PortfoliosLab logoPortfoliosLab logo
IDTL.L vs. XG7S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTL.L vs. XG7S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Bond 20+ UCITS (IDTL.L) and Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE). The values are adjusted to include any dividend payments, if applicable.

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTL.L vs. XG7S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IDTL.L
IDTL.L Risk / Return Rank: 1515
Overall Rank
IDTL.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IDTL.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
IDTL.L Omega Ratio Rank: 1414
Omega Ratio Rank
IDTL.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
IDTL.L Martin Ratio Rank: 1515
Martin Ratio Rank

XG7S.DE
XG7S.DE Risk / Return Rank: 55
Overall Rank
XG7S.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XG7S.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XG7S.DE Omega Ratio Rank: 55
Omega Ratio Rank
XG7S.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
XG7S.DE Martin Ratio Rank: 55
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.

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.LXG7S.DEDifference
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

IDTL.L vs. XG7S.DE - Sharpe Ratio Comparison

The current IDTL.L Sharpe Ratio is 0.39, which is higher than the XG7S.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of IDTL.L and XG7S.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IDTL.LXG7S.DEDifference

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.LXG7S.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-40.36%

-19.13%

-21.23%

Average Drawdown

Average peak-to-trough decline

-20.41%

-10.04%

-10.37%

Ulcer Index

Depth 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.LXG7S.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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