IDTL.L vs. TIGB.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and TIGB.L (Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist) are both exchange-traded funds - IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while TIGB.L is a Short-Term Bond fund tracking the Bloomberg US Treasury Coupons Index. Both are passively managed. Over the past 3 years, IDTL.L returned -1.56%/yr vs 7.17%/yr for TIGB.L. At a 0.20 correlation, their price movements are largely independent. IDTL.L charges 0.07%/yr vs 0.10%/yr for TIGB.L.
Performance
IDTL.L vs. TIGB.L - Performance Comparison
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Different Trading Currencies
IDTL.L is traded in USD, while TIGB.L is traded in GBp. To make them comparable, the TIGB.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDTL.L achieves a -1.14% return, which is significantly lower than TIGB.L's 1.17% return.
IDTL.L
- 1D
- 0.36%
- 1M
- -0.22%
- YTD
- -1.14%
- 6M
- -0.52%
- 1Y
- 3.84%
- 3Y*
- -1.56%
- 5Y*
- -6.07%
- 10Y*
- -1.51%
TIGB.L
- 1D
- 0.14%
- 1M
- -0.56%
- YTD
- 1.17%
- 6M
- 2.50%
- 1Y
- 2.79%
- 3Y*
- 7.17%
- 5Y*
- —
- 10Y*
- —
IDTL.L vs. TIGB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | -1.14% | 4.67% | -7.18% | 2.22% | -26.20% |
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist | 1.17% | 11.96% | 3.19% | 10.42% | -11.15% |
Correlation
The correlation between IDTL.L and TIGB.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2022 | 0.20 |
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Return for Risk
IDTL.L vs. TIGB.L — Risk / Return Rank
IDTL.L
TIGB.L
IDTL.L vs. TIGB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.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 | TIGB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.07 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.66 | -0.15 |
| Martin ratioReturn relative to average drawdown | 1.27 | 1.41 | -0.14 |
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 | TIGB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.41 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.39 | -0.47 |
Drawdowns
IDTL.L vs. TIGB.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than TIGB.L's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for IDTL.L and TIGB.L.
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Drawdown Indicators
| IDTL.L | TIGB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -21.42% | -26.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -4.25% | -3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -8.19% | -10.30% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | — | — |
Current DrawdownCurrent decline from peak | -40.36% | -1.87% | -38.49% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -3.79% | -16.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 1.98% | +1.05% |
Volatility
IDTL.L vs. TIGB.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 3.32% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) at 1.67%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than TIGB.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 | TIGB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.67% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 4.91% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 6.76% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 9.88% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 9.88% | +4.73% |
IDTL.L vs. TIGB.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than TIGB.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
IDTL.L vs. TIGB.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, more than TIGB.L's 3.92% yield.
| 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% |
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist | 3.92% | 4.11% | 4.93% | 4.53% | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTL.L and TIGB.L have a correlation of 0.29, 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 0.10% for TIGB.L.
IDTL.L is categorized as Government Bonds, while TIGB.L is Short-Term Bond. IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while TIGB.L tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IDTL.L and 0.10% for TIGB.L.
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