CSPX.L vs. IDTL.L
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) and IDTL.L (iShares Treasury Bond 20+ UCITS) are both exchange-traded funds - CSPX.L is a S&P 500 fund tracking the S&P 500 Index, while IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 10 years, CSPX.L returned 15.05%/yr vs -1.75%/yr for IDTL.L. At a correlation of -0.14, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
CSPX.L vs. IDTL.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSPX.L achieves a 8.33% return, which is significantly higher than IDTL.L's -1.84% return. Over the past 10 years, CSPX.L has outperformed IDTL.L with an annualized return of 15.05%, while IDTL.L has yielded a comparatively lower -1.75% annualized return.
CSPX.L
- 1D
- -0.73%
- 1M
- 0.69%
- YTD
- 8.33%
- 6M
- 9.11%
- 1Y
- 25.27%
- 3Y*
- 21.35%
- 5Y*
- 13.26%
- 10Y*
- 15.05%
IDTL.L
- 1D
- -0.31%
- 1M
- -0.93%
- YTD
- -1.84%
- 6M
- -0.83%
- 1Y
- 3.79%
- 3Y*
- -1.72%
- 5Y*
- -6.46%
- 10Y*
- -1.75%
CSPX.L vs. IDTL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.33% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
IDTL.L iShares Treasury Bond 20+ UCITS | -1.84% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 15.70% | -1.91% | 9.06% |
Correlation
The correlation between CSPX.L and IDTL.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | -0.14 |
The correlation between CSPX.L and IDTL.L shifts across timeframes, from -0.14 (all time) to 0.29 (1 year), 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
CSPX.L vs. IDTL.L — Risk / Return Rank
CSPX.L
IDTL.L
CSPX.L vs. IDTL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) 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.
| CSPX.L | IDTL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.07 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 0.49 | +2.59 |
| Martin ratioReturn relative to average drawdown | 13.18 | 1.23 | +11.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSPX.L | IDTL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.38 | +1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | -0.43 | +1.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | -0.12 | +1.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | -0.08 | +1.01 |
Drawdowns
CSPX.L vs. IDTL.L - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum IDTL.L drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for CSPX.L and IDTL.L.
Loading charts...
Drawdown Indicators
| CSPX.L | IDTL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -48.31% | +14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -7.72% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -18.59% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -43.00% | +18.61% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -48.31% | +14.41% |
Current DrawdownCurrent decline from peak | -2.33% | -40.77% | +38.44% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -20.42% | +16.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.09% | -1.18% |
Volatility
CSPX.L vs. IDTL.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) and iShares Treasury Bond 20+ UCITS (IDTL.L) have volatilities of 3.36% and 3.45%, 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.
Loading charts...
Volatility by Period
| CSPX.L | IDTL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 3.45% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 6.86% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 9.99% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 15.12% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 14.71% | +1.50% |
CSPX.L vs. IDTL.L - Expense Ratio Comparison
Both CSPX.L and IDTL.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CSPX.L vs. IDTL.L - Dividend Comparison
CSPX.L has not paid dividends to shareholders, while IDTL.L's dividend yield for the trailing twelve months is around 4.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 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 | 4.39% | 4.31% | 4.66% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.59% | 2.63% | 2.14% |
Frequently Asked Questions
CSPX.L and IDTL.L have a correlation of 0.29, 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 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CSPX.L and IDTL.L have the same expense ratio: 0.07% per year.
CSPX.L is categorized as S&P 500, while IDTL.L is Government Bonds. CSPX.L tracks S&P 500 Index, while IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: BlackRock and iShares.
Find the right allocation for CSPX.L and IDTL.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