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IBGL.L vs. U10G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.L vs. U10G.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 Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.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 U10G.L is traded in GBp. To make them comparable, the U10G.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 -3.67% return, which is significantly lower than U10G.L's -1.46% return. Over the past 10 years, IBGL.L has underperformed U10G.L with an annualized return of -2.51%, while U10G.L has yielded a comparatively higher -2.16% annualized 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%

U10G.L

1D
0.88%
1M
-1.86%
6M
-1.88%
YTD
-1.46%
1Y
0.29%
3Y*
-2.90%
5Y*
-6.55%
10Y*
-2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL.L vs. U10G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%9.96%3.80%2.19%
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
-1.46%-5.06%-4.15%-3.04%-20.31%-3.63%12.61%11.28%4.25%-1.39%

Correlation

The correlation between IBGL.L and U10G.L is 0.62, 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

0.62

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

0.66

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

0.67

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

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2010

0.55

The correlation between IBGL.L and U10G.L shifts across timeframes, from 0.55 (all time) to 0.68 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBGL.L vs. U10G.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

U10G.L
U10G.L Risk / Return Rank: 1010
Overall Rank
U10G.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
U10G.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
U10G.L Omega Ratio Rank: 1010
Omega Ratio Rank
U10G.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
U10G.L Martin Ratio Rank: 1010
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. U10G.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 Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.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.LU10G.LDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

0.95

1.01

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.41

0.03

-0.44

Martin ratioReturn relative to average drawdown

-0.89

0.05

-0.94

IBGL.L vs. U10G.L - Sharpe Ratio Comparison

The current IBGL.L Sharpe Ratio is -0.38, which is lower than the U10G.L Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of IBGL.L and U10G.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. U10G.L - Drawdown Comparison

The maximum IBGL.L drawdown since its inception was -46.77%, roughly equal to the maximum U10G.L drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for IBGL.L and U10G.L.


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Drawdown Indicators


IBGL.LU10G.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.77%

-46.23%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-10.50%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

-15.14%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-35.82%

-5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-46.77%

-46.23%

-0.54%

Current Drawdown

Current decline from peak

-42.57%

-44.71%

+2.14%

Average Drawdown

Average peak-to-trough decline

-14.73%

-21.10%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

6.01%

-1.99%

Volatility

IBGL.L vs. U10G.L - Volatility Comparison

iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBGL.L) has a higher volatility of 2.86% compared to Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) at 2.70%. This indicates that IBGL.L's price experiences larger fluctuations and is considered to be riskier than U10G.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.LU10G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.70%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

6.48%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

9.45%

9.53%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

14.51%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.87%

14.85%

-1.98%

IBGL.L vs. U10G.L - Expense Ratio Comparison

IBGL.L has a 0.15% expense ratio, which is higher than U10G.L's 0.06% 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. U10G.L - Dividend Comparison

IBGL.L's dividend yield for the trailing twelve months is around 3.81%, more than U10G.L's 0.04% 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%
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
0.04%0.03%3.47%2.86%3.24%2.26%2.37%2.95%3.19%3.30%4.40%0.00%

Frequently Asked Questions


IBGL.L and U10G.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U10G.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U10G.L is cheaper with a 0.06% expense ratio, compared with 0.15% for IBGL.L.

IBGL.L is categorized as Long-Term Bond, while U10G.L is Government Bonds. IBGL.L tracks Bloomberg Euro Government Bond 30 Year Term Index, while U10G.L tracks Bloomberg US Long Treasury Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IBGL.L and 0.06% for U10G.L.

Portfolio Optimizer

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