XG7S.DE vs. IDTL.L
Compare and contrast key facts about Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) and iShares Treasury Bond 20+ UCITS (IDTL.L).
XG7S.DE and IDTL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XG7S.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Aug 14, 2013. IDTL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jan 20, 2015. Both XG7S.DE and IDTL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XG7S.DE or IDTL.L.
Key characteristics
| XG7S.DE | IDTL.L | |
|---|---|---|
| YTD Return | 1.83% | 3.81% |
| 1Y Return | 5.04% | 11.95% |
| 3Y Return (Ann) | -3.57% | -9.60% |
| 5Y Return (Ann) | -2.53% | -4.22% |
| Sharpe Ratio | 0.97 | 0.76 |
| Daily Std Dev | 5.35% | 15.46% |
| Max Drawdown | -21.08% | -48.31% |
| Current Drawdown | -15.59% | -35.54% |
Correlation
The correlation between XG7S.DE and IDTL.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XG7S.DE vs. IDTL.L - Performance Comparison
In the year-to-date period, XG7S.DE achieves a 1.83% return, which is significantly lower than IDTL.L's 3.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XG7S.DE vs. IDTL.L - Expense Ratio Comparison
XG7S.DE has a 0.20% expense ratio, which is higher than IDTL.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%.
Risk-Adjusted Performance
XG7S.DE vs. IDTL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) and iShares Treasury Bond 20+ UCITS (IDTL.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.
Dividends
XG7S.DE vs. IDTL.L - Dividend Comparison
XG7S.DE has not paid dividends to shareholders, while IDTL.L's dividend yield for the trailing twelve months is around 3.97%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDTL.L iShares Treasury Bond 20+ UCITS | 3.97% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% |
Drawdowns
XG7S.DE vs. IDTL.L - Drawdown Comparison
The maximum XG7S.DE drawdown since its inception was -21.08%, smaller than the maximum IDTL.L drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for XG7S.DE and IDTL.L. For additional features, visit the drawdowns tool.
Volatility
XG7S.DE vs. IDTL.L - Volatility Comparison
The current volatility for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) is 1.60%, while iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 3.56%. This indicates that XG7S.DE experiences smaller price fluctuations and is considered to be less risky than IDTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.