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IGLN.L vs. DTLA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLN.L vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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, IGLN.L achieves a 0.50% return, which is significantly higher than DTLA.L's -1.94% return.


IGLN.L

1D
-0.32%
1M
-8.04%
YTD
0.50%
6M
3.23%
1Y
29.84%
3Y*
30.05%
5Y*
17.89%
10Y*
12.87%

DTLA.L

1D
-0.44%
1M
-1.08%
YTD
-1.94%
6M
-0.87%
1Y
3.64%
3Y*
-1.76%
5Y*
-6.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLN.L vs. DTLA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IGLN.L
iShares Physical Gold ETC
0.50%64.93%26.14%13.44%-0.09%-4.03%24.16%18.30%-2.56%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
-1.94%4.49%-6.90%1.69%-30.29%-4.46%17.00%15.69%3.65%

Correlation

The correlation between IGLN.L and DTLA.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

0.19

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

0.25

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Return for Risk

IGLN.L vs. DTLA.L — Risk / Return Rank

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

IGLN.L
IGLN.L Risk / Return Rank: 3535
Overall Rank
IGLN.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3131
Martin Ratio Rank

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

IGLN.L vs. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.


IGLN.LDTLA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.23

1.07

+0.16

Calmar ratioReturn relative to maximum drawdown

1.63

0.48

+1.14

Martin ratioReturn relative to average drawdown

4.30

1.23

+3.06

IGLN.L vs. DTLA.L - Sharpe Ratio Comparison

The current IGLN.L Sharpe Ratio is 1.19, which is higher than the DTLA.L Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IGLN.L and DTLA.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


IGLN.LDTLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.36

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

-0.44

+1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.08

+0.52

Drawdowns

IGLN.L vs. DTLA.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.25%, smaller than the maximum DTLA.L drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for IGLN.L and DTLA.L.


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Drawdown Indicators


IGLN.LDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-48.41%

+3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-18.26%

-7.50%

-10.76%

Max Drawdown (3Y)

Largest decline over 3 years

-18.26%

-18.57%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-42.80%

+21.65%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

Current Drawdown

Current decline from peak

-18.26%

-41.04%

+22.78%

Average Drawdown

Average peak-to-trough decline

-19.72%

-24.04%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.93%

2.94%

+3.99%

Volatility

IGLN.L vs. DTLA.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 6.10% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 3.46%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLN.LDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

3.46%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

6.77%

+15.10%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

10.03%

+14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

14.96%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

14.80%

+0.76%

IGLN.L vs. DTLA.L - Expense Ratio Comparison

IGLN.L has a 0.12% expense ratio, which is higher than DTLA.L's 0.07% 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

IGLN.L vs. DTLA.L - Dividend Comparison

Neither IGLN.L nor DTLA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGLN.L and DTLA.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.

On fees, DTLA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DTLA.L is cheaper with a 0.07% expense ratio, compared with 0.12% for IGLN.L.

IGLN.L is categorized as Gold, while DTLA.L is Government Bonds. IGLN.L tracks LBMA Gold Price, while DTLA.L tracks ICE US Treasury 20+ Year Index. Their fees differ too: 0.12% for IGLN.L and 0.07% for DTLA.L.

Portfolio Optimizer

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