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

Performance

IUGA.L vs. TRGB.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 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

IUGA.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, IUGA.L achieves a -0.21% return, which is significantly higher than TRGB.L's -0.27% 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*

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)

IUGA.L vs. TRGB.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%1.91%
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 IUGA.L and TRGB.L is 0.76, 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

0.76

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

0.87

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

0.89

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

0.86

The correlation between IUGA.L and TRGB.L shifts across timeframes, from 0.76 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUGA.L vs. TRGB.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

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.

IUGA.L vs. TRGB.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 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.


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

+0.37

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.18

1.10

+0.07

Calmar ratioReturn relative to maximum drawdown

1.43

0.72

+0.71

Martin ratioReturn relative to average drawdown

3.81

1.70

+2.11

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

The current IUGA.L Sharpe Ratio is 0.96, which is higher than the TRGB.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IUGA.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

IUGA.L vs. TRGB.L - Drawdown Comparison

The maximum IUGA.L drawdown since its inception was -20.08%, roughly equal to the maximum TRGB.L drawdown of -20.75%. Use the drawdown chart below to compare losses from any high point for IUGA.L and TRGB.L.


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Drawdown Indicators


IUGA.LTRGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-20.75%

+0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.99%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-5.99%

-5.18%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.05%

-18.24%

-0.81%

Current Drawdown

Current decline from peak

-6.58%

-10.73%

+4.15%

Average Drawdown

Average peak-to-trough decline

-7.10%

-9.81%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.26%

-0.24%

Volatility

IUGA.L vs. TRGB.L - Volatility Comparison

iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist) (IUGA.L) has a higher volatility of 1.06% compared to Invesco US Treasury Bond UCITS ETF GBP Hedged (Dist) (TRGB.L) at 0.98%. This indicates that IUGA.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


IUGA.LTRGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.98%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

2.56%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

3.65%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

5.63%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

5.41%

+0.06%

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

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


Dividends

IUGA.L vs. TRGB.L - Dividend Comparison

IUGA.L's dividend yield for the trailing twelve months is around 3.86%, more than TRGB.L's 3.19% yield.


PositionTTM20252024202320222021202020192018
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%
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%0.00%

Frequently Asked Questions


IUGA.L and TRGB.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

IUGA.L is categorized as Intermediate Core Bond, while TRGB.L is Government Bonds. IUGA.L tracks Bloomberg US Aggregate Bond (GBP Hedged) Index, while TRGB.L tracks Bloomberg US Treasury Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for IUGA.L and 0.10% for TRGB.L.

Portfolio Optimizer

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

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