IGLA.L vs. TLT
Compare and contrast key facts about iShares Global Govt Bond UCITS Acc (IGLA.L) and iShares 20+ Year Treasury Bond ETF (TLT).
IGLA.L and TLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGLA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Oct 19, 2017. TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002. Both IGLA.L and TLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGLA.L or TLT.
Key characteristics
| IGLA.L | TLT | |
|---|---|---|
| YTD Return | -1.93% | -3.80% |
| 1Y Return | 5.20% | 8.80% |
| 3Y Return (Ann) | -5.93% | -11.89% |
| 5Y Return (Ann) | -2.93% | -5.28% |
| Sharpe Ratio | 0.75 | 0.63 |
| Sortino Ratio | 1.15 | 0.98 |
| Omega Ratio | 1.14 | 1.11 |
| Calmar Ratio | 0.21 | 0.21 |
| Martin Ratio | 1.65 | 1.56 |
| Ulcer Index | 3.21% | 6.03% |
| Daily Std Dev | 7.04% | 14.94% |
| Max Drawdown | -28.01% | -48.35% |
| Current Drawdown | -21.96% | -40.06% |
Correlation
The correlation between IGLA.L and TLT is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IGLA.L vs. TLT - Performance Comparison
In the year-to-date period, IGLA.L achieves a -1.93% return, which is significantly higher than TLT's -3.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IGLA.L vs. TLT - Expense Ratio Comparison
IGLA.L has a 0.20% expense ratio, which is higher than TLT's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IGLA.L vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Govt Bond UCITS Acc (IGLA.L) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
IGLA.L vs. TLT - Dividend Comparison
IGLA.L has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.00%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLA.L iShares Global Govt Bond UCITS Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.00% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
IGLA.L vs. TLT - Drawdown Comparison
The maximum IGLA.L drawdown since its inception was -28.01%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IGLA.L and TLT. For additional features, visit the drawdowns tool.
Volatility
IGLA.L vs. TLT - Volatility Comparison
The current volatility for iShares Global Govt Bond UCITS Acc (IGLA.L) is 1.99%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 5.02%. This indicates that IGLA.L experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.