IDTL.L vs. IGLN.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, IDTL.L returned -1.51%/yr vs 13.42%/yr for IGLN.L. At a 0.27 correlation, their price movements are largely independent. IDTL.L charges 0.07%/yr vs 0.25%/yr for IGLN.L.
Performance
IDTL.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTL.L achieves a -1.14% return, which is significantly lower than IGLN.L's 3.70% return. Over the past 10 years, IDTL.L has underperformed IGLN.L with an annualized return of -1.51%, while IGLN.L has yielded a comparatively higher 13.42% annualized return.
IDTL.L
- 1D
- 0.36%
- 1M
- 0.66%
- YTD
- -1.14%
- 6M
- -1.07%
- 1Y
- 3.86%
- 3Y*
- -1.56%
- 5Y*
- -6.07%
- 10Y*
- -1.51%
IGLN.L
- 1D
- 0.68%
- 1M
- -2.35%
- YTD
- 3.70%
- 6M
- 6.03%
- 1Y
- 32.37%
- 3Y*
- 31.55%
- 5Y*
- 18.61%
- 10Y*
- 13.42%
IDTL.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | -1.14% | 4.67% | -7.18% | 2.22% | -30.42% | -4.71% | 17.11% | 15.67% | -1.84% | 8.97% |
IGLN.L iShares Physical Gold ETC | 3.70% | 64.92% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.28% | -1.31% | 11.67% |
Correlation
The correlation between IDTL.L and IGLN.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2015 | 0.27 |
The correlation between IDTL.L and IGLN.L shifts across timeframes, from 0.18 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTL.L vs. IGLN.L — Risk / Return Rank
IDTL.L
IGLN.L
IDTL.L vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares Physical Gold ETC (IGLN.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.
| IDTL.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.25 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.86 | -1.35 |
| Martin ratioReturn relative to average drawdown | 1.27 | 4.79 | -3.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDTL.L | IGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 1.30 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 1.07 | -1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.86 | -0.97 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.46 | -0.53 |
Drawdowns
IDTL.L vs. IGLN.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than IGLN.L's maximum drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for IDTL.L and IGLN.L.
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Drawdown Indicators
| IDTL.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -45.24% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -17.36% | +9.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -17.36% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -21.15% | -21.80% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -21.15% | -27.16% |
Current DrawdownCurrent decline from peak | -40.36% | -15.66% | -24.70% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -19.80% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 6.74% | -3.71% |
Volatility
IDTL.L vs. IGLN.L - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 3.32%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.36%. This indicates that IDTL.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTL.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 6.36% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 21.73% | -15.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 24.78% | -14.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 17.36% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 15.54% | -0.93% |
IDTL.L vs. IGLN.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than IGLN.L's 0.25% 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
IDTL.L vs. IGLN.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, while IGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.36% | 4.31% | 4.65% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% |
IGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTL.L and IGLN.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTL.L is cheaper with a 0.07% expense ratio, compared with 0.25% for IGLN.L.
IDTL.L is categorized as Government Bonds, while IGLN.L is Gold. IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.07% for IDTL.L and 0.25% for IGLN.L.
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