IDTG.L vs. 020Y.L
IDTG.L (iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist)) and 020Y.L (iShares € Govt Bond 20yr Target Duration UCITS ETF) are both exchange-traded funds - IDTG.L is a Long-Term Bond fund tracking the ICE US Treasury 20+ Year (GBP Hedged) Index, while 020Y.L is a European Government Bonds fund tracking the Markit iBoxx EUR Eurozone 20yr Target Duration Index. Both are passively managed. Over the past 5 years, IDTG.L returned -8.05%/yr vs -11.00%/yr for 020Y.L. A 0.55 correlation means they provide meaningful diversification when combined. IDTG.L charges 0.10%/yr vs 0.15%/yr for 020Y.L.
Performance
IDTG.L vs. 020Y.L - Performance Comparison
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Different Trading Currencies
IDTG.L is traded in GBP, while 020Y.L is traded in EUR. To make them comparable, the 020Y.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDTG.L achieves a -1.47% return, which is significantly higher than 020Y.L's -3.58% return.
IDTG.L
- 1D
- 0.70%
- 1M
- -1.80%
- 6M
- -1.47%
- YTD
- -1.47%
- 1Y
- 3.55%
- 3Y*
- -2.32%
- 5Y*
- -8.05%
- 10Y*
- —
020Y.L
- 1D
- 0.77%
- 1M
- -5.20%
- 6M
- -3.91%
- YTD
- -3.58%
- 1Y
- -6.01%
- 3Y*
- -4.16%
- 5Y*
- -11.00%
- 10Y*
- —
IDTG.L vs. 020Y.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDTG.L iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) | -1.47% | 3.96% | -7.60% | 0.47% | -31.51% | -4.43% | -3.92% |
020Y.L iShares € Govt Bond 20yr Target Duration UCITS ETF | -3.58% | -6.25% | -9.18% | 5.70% | -32.90% | -14.63% | 0.40% |
Correlation
The correlation between IDTG.L and 020Y.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.55 |
The correlation between IDTG.L and 020Y.L has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
IDTG.L vs. 020Y.L — Risk / Return Rank
IDTG.L
020Y.L
IDTG.L vs. 020Y.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) (IDTG.L) and iShares € Govt Bond 20yr Target Duration UCITS ETF (020Y.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.
| IDTG.L | 020Y.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.93 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | -0.67 | +1.13 |
| Martin ratioReturn relative to average drawdown | 1.08 | -1.42 | +2.49 |
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Drawdowns
IDTG.L vs. 020Y.L - Drawdown Comparison
The maximum IDTG.L drawdown since its inception was -50.29%, roughly equal to the maximum 020Y.L drawdown of -51.97%. Use the drawdown chart below to compare losses from any high point for IDTG.L and 020Y.L.
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Drawdown Indicators
| IDTG.L | 020Y.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -51.97% | +1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.77% | -8.99% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -20.59% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -44.22% | -48.25% | +4.03% |
Current DrawdownCurrent decline from peak | -43.89% | -51.60% | +7.71% |
Average DrawdownAverage peak-to-trough decline | -30.99% | -36.90% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 4.25% | -0.96% |
Volatility
IDTG.L vs. 020Y.L - Volatility Comparison
The current volatility for iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) (IDTG.L) is 2.56%, while iShares € Govt Bond 20yr Target Duration UCITS ETF (020Y.L) has a volatility of 3.49%. This indicates that IDTG.L experiences smaller price fluctuations and is considered to be less risky than 020Y.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTG.L | 020Y.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.49% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 8.47% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.94% | 11.39% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 44.24% | -29.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 41.23% | -25.80% |
IDTG.L vs. 020Y.L - Expense Ratio Comparison
IDTG.L has a 0.10% expense ratio, which is lower than 020Y.L's 0.15% 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
IDTG.L vs. 020Y.L - Dividend Comparison
IDTG.L's dividend yield for the trailing twelve months is around 4.70%, more than 020Y.L's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
020Y.L iShares € Govt Bond 20yr Target Duration UCITS ETF | 3.63% | 3.42% | 2.94% | 2.11% | 0.91% | 0.10% | 0.11% |
IDTG.L iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) | 4.70% | 4.20% | 4.64% | 3.69% | 3.04% | 1.73% | 1.79% |
Frequently Asked Questions
IDTG.L and 020Y.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTG.L is cheaper with a 0.10% expense ratio, compared with 0.15% for 020Y.L.
IDTG.L is categorized as Long-Term Bond, while 020Y.L is European Government Bonds. IDTG.L tracks ICE US Treasury 20+ Year (GBP Hedged) Index, while 020Y.L tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index. Their fees differ too: 0.10% for IDTG.L and 0.15% for 020Y.L.
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