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CGT.L vs. IDVY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CGT.L vs. IDVY.L

Last updated Jun 5, 2026

CGT.L (Capital Gearing Trust) is a stock, while IDVY.L (iShares EURO Dividend UCITS) is Europe Equities fund tracking the MSCI EMU NR EUR. Over the past 10 years, CGT.L returned 5.16%/yr vs 9.21%/yr for IDVY.L. At a 0.16 correlation, their price movements are largely independent.

Performance

CGT.L vs. IDVY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Capital Gearing Trust (CGT.L) and iShares EURO Dividend UCITS (IDVY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGT.L achieves a 4.46% return, which is significantly lower than IDVY.L's 7.47% return. Over the past 10 years, CGT.L has underperformed IDVY.L with an annualized return of 5.16%, while IDVY.L has yielded a comparatively higher 9.21% annualized return.

CGT.L

1D
-0.58%
1M
1.78%
YTD
4.46%
6M
3.73%
1Y
8.70%
3Y*
5.09%
5Y*
2.39%
10Y*
5.16%

IDVY.L

1D
0.59%
1M
3.64%
YTD
7.47%
6M
10.08%
1Y
25.25%
3Y*
21.28%
5Y*
10.17%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGT.L vs. IDVY.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CGT.L
Capital Gearing Trust		4.46%5.47%3.98%-3.26%-4.18%10.80%8.21%8.90%2.96%5.79%
IDVY.L
iShares EURO Dividend UCITS		7.47%50.03%4.50%3.07%-7.25%16.41%-12.91%15.92%-9.44%14.46%

Correlation

The correlation between CGT.L and IDVY.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.24

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

0.27

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2005

0.16

The correlation between CGT.L and IDVY.L shifts across timeframes, from 0.16 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.

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Capital Gearing Trust

iShares EURO Dividend UCITS

Often compared with CGT.L:
CGT.L vs. QQQCGT.L vs. FTAL.LCGT.L vs. SWDA.LCGT.L vs. VWRP.LCGT.L vs. HMWO.LCGT.L vs. CUKX.L
Often compared with IDVY.L:
IDVY.L vs. EUDI.LIDVY.L vs. IUKD.LIDVY.L vs. CSX5.LIDVY.L vs. DGROIDVY.L vs. FEV.LIDVY.L vs. FLXD.LIDVY.L vs. DVY

Return for Risk

CGT.L vs. IDVY.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CGT.L
CGT.L Risk / Return Rank: 8787
Overall Rank
CGT.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CGT.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
CGT.L Omega Ratio Rank: 8484
Omega Ratio Rank
CGT.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
CGT.L Martin Ratio Rank: 9292
Martin Ratio Rank
IDVY.L
IDVY.L Risk / Return Rank: 6161
Overall Rank
IDVY.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 5757
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.

CGT.L vs. IDVY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Gearing Trust (CGT.L) and iShares EURO Dividend UCITS (IDVY.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.

CGT.LIDVY.LDifference
Sharpe ratioReturn per unit of total volatility
1.71
2.10

-0.40

Sortino ratioReturn per unit of downside risk
2.71
2.86

-0.15

Omega ratioGain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

4.62

2.82

+1.80

Martin ratioReturn relative to average drawdown

14.46

9.79

+4.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGT.L vs. IDVY.L - Sharpe Ratio Comparison

The current CGT.L Sharpe Ratio is 1.71, which is comparable to the IDVY.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of CGT.L and IDVY.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

CGT.LIDVY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

2.10

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.66

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.53

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.42

-0.03

Drawdowns

CGT.L vs. IDVY.L - Drawdown Comparison

The maximum CGT.L drawdown since its inception was -15.33%, smaller than the maximum IDVY.L drawdown of -60.84%. Use the drawdown chart below to compare losses from any high point for CGT.L and IDVY.L.

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Drawdown Indicators

CGT.LIDVY.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.33%

-60.84%

+45.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.87%

-8.92%

+7.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.61%

-10.50%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-14.38%

-20.95%

+6.57%

Max Drawdown (10Y)

Largest decline over 10 years

-14.96%

-39.08%

+24.12%

Current Drawdown

Current decline from peak

-0.58%

-0.98%

+0.40%

Average Drawdown

Average peak-to-trough decline

-3.83%

-12.30%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

2.57%

-1.97%

Volatility

CGT.L vs. IDVY.L - Volatility Comparison

The current volatility for Capital Gearing Trust (CGT.L) is 1.11%, while iShares EURO Dividend UCITS (IDVY.L) has a volatility of 3.50%. This indicates that CGT.L experiences smaller price fluctuations and is considered to be less risky than IDVY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CGT.LIDVY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

3.50%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

9.53%

-5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

11.94%

-6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

15.36%

-8.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.01%

17.39%

-8.38%

Dividends

CGT.L vs. IDVY.L - Dividend Comparison

CGT.L's dividend yield for the trailing twelve months is around 1.98%, less than IDVY.L's 4.61% yield.

PositionTTM20252024202320222021202020192018201720162015
CGT.L
Capital Gearing Trust		1.98%2.07%1.86%1.28%0.94%0.87%0.89%0.80%0.67%0.50%0.53%0.61%
IDVY.L
iShares EURO Dividend UCITS		4.61%5.00%7.04%6.70%5.92%4.40%3.97%5.68%5.34%4.40%4.63%10.91%

Frequently Asked Questions

CGT.L and IDVY.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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