L shares 5 years ago would now be looking at an investment worth €560.
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Returns By Period
iShares € Govt Bond 20yr Target Duration UCITS ETF (020Y.L) has returned -1.53% so far this year and -4.31% over the past 12 months.
iShares € Govt Bond 20yr Target Duration UCITS ETF
- 1D
- -0.14%
- 1M
- -3.05%
- 6M
- -2.14%
- YTD
- -1.53%
- 1Y
- -4.31%
- 3Y*
- -3.47%
- 5Y*
- -10.94%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
020Y.L Monthly Returns History
Based on dividend-adjusted daily data since Sep 18, 2020, 020Y.L's average daily return is -0.01%, while the average monthly return is -0.79%.
Historically, 35% of months were positive and 65% were negative. The best month was Jul 2022 with a return of +11.7%, while the worst month was Aug 2022 at -11.5%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 8 months.
On a daily basis, 020Y.L closed higher 41% of trading days. The best single day was May 18, 2023 with a return of +70.9%, while the worst single day was May 19, 2023 at -42.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.62% | 3.73% | -3.29% | -0.00% | 1.24% | 0.54% | -4.16% | -1.53% | |||||
| 2025 | -1.35% | 0.82% | -5.96% | 3.17% | -1.12% | -1.32% | -1.74% | -2.96% | 1.52% | 1.50% | -1.18% | -2.52% | -10.89% |
| 2024 | -2.99% | -1.54% | 1.82% | -3.84% | -1.33% | -0.17% | 4.11% | 0.00% | 0.79% | -1.57% | 5.04% | -5.00% | -5.04% |
| 2023 | 3.94% | -6.82% | 4.61% | -0.52% | 0.00% | 0.99% | -2.86% | -0.00% | -6.97% | -0.58% | 7.54% | 9.67% | 7.85% |
| 2022 | -1.50% | -4.72% | -5.66% | -6.94% | -5.65% | -6.41% | 11.67% | -11.48% | -7.64% | -0.00% | 7.52% | -10.66% | -36.19% |
| 2021 | -1.98% | -5.58% | -0.66% | -1.82% | -0.67% | -0.24% | 6.46% | -0.64% | -3.86% | 0.50% | 4.49% | -4.14% | -8.42% |
Benchmark Metrics
iShares € Govt Bond 20yr Target Duration UCITS ETF has an annualized alpha of -2.78%, beta of 0.14, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 18, 2020.
- This ETF participated in 102.38% of S&P 500 Index downside but only 18.88% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.14 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -2.78%
- Beta
- 0.14
- R²
- 0.00
- Upside Capture
- 18.88%
- Downside Capture
- 102.38%
Expense Ratio
020Y.L has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
020Y.L ranks 5 for risk / return — in the bottom 5% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF (020Y.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 020Y.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.33 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 3.01 | -3.61 |
| Martin ratioReturn relative to average drawdown | -1.10 | 11.10 | -12.20 |
Dividends
Dividend History
iShares € Govt Bond 20yr Target Duration UCITS ETF provided a 3.65% dividend yield over the last twelve months, with an annual payout of €0.11 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | €0.11 | €0.11 | €0.11 | €0.08 | €0.03 | €0.01 | €0.01 |
Dividend yield | 3.65% | 3.42% | 2.94% | 2.11% | 0.91% | 0.10% | 0.11% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares € Govt Bond 20yr Target Duration UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.06 | €0.00 | €0.06 | |||||
| 2025 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.06 | €0.11 |
| 2024 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.05 | €0.11 |
| 2023 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.05 | €0.08 |
| 2022 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.03 | €0.03 |
| 2021 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.01 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares € Govt Bond 20yr Target Duration UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares € Govt Bond 20yr Target Duration UCITS ETF was 48.58%, occurring on Oct 3, 2023. The portfolio has not yet recovered.
The current iShares € Govt Bond 20yr Target Duration UCITS ETF drawdown is 48.12%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-48.58%Oct 2023 | 2y 9mo | — | 5y 7moDec 2020 - now | — |
-3.15%Nov 2020 | 5d | 1mo 1d | 1mo 6dNov 2020 - Dec 2020 | — |
-1.36%Oct 2020 | 7d | 6d | 13dOct 2020 - Oct 2020 | — |
-0.92%Oct 2020 | 2d | 5d | 7dOct 2020 - Oct 2020 | — |
-0.77%Sep 2020 | 0s | 10d | 10dSep 2020 - Oct 2020 | — |
Drawdown Indicators
| 020Y.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.58% | -51.17% | +2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -7.57% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -19.23% | -23.99% | +4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -47.47% | -23.99% | -23.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -48.12% | -0.52% | -47.60% |
Average DrawdownAverage peak-to-trough decline | -32.92% | -8.90% | -24.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 2.04% | +1.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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