PortfoliosLab logoPortfoliosLab logo
IBGL.L vs. IDTG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.L vs. IDTG.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 iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) (IDTG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBGL.L achieves a -3.67% return, which is significantly lower than IDTG.L's -1.47% return.


IBGL.L

1D
0.54%
1M
-4.50%
6M
-4.09%
YTD
-3.67%
1Y
-3.59%
3Y*
-1.16%
5Y*
-8.28%
10Y*
-2.51%

IDTG.L

1D
0.70%
1M
-1.80%
6M
-1.47%
YTD
-1.47%
1Y
3.55%
3Y*
-2.32%
5Y*
-8.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IBGL.L
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
-3.67%-0.80%-5.06%7.50%-30.45%-13.04%18.01%-2.63%
IDTG.L
iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist)
-1.47%3.96%-7.60%0.47%-31.51%-4.43%15.43%-2.57%

Correlation

The correlation between IBGL.L and IDTG.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.68

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

0.70

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2019

0.66

The correlation between IBGL.L and IDTG.L has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBGL.L vs. IDTG.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: 66
Overall Rank
IBGL.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IBGL.L Sortino Ratio Rank: 66
Sortino Ratio Rank
IBGL.L Omega Ratio Rank: 66
Omega Ratio Rank
IBGL.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IBGL.L Martin Ratio Rank: 66
Martin Ratio Rank

IDTG.L
IDTG.L Risk / Return Rank: 1616
Overall Rank
IDTG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IDTG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
IDTG.L Omega Ratio Rank: 1515
Omega Ratio Rank
IDTG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IDTG.L Martin Ratio Rank: 1717
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. IDTG.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 iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) (IDTG.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.LIDTG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

0.95

1.07

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.41

0.46

-0.87

Martin ratioReturn relative to average drawdown

-0.89

1.08

-1.97

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

The current IBGL.L Sharpe Ratio is -0.38, which is lower than the IDTG.L Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IBGL.L and IDTG.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.


Loading charts...

Drawdowns

IBGL.L vs. IDTG.L - Drawdown Comparison

The maximum IBGL.L drawdown since its inception was -46.77%, smaller than the maximum IDTG.L drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for IBGL.L and IDTG.L.


Loading charts...

Drawdown Indicators


IBGL.LIDTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.77%

-50.29%

+3.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-7.77%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

-17.66%

+4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-44.22%

+2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-46.77%

Current Drawdown

Current decline from peak

-42.57%

-43.89%

+1.32%

Average Drawdown

Average peak-to-trough decline

-14.73%

-30.99%

+16.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

3.29%

+0.73%

Volatility

IBGL.L vs. IDTG.L - Volatility Comparison

iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBGL.L) has a higher volatility of 2.86% compared to iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) (IDTG.L) at 2.56%. This indicates that IBGL.L's price experiences larger fluctuations and is considered to be riskier than IDTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBGL.LIDTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.56%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

6.86%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

9.45%

9.94%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

15.03%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.87%

15.43%

-2.56%

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

IBGL.L has a 0.15% expense ratio, which is higher than IDTG.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBGL.L vs. IDTG.L - Dividend Comparison

IBGL.L's dividend yield for the trailing twelve months is around 3.81%, less than IDTG.L's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGL.L
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
3.81%3.48%3.23%2.65%1.28%0.55%0.73%1.28%1.48%1.32%1.41%1.78%
IDTG.L
iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist)
4.70%4.20%4.64%3.69%3.04%1.73%1.79%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBGL.L and IDTG.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDTG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDTG.L is cheaper with a 0.10% expense ratio, compared with 0.15% for IBGL.L.

IBGL.L tracks Bloomberg Euro Government Bond 30 Year Term Index, while IDTG.L tracks ICE US Treasury 20+ Year (GBP Hedged) Index. Their fees differ too: 0.15% for IBGL.L and 0.10% for IDTG.L.

Portfolio Optimizer

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

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

Open Portfolio Optimizer