IBGL.MI vs. EUDI.L
IBGL.MI (iShares € Govt Bond 15-30yr UCITS ETF EUR Dist) and EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) are both exchange-traded funds - IBGL.MI is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 30 Year Term Index, while EUDI.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IBGL.MI returned -2.10%/yr vs 6.77%/yr for EUDI.L. At a 0.06 correlation, their price movements are largely independent. IBGL.MI charges 0.15%/yr vs 0.30%/yr for EUDI.L.
Performance
IBGL.MI vs. EUDI.L - Performance Comparison
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Returns By Period
In the year-to-date period, IBGL.MI achieves a -0.06% return, which is significantly lower than EUDI.L's 5.47% return. Over the past 10 years, IBGL.MI has underperformed EUDI.L with an annualized return of -2.10%, while EUDI.L has yielded a comparatively higher 6.77% annualized return.
IBGL.MI
- 1D
- -0.95%
- 1M
- 1.07%
- YTD
- -0.06%
- 6M
- -0.97%
- 1Y
- -3.37%
- 3Y*
- -0.04%
- 5Y*
- -7.32%
- 10Y*
- -2.10%
EUDI.L
- 1D
- 0.08%
- 1M
- -0.33%
- YTD
- 5.47%
- 6M
- 7.27%
- 1Y
- 7.78%
- 3Y*
- 13.19%
- 5Y*
- 8.08%
- 10Y*
- 6.77%
IBGL.MI vs. EUDI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | -0.06% | -5.53% | -0.17% | 10.21% | -34.75% | -7.00% | 11.97% | 15.43% | 3.11% | -1.15% |
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 5.47% | 19.78% | 8.49% | 17.82% | -10.65% | 14.45% | -11.74% | 21.41% | -7.83% | 11.08% |
Correlation
The correlation between IBGL.MI and EUDI.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2012 | 0.06 |
Over the past year, IBGL.MI and EUDI.L have become more correlated (0.37) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
IBGL.MI vs. EUDI.L — Risk / Return Rank
IBGL.MI
EUDI.L
IBGL.MI vs. EUDI.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.MI) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.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.
| IBGL.MI | EUDI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.14 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 0.97 | -1.51 |
| Martin ratioReturn relative to average drawdown | -0.98 | 3.09 | -4.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBGL.MI | EUDI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 0.72 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | 0.60 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | 0.45 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.57 | -0.30 |
Drawdowns
IBGL.MI vs. EUDI.L - Drawdown Comparison
The maximum IBGL.MI drawdown since its inception was -43.83%, which is greater than EUDI.L's maximum drawdown of -37.76%. Use the drawdown chart below to compare losses from any high point for IBGL.MI and EUDI.L.
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Drawdown Indicators
| IBGL.MI | EUDI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -37.76% | -6.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -7.96% | +1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.10% | -11.67% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -42.23% | -24.00% | -18.23% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -37.76% | -6.07% |
Current DrawdownCurrent decline from peak | -37.45% | -2.57% | -34.88% |
Average DrawdownAverage peak-to-trough decline | -12.22% | -5.78% | -6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.51% | +0.93% |
Volatility
IBGL.MI vs. EUDI.L - Volatility Comparison
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) has a higher volatility of 3.70% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) at 3.25%. This indicates that IBGL.MI's price experiences larger fluctuations and is considered to be riskier than EUDI.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.MI | EUDI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 3.25% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 8.84% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.28% | 10.77% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 13.40% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.50% | 14.88% | -3.38% |
IBGL.MI vs. EUDI.L - Expense Ratio Comparison
IBGL.MI has a 0.15% expense ratio, which is lower than EUDI.L's 0.30% expense ratio.
Dividends
IBGL.MI vs. EUDI.L - Dividend Comparison
IBGL.MI's dividend yield for the trailing twelve months is around 3.68%, more than EUDI.L's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 3.60% | 4.08% | 3.66% | 3.31% | 3.61% | 2.80% | 3.07% | 3.12% | 3.71% | 3.15% | 2.97% | 3.01% |
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | 3.68% | 3.53% | 3.18% | 2.66% | 1.32% | 0.53% | 0.74% | 1.27% | 1.50% | 1.35% | 1.48% | 1.83% |
Frequently Asked Questions
IBGL.MI and EUDI.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBGL.MI is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBGL.MI is cheaper with a 0.15% expense ratio, compared with 0.30% for EUDI.L.
IBGL.MI is categorized as European Government Bonds, while EUDI.L is Europe Equities. IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index, while EUDI.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for IBGL.MI and 0.30% for EUDI.L.
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