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IBGL.L vs. DRGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.L vs. DRGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBGL.L) and L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBGL.L is traded in GBP, while DRGG.L is traded in GBp. To make them comparable, the DRGG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBGL.L achieves a -4.18% return, which is significantly lower than DRGG.L's 3.22% return.


IBGL.L

1D
-0.40%
1M
-4.05%
6M
-4.44%
YTD
-4.18%
1Y
-4.09%
3Y*
-0.76%
5Y*
-8.38%
10Y*
-2.49%

DRGG.L

1D
-0.64%
1M
-0.78%
6M
2.97%
YTD
3.22%
1Y
6.08%
3Y*
3.64%
5Y*
2.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL.L vs. DRGG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBGL.L
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
-4.18%-0.80%-5.06%7.50%-30.45%-13.04%0.44%
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
3.22%-1.73%4.79%-5.00%5.94%8.52%-25.93%

Correlation

The correlation between IBGL.L and DRGG.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

-0.00

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

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.10

The correlation between IBGL.L and DRGG.L shifts across timeframes, from -0.00 (3 years) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBGL.L vs. DRGG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBGL.L
IBGL.L Risk / Return Rank: 55
Overall Rank
IBGL.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBGL.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGL.L Omega Ratio Rank: 55
Omega Ratio Rank
IBGL.L Calmar Ratio Rank: 55
Calmar Ratio Rank
IBGL.L Martin Ratio Rank: 44
Martin Ratio Rank

DRGG.L
DRGG.L Risk / Return Rank: 3737
Overall Rank
DRGG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DRGG.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
DRGG.L Omega Ratio Rank: 3333
Omega Ratio Rank
DRGG.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
DRGG.L Martin Ratio Rank: 4242
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.

IBGL.L vs. DRGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBGL.L) and L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.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.

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.


IBGL.LDRGG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

0.94

1.19

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.50

1.78

-2.28

Martin ratioReturn relative to average drawdown

-1.08

5.39

-6.47

IBGL.L vs. DRGG.L - Sharpe Ratio Comparison

The current IBGL.L Sharpe Ratio is -0.45, which is lower than the DRGG.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of IBGL.L and DRGG.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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Drawdowns

IBGL.L vs. DRGG.L - Drawdown Comparison

The maximum IBGL.L drawdown since its inception was -46.77%, which is greater than DRGG.L's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for IBGL.L and DRGG.L.


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Drawdown Indicators


IBGL.LDRGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.77%

-27.90%

-18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-3.40%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

-9.04%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-15.77%

-25.77%

Max Drawdown (10Y)

Largest decline over 10 years

-46.77%

Current Drawdown

Current decline from peak

-42.87%

-14.39%

-28.48%

Average Drawdown

Average peak-to-trough decline

-14.72%

-18.79%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

1.13%

+2.86%

Volatility

IBGL.L vs. DRGG.L - Volatility Comparison

iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBGL.L) has a higher volatility of 2.80% compared to L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) at 1.44%. This indicates that IBGL.L's price experiences larger fluctuations and is considered to be riskier than DRGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGL.LDRGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

1.44%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

4.47%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

9.44%

5.85%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

7.33%

+6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.87%

12.96%

-0.09%

IBGL.L vs. DRGG.L - Expense Ratio Comparison

IBGL.L has a 0.20% expense ratio, which is lower than DRGG.L's 0.30% expense ratio.


Dividends

IBGL.L vs. DRGG.L - Dividend Comparison

IBGL.L's dividend yield for the trailing twelve months is around 3.83%, more than DRGG.L's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
0.87%2.04%2.27%2.48%2.61%1.40%0.00%0.00%0.00%0.00%0.00%0.00%
IBGL.L
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
3.83%3.48%3.23%2.65%1.28%0.55%0.73%1.28%1.48%1.32%1.41%1.78%

Frequently Asked Questions


IBGL.L and DRGG.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGL.L is cheaper with a 0.20% expense ratio, compared with 0.30% for DRGG.L.

IBGL.L tracks iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist), while DRGG.L tracks J.P. Morgan China Custom Liquid ESG Capped Index. They also come from different issuers: iShares and L&G. Their fees differ too: 0.20% for IBGL.L and 0.30% for DRGG.L.

Portfolio Optimizer

Find the right allocation for IBGL.L and DRGG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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