PortfoliosLab logoPortfoliosLab logo
IUGA.L vs. IGTM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUGA.L vs. IGTM.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IUGA.L achieves a -0.21% return, which is significantly higher than IGTM.L's -0.94% return.


IUGA.L

1D
0.23%
1M
-0.47%
6M
0.02%
YTD
-0.21%
1Y
3.88%
3Y*
3.19%
5Y*
-0.95%
10Y*

IGTM.L

1D
0.00%
1M
-0.23%
6M
-0.25%
YTD
-0.94%
1Y
3.59%
3Y*
2.37%
5Y*
-1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IUGA.L
iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist)
-0.21%6.71%0.94%4.04%-13.94%-2.16%6.06%5.80%
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%6.53%

Correlation

The correlation between IUGA.L and IGTM.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.85

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.84

The correlation between IUGA.L and IGTM.L shifts across timeframes, from 0.74 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

IUGA.L
IUGA.L Risk / Return Rank: 3434
Overall Rank
IUGA.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IUGA.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IUGA.L Omega Ratio Rank: 3333
Omega Ratio Rank
IUGA.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
IUGA.L Martin Ratio Rank: 3434
Martin Ratio Rank

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
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.

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

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


IUGA.LIGTM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratioReturn relative to maximum drawdown

1.43

0.89

+0.54

Martin ratioReturn relative to average drawdown

3.81

2.37

+1.44

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

The current IUGA.L Sharpe Ratio is 0.96, which is comparable to the IGTM.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IUGA.L and IGTM.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.


Loading charts...

Drawdowns

IUGA.L vs. IGTM.L - Drawdown Comparison

The maximum IUGA.L drawdown since its inception was -20.08%, smaller than the maximum IGTM.L drawdown of -24.90%. Use the drawdown chart below to compare losses from any high point for IUGA.L and IGTM.L.


Loading charts...

Drawdown Indicators


IUGA.LIGTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-24.90%

+4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-4.04%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.99%

-7.17%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.05%

-22.30%

+3.25%

Current Drawdown

Current decline from peak

-6.58%

-13.02%

+6.44%

Average Drawdown

Average peak-to-trough decline

-7.10%

-11.29%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.51%

-0.49%

Volatility

IUGA.L vs. IGTM.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist) (IUGA.L) is 1.06%, while iShares USD Treasury Bond 7-10 Year UCITS ETF GBP Hedged Distributing (IGTM.L) has a volatility of 1.44%. This indicates that IUGA.L experiences smaller price fluctuations and is considered to be less risky than IGTM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUGA.LIGTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.44%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

3.58%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

4.66%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

7.62%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

7.16%

-1.69%

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

IUGA.L has a 0.30% expense ratio, which is higher than IGTM.L's 0.10% expense ratio.


Dividends

IUGA.L vs. IGTM.L - Dividend Comparison

IUGA.L's dividend yield for the trailing twelve months is around 3.86%, less than IGTM.L's 4.31% yield.


PositionTTM20252024202320222021202020192018
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%0.00%
IUGA.L
iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist)
3.86%3.68%3.51%2.96%2.25%1.65%2.05%2.64%1.45%

Frequently Asked Questions


IUGA.L and IGTM.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGTM.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGTM.L is cheaper with a 0.10% expense ratio, compared with 0.30% for IUGA.L.

IUGA.L tracks Bloomberg US Aggregate Bond (GBP Hedged) Index, while IGTM.L tracks ICE US Treasury 7-10 Year Index. Their fees differ too: 0.30% for IUGA.L and 0.10% for IGTM.L.

Portfolio Optimizer

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

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

Open Portfolio Optimizer