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IBTL.L vs. INXG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTL.L vs. INXG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) and iShares £ Index-Linked Gilts UCITS ETF (INXG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IBTL.L achieves a -1.02% return, which is significantly lower than INXG.L's -0.40% return. Over the past 10 years, IBTL.L has outperformed INXG.L with an annualized return of -0.81%, while INXG.L has yielded a comparatively lower -1.20% annualized return.


IBTL.L

1D
-0.23%
1M
1.40%
YTD
-1.02%
6M
-2.44%
1Y
5.37%
3Y*
-4.19%
5Y*
-5.14%
10Y*
-0.81%

INXG.L

1D
-1.13%
1M
-0.78%
YTD
-0.40%
6M
-0.33%
1Y
3.18%
3Y*
-0.66%
5Y*
-8.34%
10Y*
-1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL.L vs. INXG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
-1.02%-2.80%-5.50%-3.62%-22.17%-3.32%13.07%12.05%3.06%-0.04%
INXG.L
iShares £ Index-Linked Gilts UCITS ETF
-0.40%1.10%-8.66%0.16%-34.27%4.08%11.08%6.27%-0.49%2.21%

Correlation

The correlation between IBTL.L and INXG.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.59

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

0.53

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

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2015

0.49

The correlation between IBTL.L and INXG.L shifts across timeframes, from 0.42 (1 year) to 0.59 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBTL.L vs. INXG.L — Risk / Return Rank

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

IBTL.L
IBTL.L Risk / Return Rank: 1717
Overall Rank
IBTL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBTL.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBTL.L Omega Ratio Rank: 1616
Omega Ratio Rank
IBTL.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBTL.L Martin Ratio Rank: 1616
Martin Ratio Rank

INXG.L
INXG.L Risk / Return Rank: 1313
Overall Rank
INXG.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
INXG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
INXG.L Omega Ratio Rank: 1212
Omega Ratio Rank
INXG.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
INXG.L Martin Ratio Rank: 1414
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.

IBTL.L vs. INXG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) and iShares £ Index-Linked Gilts UCITS ETF (INXG.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.


IBTL.LINXG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratioReturn relative to maximum drawdown

0.65

0.48

+0.17

Martin ratioReturn relative to average drawdown

1.41

1.04

+0.37

IBTL.L vs. INXG.L - Sharpe Ratio Comparison

The current IBTL.L Sharpe Ratio is 0.56, which is higher than the INXG.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of IBTL.L and INXG.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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Sharpe Ratios by Period


IBTL.LINXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.32

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.42

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

-0.07

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

-0.71

+0.68

Drawdowns

IBTL.L vs. INXG.L - Drawdown Comparison

The maximum IBTL.L drawdown since its inception was -48.85%, smaller than the maximum INXG.L drawdown of -99.05%. Use the drawdown chart below to compare losses from any high point for IBTL.L and INXG.L.


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Drawdown Indicators


IBTL.LINXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.85%

-99.05%

+50.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-6.62%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-17.70%

-15.04%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-50.87%

+11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-48.85%

-50.87%

+2.02%

Current Drawdown

Current decline from peak

-45.46%

-98.32%

+52.86%

Average Drawdown

Average peak-to-trough decline

-23.74%

-97.27%

+73.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

3.05%

+0.75%

Volatility

IBTL.L vs. INXG.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) is 2.42%, while iShares £ Index-Linked Gilts UCITS ETF (INXG.L) has a volatility of 3.75%. This indicates that IBTL.L experiences smaller price fluctuations and is considered to be less risky than INXG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTL.LINXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

3.75%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

7.28%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

9.53%

9.89%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

20.07%

-4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

17.48%

-0.94%

IBTL.L vs. INXG.L - Expense Ratio Comparison

IBTL.L has a 0.07% expense ratio, which is lower than INXG.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTL.L vs. INXG.L - Dividend Comparison

IBTL.L's dividend yield for the trailing twelve months is around 4.36%, less than INXG.L's 7.60% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
4.36%4.32%4.59%3.78%2.96%1.72%1.86%2.54%2.75%2.66%2.44%2.07%
INXG.L
iShares £ Index-Linked Gilts UCITS ETF
7.60%7.23%5.77%0.43%0.00%0.00%0.61%1.36%1.95%1.28%0.65%1.94%

Frequently Asked Questions


IBTL.L and INXG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTL.L is cheaper with a 0.07% expense ratio, compared with 0.10% for INXG.L.

IBTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while INXG.L tracks Bloomberg UK Government Inflation-Linked Bond Index. Their fees differ too: 0.07% for IBTL.L and 0.10% for INXG.L.

Portfolio Optimizer

Find the right allocation for IBTL.L and INXG.L

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