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IGLD.DE vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD.DE vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLD.DE is traded in EUR, while TLT is traded in USD. To make them comparable, the TLT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLD.DE achieves a 0.35% return, which is significantly lower than TLT's 0.92% return.


IGLD.DE

1D
0.70%
1M
-2.47%
YTD
0.35%
6M
4.61%
1Y
28.86%
3Y*
28.49%
5Y*
10Y*

TLT

1D
0.00%
1M
0.98%
YTD
0.92%
6M
-1.17%
1Y
1.58%
3Y*
-4.34%
5Y*
-5.43%
10Y*
-1.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD.DE vs. TLT - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
0.35%63.04%24.54%10.49%2.47%
TLT
iShares 20+ Year Treasury Bond ETF
1.09%-8.12%-1.98%-0.31%-15.79%

Correlation

The correlation between IGLD.DE and TLT is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

0.03

The correlation between IGLD.DE and TLT shifts across timeframes, from -0.09 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGLD.DE vs. TLT — Risk / Return Rank

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

IGLD.DE
IGLD.DE Risk / Return Rank: 3232
Overall Rank
IGLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 2929
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1414
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1515
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
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.

IGLD.DE vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) 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.


IGLD.DETLTDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.22

1.04

+0.19

Calmar ratioReturn relative to maximum drawdown

1.63

0.21

+1.42

Martin ratioReturn relative to average drawdown

4.10

0.46

+3.64

IGLD.DE vs. TLT - Sharpe Ratio Comparison

The current IGLD.DE Sharpe Ratio is 1.16, which is higher than the TLT Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of IGLD.DE and TLT, 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


IGLD.DETLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.16

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.22

+1.10

Drawdowns

IGLD.DE vs. TLT - Drawdown Comparison

The maximum IGLD.DE drawdown since its inception was -17.62%, smaller than the maximum TLT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and TLT.


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Drawdown Indicators


IGLD.DETLTDifference

Max Drawdown

Largest peak-to-trough decline

-17.62%

-46.77%

+29.15%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-7.42%

-10.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-17.36%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-39.79%

Max Drawdown (10Y)

Largest decline over 10 years

-46.77%

Current Drawdown

Current decline from peak

-16.24%

-44.04%

+27.80%

Average Drawdown

Average peak-to-trough decline

-3.72%

-18.49%

+14.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

3.47%

+3.56%

Volatility

IGLD.DE vs. TLT - Volatility Comparison

iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) has a higher volatility of 5.98% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.19%. This indicates that IGLD.DE's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLD.DETLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

2.19%

+3.79%

Volatility (6M)

Calculated over the trailing 6-month period

21.79%

7.05%

+14.74%

Volatility (1Y)

Calculated over the trailing 1-year period

24.80%

9.81%

+14.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

16.23%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

15.64%

+2.22%

IGLD.DE vs. TLT - Expense Ratio Comparison

IGLD.DE has a 0.25% 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%.


Dividends

IGLD.DE vs. TLT - Dividend Comparison

IGLD.DE has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.58%.


PositionTTM20252024202320222021202020192018201720162015
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
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
4.58%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


IGLD.DE and TLT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLT is cheaper with a 0.15% expense ratio, compared with 0.25% for IGLD.DE.

IGLD.DE is categorized as Precious Metals, while TLT is Government Bonds. IGLD.DE tracks Gold (EUR Hedged), while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.25% for IGLD.DE and 0.15% for TLT.

Portfolio Optimizer

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