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IGTM.L vs. TRGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGTM.L vs. TRGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 7-10 Year UCITS ETF GBP Hedged Distributing (IGTM.L) and Invesco US Treasury Bond UCITS ETF GBP Hedged (Dist) (TRGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGTM.L is traded in GBP, while TRGB.L is traded in GBp. To make them comparable, the TRGB.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGTM.L achieves a -0.94% return, which is significantly lower than TRGB.L's -0.27% return.


IGTM.L

1D
0.00%
1M
-0.23%
6M
-0.25%
YTD
-0.94%
1Y
3.59%
3Y*
2.37%
5Y*
-1.87%
10Y*

TRGB.L

1D
0.24%
1M
-0.24%
6M
0.04%
YTD
-0.27%
1Y
2.16%
3Y*
2.21%
5Y*
-1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGTM.L vs. TRGB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGTM.L
iShares USD Treasury Bond 7-10 Year UCITS ETF GBP Hedged Distributing
-0.94%7.92%-0.52%2.67%-15.78%-3.18%9.12%1.00%
TRGB.L
Invesco US Treasury Bond UCITS ETF GBP Hedged (Dist)
-0.27%4.97%0.47%2.80%-13.39%-2.58%7.03%0.90%

Correlation

The correlation between IGTM.L and TRGB.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2019

0.94

The correlation between IGTM.L and TRGB.L has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

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Return for Risk

IGTM.L vs. TRGB.L — Risk / Return Rank

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

IGTM.L
IGTM.L Risk / Return Rank: 2626
Overall Rank
IGTM.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGTM.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGTM.L Omega Ratio Rank: 2727
Omega Ratio Rank
IGTM.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IGTM.L Martin Ratio Rank: 2525
Martin Ratio Rank

TRGB.L
TRGB.L Risk / Return Rank: 2121
Overall Rank
TRGB.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TRGB.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
TRGB.L Omega Ratio Rank: 2020
Omega Ratio Rank
TRGB.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
TRGB.L Martin Ratio Rank: 2121
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.

IGTM.L vs. TRGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10 Year UCITS ETF GBP Hedged Distributing (IGTM.L) and Invesco US Treasury Bond UCITS ETF GBP Hedged (Dist) (TRGB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGTM.LTRGB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.15

1.10

+0.04

Calmar ratioReturn relative to maximum drawdown

0.89

0.72

+0.17

Martin ratioReturn relative to average drawdown

2.37

1.70

+0.67

IGTM.L vs. TRGB.L - Sharpe Ratio Comparison

The current IGTM.L Sharpe Ratio is 0.77, which is higher than the TRGB.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IGTM.L and TRGB.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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Drawdowns

IGTM.L vs. TRGB.L - Drawdown Comparison

The maximum IGTM.L drawdown since its inception was -24.90%, which is greater than TRGB.L's maximum drawdown of -20.75%. Use the drawdown chart below to compare losses from any high point for IGTM.L and TRGB.L.


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Drawdown Indicators


IGTM.LTRGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-20.75%

-4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.04%

-2.99%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.17%

-5.18%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-18.24%

-4.06%

Current Drawdown

Current decline from peak

-13.02%

-10.73%

-2.29%

Average Drawdown

Average peak-to-trough decline

-11.29%

-9.81%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.26%

+0.25%

Volatility

IGTM.L vs. TRGB.L - Volatility Comparison

iShares USD Treasury Bond 7-10 Year UCITS ETF GBP Hedged Distributing (IGTM.L) has a higher volatility of 1.44% compared to Invesco US Treasury Bond UCITS ETF GBP Hedged (Dist) (TRGB.L) at 0.98%. This indicates that IGTM.L's price experiences larger fluctuations and is considered to be riskier than TRGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGTM.LTRGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

0.98%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.58%

2.56%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

3.65%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.62%

5.63%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.16%

5.41%

+1.75%

IGTM.L vs. TRGB.L - Expense Ratio Comparison

Both IGTM.L and TRGB.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGTM.L vs. TRGB.L - Dividend Comparison

IGTM.L's dividend yield for the trailing twelve months is around 4.31%, more than TRGB.L's 3.19% yield.


PositionTTM2025202420232022202120202019
IGTM.L
iShares USD Treasury Bond 7-10 Year UCITS ETF GBP Hedged Distributing
4.31%4.11%3.91%3.04%2.06%1.12%1.57%1.64%
TRGB.L
Invesco US Treasury Bond UCITS ETF GBP Hedged (Dist)
3.19%3.05%4.21%3.73%1.95%1.10%1.53%0.81%

Frequently Asked Questions


IGTM.L and TRGB.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IGTM.L and TRGB.L have the same expense ratio: 0.10% per year.

IGTM.L is categorized as Intermediate Core Bond, while TRGB.L is Government Bonds. IGTM.L tracks ICE US Treasury 7-10 Year Index, while TRGB.L tracks Bloomberg US Treasury Index. They also come from different issuers: iShares and Invesco.

Portfolio Optimizer

Find the right allocation for IGTM.L and TRGB.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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