Correlation
The correlation between IBGL.MI and TLT is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
IBGL.MI vs. TLT
Compare and contrast key facts about iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and iShares 20+ Year Treasury Bond ETF (TLT).
IBGL.MI and TLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBGL.MI is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Government Bond 30 Year Term Index. It was launched on Dec 8, 2006. TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002. Both IBGL.MI and TLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBGL.MI or TLT.
Performance
IBGL.MI vs. TLT - Performance Comparison
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Key characteristics
IBGL.MI:
0.25
TLT:
0.00
IBGL.MI:
0.42
TLT:
0.08
IBGL.MI:
1.05
TLT:
1.01
IBGL.MI:
0.07
TLT:
-0.00
IBGL.MI:
0.50
TLT:
-0.02
IBGL.MI:
5.34%
TLT:
8.40%
IBGL.MI:
10.60%
TLT:
14.48%
IBGL.MI:
-43.83%
TLT:
-48.35%
IBGL.MI:
-35.30%
TLT:
-42.60%
Returns By Period
In the year-to-date period, IBGL.MI achieves a -2.34% return, which is significantly lower than TLT's 0.19% return. Both investments have delivered pretty close results over the past 10 years, with IBGL.MI having a -0.68% annualized return and TLT not far behind at -0.69%.
IBGL.MI
-2.34%
-0.25%
-6.22%
2.66%
-3.86%
-6.62%
-0.68%
TLT
0.19%
-3.21%
-6.21%
0.06%
-6.30%
-9.59%
-0.69%
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IBGL.MI vs. TLT - Expense Ratio Comparison
Both IBGL.MI and TLT have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IBGL.MI vs. TLT — Risk-Adjusted Performance Rank
IBGL.MI
TLT
IBGL.MI vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
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Dividends
IBGL.MI vs. TLT - Dividend Comparison
IBGL.MI's dividend yield for the trailing twelve months is around 3.32%, less than TLT's 4.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | 3.32% | 3.18% | 2.66% | 1.32% | 0.53% | 0.74% | 1.27% | 1.50% | 1.35% | 1.48% | 1.83% | 2.62% |
TLT iShares 20+ Year Treasury Bond ETF | 4.39% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
Drawdowns
IBGL.MI vs. TLT - Drawdown Comparison
The maximum IBGL.MI drawdown since its inception was -43.83%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IBGL.MI and TLT.
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Volatility
IBGL.MI vs. TLT - Volatility Comparison
The current volatility for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) is 2.97%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.55%. This indicates that IBGL.MI experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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