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

Performance

IBTL.L vs. U10G.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 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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Returns By Period

In the year-to-date period, IBTL.L achieves a 3.31% return, which is significantly higher than U10G.L's 2.87% return. Over the past 10 years, IBTL.L has underperformed U10G.L with an annualized return of -1.77%, while U10G.L has yielded a comparatively higher -0.13% annualized return.


IBTL.L

1D
-0.27%
1M
4.99%
YTD
3.31%
6M
4.26%
1Y
8.60%
3Y*
-2.60%
5Y*
-5.07%
10Y*
-1.77%

U10G.L

1D
-0.26%
1M
4.63%
YTD
2.87%
6M
3.88%
1Y
4.84%
3Y*
-2.80%
5Y*
-4.86%
10Y*
-0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
3.31%-2.80%-5.51%-3.61%-22.17%-3.32%13.06%12.05%3.88%-0.83%
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
2.87%-5.06%-4.15%-3.04%-20.31%-3.63%12.61%11.28%4.25%-1.39%

Correlation

The correlation between IBTL.L and U10G.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.94

The correlation between IBTL.L and U10G.L has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

IBTL.L vs. U10G.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: 2424
Overall Rank
IBTL.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBTL.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IBTL.L Omega Ratio Rank: 2323
Omega Ratio Rank
IBTL.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IBTL.L Martin Ratio Rank: 2020
Martin Ratio Rank

U10G.L
U10G.L Risk / Return Rank: 1515
Overall Rank
U10G.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
U10G.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
U10G.L Omega Ratio Rank: 1515
Omega Ratio Rank
U10G.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
U10G.L Martin Ratio Rank: 1313
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. U10G.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 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.


IBTL.LU10G.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratioReturn relative to maximum drawdown

1.04

0.46

+0.58

Martin ratioReturn relative to average drawdown

2.18

0.85

+1.33

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

The current IBTL.L Sharpe Ratio is 0.89, which is higher than the U10G.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IBTL.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

IBTL.L vs. U10G.L - Drawdown Comparison

The maximum IBTL.L drawdown since its inception was -48.85%, which is greater than U10G.L's maximum drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for IBTL.L and U10G.L.


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Drawdown Indicators


IBTL.LU10G.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.85%

-46.23%

-2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-10.50%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

-15.14%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-39.34%

-35.82%

-3.52%

Max Drawdown (10Y)

Largest decline over 10 years

-48.85%

-46.23%

-2.62%

Current Drawdown

Current decline from peak

-43.08%

-42.28%

-0.80%

Average Drawdown

Average peak-to-trough decline

-22.76%

-21.01%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

5.71%

-1.76%

Volatility

IBTL.L vs. U10G.L - Volatility Comparison

iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) has a higher volatility of 2.87% compared to Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) at 2.69%. This indicates that IBTL.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


IBTL.LU10G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.69%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

6.47%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.64%

9.44%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

14.57%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

15.85%

+0.01%

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

IBTL.L has a 0.07% 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

IBTL.L vs. U10G.L - Dividend Comparison

IBTL.L's dividend yield for the trailing twelve months is around 4.57%, more than U10G.L's 0.03% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
4.57%4.31%4.58%3.79%2.96%1.72%1.86%2.54%2.75%2.68%2.45%2.09%
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
0.03%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


With a correlation of 0.97, IBTL.L and U10G.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.07% for IBTL.L.

IBTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while U10G.L tracks Bloomberg US Long Treasury Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for IBTL.L and 0.06% for U10G.L.

Portfolio Optimizer

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