IDTL.L vs. XG7S.DE
IDTL.L (iShares Treasury Bond 20+ UCITS) and XG7S.DE (Xtrackers Global Government Bond UCITS ETF 5C) are both exchange-traded funds - IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while XG7S.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD. Both are passively managed. Over the past 10 years, IDTL.L returned -1.51%/yr vs -0.71%/yr for XG7S.DE. A 0.57 correlation means they provide meaningful diversification when combined. IDTL.L charges 0.07%/yr vs 0.20%/yr for XG7S.DE.
Performance
IDTL.L vs. XG7S.DE - Performance Comparison
Loading charts...
Different Trading Currencies
IDTL.L is traded in USD, while XG7S.DE is traded in EUR. To make them comparable, the XG7S.DE 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 XG7S.DE's -0.92% return. Over the past 10 years, IDTL.L has underperformed XG7S.DE with an annualized return of -1.51%, while XG7S.DE has yielded a comparatively higher -0.71% 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%
XG7S.DE
- 1D
- 0.25%
- 1M
- -0.11%
- YTD
- -0.92%
- 6M
- -0.61%
- 1Y
- 0.38%
- 3Y*
- 1.97%
- 5Y*
- -3.33%
- 10Y*
- -0.71%
IDTL.L vs. XG7S.DE - 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% |
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | -0.92% | 7.58% | -3.67% | 4.23% | -18.23% | -7.40% | 10.38% | 5.67% | -1.46% | 7.78% |
Correlation
The correlation between IDTL.L and XG7S.DE 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 | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2015 | 0.57 |
The correlation between IDTL.L and XG7S.DE shifts across timeframes, from 0.57 (all time) to 0.69 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDTL.L vs. XG7S.DE — Risk / Return Rank
IDTL.L
XG7S.DE
IDTL.L vs. XG7S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE). 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 | XG7S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.02 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.09 | +0.41 |
| Martin ratioReturn relative to average drawdown | 1.27 | 0.22 | +1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDTL.L | XG7S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.06 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | -0.42 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | -0.10 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | -0.00 | -0.07 |
Drawdowns
IDTL.L vs. XG7S.DE - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than XG7S.DE's maximum drawdown of -29.23%. Use the drawdown chart below to compare losses from any high point for IDTL.L and XG7S.DE.
Loading charts...
Drawdown Indicators
| IDTL.L | XG7S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -29.23% | -19.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -4.10% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -7.96% | -10.53% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -27.00% | -15.95% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -29.23% | -19.08% |
Current DrawdownCurrent decline from peak | -40.36% | -19.13% | -21.23% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -10.04% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 1.75% | +1.28% |
Volatility
IDTL.L vs. XG7S.DE - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 3.32% compared to Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) at 1.94%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than XG7S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDTL.L | XG7S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.94% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 4.56% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 6.30% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 7.78% | +7.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 7.07% | +7.54% |
IDTL.L vs. XG7S.DE - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than XG7S.DE's 0.20% 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. XG7S.DE - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, while XG7S.DE 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% |
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 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 XG7S.DE 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, 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 0.20% for XG7S.DE.
IDTL.L is categorized as Government Bonds, while XG7S.DE is Global Bonds. IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while XG7S.DE tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IDTL.L and 0.20% for XG7S.DE.
Find the right allocation for IDTL.L and XG7S.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer