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IDBT.L vs. DRGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDBT.L vs. DRGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) and L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDBT.L is traded in USD, while DRGG.L is traded in GBp. To make them comparable, the DRGG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDBT.L achieves a 0.76% return, which is significantly lower than DRGG.L's 3.82% return.


IDBT.L

1D
0.00%
1M
0.15%
6M
0.76%
YTD
0.76%
1Y
3.38%
3Y*
4.30%
5Y*
1.93%
10Y*
1.76%

DRGG.L

1D
0.49%
1M
0.12%
6M
3.69%
YTD
3.82%
1Y
7.31%
3Y*
4.79%
5Y*
2.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDBT.L vs. DRGG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.76%5.28%4.03%4.16%-3.71%-0.64%0.09%
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
3.82%5.68%3.04%0.01%-5.38%7.53%-24.68%

Correlation

The correlation between IDBT.L and DRGG.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.14

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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.14

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Return for Risk

IDBT.L vs. DRGG.L — Risk / Return Rank

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

IDBT.L
IDBT.L Risk / Return Rank: 9292
Overall Rank
IDBT.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IDBT.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDBT.L Omega Ratio Rank: 9494
Omega Ratio Rank
IDBT.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDBT.L Martin Ratio Rank: 9191
Martin Ratio Rank

DRGG.L
DRGG.L Risk / Return Rank: 3737
Overall Rank
DRGG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DRGG.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
DRGG.L Omega Ratio Rank: 3333
Omega Ratio Rank
DRGG.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
DRGG.L Martin Ratio Rank: 4242
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.

IDBT.L vs. DRGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) and L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.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.


IDBT.LDRGG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.52

1.28

+0.25

Calmar ratioReturn relative to maximum drawdown

4.37

4.42

-0.05

Martin ratioReturn relative to average drawdown

16.88

16.28

+0.60

IDBT.L vs. DRGG.L - Sharpe Ratio Comparison

The current IDBT.L Sharpe Ratio is 2.63, which is higher than the DRGG.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IDBT.L and DRGG.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

IDBT.L vs. DRGG.L - Drawdown Comparison

The maximum IDBT.L drawdown since its inception was -5.66%, smaller than the maximum DRGG.L drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for IDBT.L and DRGG.L.


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Drawdown Indicators


IDBT.LDRGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.66%

-27.95%

+22.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-1.65%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-3.61%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-12.16%

+6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.66%

Current Drawdown

Current decline from peak

0.00%

-13.35%

+13.35%

Average Drawdown

Average peak-to-trough decline

-0.56%

-21.39%

+20.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.45%

-0.26%

Volatility

IDBT.L vs. DRGG.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) is 0.39%, while L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) has a volatility of 1.31%. This indicates that IDBT.L experiences smaller price fluctuations and is considered to be less risky than DRGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDBT.LDRGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

1.31%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

4.46%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

1.21%

5.08%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

6.53%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

12.45%

-10.68%

IDBT.L vs. DRGG.L - Expense Ratio Comparison

IDBT.L has a 0.07% expense ratio, which is lower than DRGG.L's 0.30% expense ratio.


Dividends

IDBT.L vs. DRGG.L - Dividend Comparison

IDBT.L's dividend yield for the trailing twelve months is around 3.99%, more than DRGG.L's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
0.87%2.04%2.27%2.48%2.61%1.40%0.00%0.00%0.00%0.00%0.00%0.00%
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.99%4.15%4.25%2.97%0.74%0.63%1.71%2.31%1.57%0.96%0.74%0.51%

Frequently Asked Questions


IDBT.L and DRGG.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IDBT.L is cheaper with a 0.07% expense ratio, compared with 0.30% for DRGG.L.

IDBT.L tracks iShares $ Treasury Bond 1-3yr UCITS ETF, while DRGG.L tracks J.P. Morgan China Custom Liquid ESG Capped Index. They also come from different issuers: iShares and L&G. Their fees differ too: 0.07% for IDBT.L and 0.30% for DRGG.L.

Portfolio Optimizer

Find the right allocation for IDBT.L and DRGG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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