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XGLE.L vs. TLH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLE.L vs. TLH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and iShares 10-20 Year Treasury Bond ETF (TLH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGLE.L is traded in EUR, while TLH is traded in USD. To make them comparable, the TLH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGLE.L achieves a 0.07% return, which is significantly lower than TLH's 1.00% return. Over the past 10 years, XGLE.L has outperformed TLH with an annualized return of -0.35%, while TLH has yielded a comparatively lower -1.01% annualized return.


XGLE.L

1D
0.07%
1M
-0.03%
YTD
0.07%
6M
0.14%
1Y
0.33%
3Y*
2.35%
5Y*
-2.29%
10Y*
-0.35%

TLH

1D
0.17%
1M
0.94%
YTD
1.00%
6M
-0.00%
1Y
2.85%
3Y*
-2.10%
5Y*
-2.84%
10Y*
-1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLE.L vs. TLH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
0.07%0.57%1.68%6.80%-18.23%-3.63%4.76%6.62%0.78%-0.04%
TLH
iShares 10-20 Year Treasury Bond ETF
1.00%-6.16%2.11%0.91%-20.61%1.70%4.40%12.59%5.08%-8.59%

Correlation

The correlation between XGLE.L and TLH is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.56

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

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2009

0.39

The correlation between XGLE.L and TLH shifts across timeframes, from 0.36 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGLE.L vs. TLH — Risk / Return Rank

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

XGLE.L
XGLE.L Risk / Return Rank: 99
Overall Rank
XGLE.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 88
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 88
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 99
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 99
Martin Ratio Rank

TLH
TLH Risk / Return Rank: 1616
Overall Rank
TLH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLH Omega Ratio Rank: 1515
Omega Ratio Rank
TLH Calmar Ratio Rank: 1616
Calmar Ratio Rank
TLH Martin Ratio Rank: 1616
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.

XGLE.L vs. TLH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and iShares 10-20 Year Treasury Bond ETF (TLH). 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.


XGLE.LTLHDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.00

1.07

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.01

0.51

-0.52

Martin ratioReturn relative to average drawdown

-0.04

1.17

-1.21

XGLE.L vs. TLH - Sharpe Ratio Comparison

The current XGLE.L Sharpe Ratio is -0.01, which is lower than the TLH Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XGLE.L and TLH, 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


XGLE.LTLHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.35

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.21

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

-0.08

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.27

+0.14

Drawdowns

XGLE.L vs. TLH - Drawdown Comparison

The maximum XGLE.L drawdown since its inception was -22.56%, smaller than the maximum TLH drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for XGLE.L and TLH.


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Drawdown Indicators


XGLE.LTLHDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-38.78%

+16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-5.62%

+2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-3.99%

-14.53%

+10.54%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-30.85%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

-38.78%

+16.22%

Current Drawdown

Current decline from peak

-14.20%

-33.25%

+19.05%

Average Drawdown

Average peak-to-trough decline

-6.51%

-14.01%

+7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

2.45%

-1.07%

Volatility

XGLE.L vs. TLH - Volatility Comparison

Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and iShares 10-20 Year Treasury Bond ETF (TLH) have volatilities of 1.70% and 1.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLE.LTLHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.76%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

6.10%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

8.23%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

13.31%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

12.34%

-7.00%

XGLE.L vs. TLH - Expense Ratio Comparison

Both XGLE.L and TLH have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XGLE.L vs. TLH - Dividend Comparison

XGLE.L has not paid dividends to shareholders, while TLH's dividend yield for the trailing twelve months is around 4.50%.


PositionTTM20252024202320222021202020192018201720162015
TLH
iShares 10-20 Year Treasury Bond ETF
4.50%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGLE.L and TLH have a correlation of 0.36, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XGLE.L and TLH have the same expense ratio: 0.15% per year.

XGLE.L is categorized as European Government Bonds, while TLH is Government Bonds. XGLE.L tracks Bloomberg Euro Agg Govt TR EUR, while TLH tracks ICE U.S. Treasury 10-20 Year Bond Index. They also come from different issuers: DWS and iShares.

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