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IDVY.L vs. CGT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDVY.L vs. CGT.L

Last updated Jun 5, 2026

IDVY.L (iShares EURO Dividend UCITS) is Europe Equities fund tracking the MSCI EMU NR EUR, while CGT.L (Capital Gearing Trust) is a stock. Over the past 10 years, IDVY.L returned 9.21%/yr vs 5.16%/yr for CGT.L. At a 0.16 correlation, their price movements are largely independent.

Performance

IDVY.L vs. CGT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO Dividend UCITS (IDVY.L) and Capital Gearing Trust (CGT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDVY.L achieves a 7.47% return, which is significantly higher than CGT.L's 4.46% return. Over the past 10 years, IDVY.L has outperformed CGT.L with an annualized return of 9.21%, while CGT.L has yielded a comparatively lower 5.16% annualized return.

IDVY.L

1D
0.59%
1M
1.16%
YTD
7.47%
6M
9.98%
1Y
25.10%
3Y*
21.28%
5Y*
10.17%
10Y*
9.21%

CGT.L

1D
-0.58%
1M
1.78%
YTD
4.46%
6M
4.15%
1Y
7.63%
3Y*
5.09%
5Y*
2.39%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY.L vs. CGT.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDVY.L
iShares EURO Dividend UCITS		7.47%50.03%4.50%3.07%-7.25%16.41%-12.91%15.92%-9.44%14.46%
CGT.L
Capital Gearing Trust		4.46%5.47%3.98%-3.26%-4.18%10.80%8.21%8.90%2.96%5.79%

Correlation

The correlation between IDVY.L and CGT.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2005

0.16

The correlation between IDVY.L and CGT.L shifts across timeframes, from 0.16 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares EURO Dividend UCITS

Capital Gearing Trust

Often compared with IDVY.L:
IDVY.L vs. EUDI.LIDVY.L vs. IUKD.LIDVY.L vs. CSX5.LIDVY.L vs. DGROIDVY.L vs. FEV.LIDVY.L vs. FLXD.LIDVY.L vs. DVY
Often compared with CGT.L:
CGT.L vs. QQQCGT.L vs. FTAL.LCGT.L vs. SWDA.LCGT.L vs. VWRP.LCGT.L vs. HMWO.LCGT.L vs. CUKX.L

Return for Risk

IDVY.L vs. CGT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDVY.L
IDVY.L Risk / Return Rank: 6161
Overall Rank
IDVY.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 5757
Martin Ratio Rank
CGT.L
CGT.L Risk / Return Rank: 8787
Overall Rank
CGT.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CGT.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
CGT.L Omega Ratio Rank: 8484
Omega Ratio Rank
CGT.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
CGT.L Martin Ratio Rank: 9292
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.

IDVY.L vs. CGT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.L) and Capital Gearing Trust (CGT.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.

IDVY.LCGT.LDifference
Sharpe ratioReturn per unit of total volatility
2.10
1.71

+0.40

Sortino ratioReturn per unit of downside risk
2.86
2.71

+0.15

Omega ratioGain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

2.82

4.62

-1.80

Martin ratioReturn relative to average drawdown

9.79

14.46

-4.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDVY.L vs. CGT.L - Sharpe Ratio Comparison

The current IDVY.L Sharpe Ratio is 2.10, which is comparable to the CGT.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of IDVY.L and CGT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IDVY.LCGT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.71

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.33

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.57

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.39

+0.03

Drawdowns

IDVY.L vs. CGT.L - Drawdown Comparison

The maximum IDVY.L drawdown since its inception was -60.84%, which is greater than CGT.L's maximum drawdown of -15.33%. Use the drawdown chart below to compare losses from any high point for IDVY.L and CGT.L.

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Drawdown Indicators

IDVY.LCGT.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.84%

-15.33%

-45.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-1.87%

-7.05%

Max Drawdown (3Y)

Largest decline over 3 years

-10.50%

-7.61%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-14.38%

-6.57%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

-14.96%

-24.12%

Current Drawdown

Current decline from peak

-0.98%

-0.58%

-0.40%

Average Drawdown

Average peak-to-trough decline

-12.30%

-3.83%

-8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

0.60%

+1.97%

Volatility

IDVY.L vs. CGT.L - Volatility Comparison

iShares EURO Dividend UCITS (IDVY.L) has a higher volatility of 3.50% compared to Capital Gearing Trust (CGT.L) at 1.11%. This indicates that IDVY.L's price experiences larger fluctuations and is considered to be riskier than CGT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVY.LCGT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

1.11%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

3.95%

+5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.94%

5.08%

+6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

7.22%

+8.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

9.01%

+8.38%

Dividends

IDVY.L vs. CGT.L - Dividend Comparison

IDVY.L's dividend yield for the trailing twelve months is around 4.61%, more than CGT.L's 1.98% yield.

PositionTTM20252024202320222021202020192018201720162015
CGT.L
Capital Gearing Trust		0.00%2.07%1.86%1.28%0.94%0.87%0.89%0.80%0.67%0.50%0.53%0.61%
IDVY.L
iShares EURO Dividend UCITS		4.61%5.00%7.04%6.70%5.92%4.40%3.97%5.68%5.34%4.40%4.63%10.91%

Frequently Asked Questions

IDVY.L and CGT.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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