IBTL vs. IDTL.L
Compare and contrast key facts about iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and iShares Treasury Bond 20+ UCITS (IDTL.L).
IBTL 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. IBTL is a passively managed fund by iShares that tracks the performance of the ICE 2031 Maturity US Treasury Index. It was launched on Jul 13, 2021. 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 IBTL 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: IBTL or IDTL.L.
Key characteristics
| IBTL | IDTL.L | |
|---|---|---|
| YTD Return | 0.84% | -5.51% |
| 1Y Return | 6.26% | 6.57% |
| 3Y Return (Ann) | -4.04% | -11.96% |
| Sharpe Ratio | 0.83 | 0.37 |
| Sortino Ratio | 1.22 | 0.63 |
| Omega Ratio | 1.15 | 1.07 |
| Calmar Ratio | 0.30 | 0.12 |
| Martin Ratio | 2.44 | 0.94 |
| Ulcer Index | 2.21% | 5.77% |
| Daily Std Dev | 6.55% | 14.78% |
| Max Drawdown | -20.92% | -48.31% |
| Current Drawdown | -13.16% | -41.33% |
Correlation
The correlation between IBTL and IDTL.L is 0.66, 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
IBTL vs. IDTL.L - Performance Comparison
In the year-to-date period, IBTL achieves a 0.84% return, which is significantly higher than IDTL.L's -5.51% 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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IBTL vs. IDTL.L - Expense Ratio Comparison
Both IBTL 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%.
Risk-Adjusted Performance
IBTL vs. IDTL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) 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
IBTL vs. IDTL.L - Dividend Comparison
IBTL's dividend yield for the trailing twelve months is around 4.66%, more than IDTL.L's 4.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBTL iShares iBonds Dec 2031 Term Treasury ETF | 4.66% | 3.05% | 2.37% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDTL.L iShares Treasury Bond 20+ UCITS | 4.36% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% |
Drawdowns
IBTL vs. IDTL.L - Drawdown Comparison
The maximum IBTL drawdown since its inception was -20.92%, smaller than the maximum IDTL.L drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for IBTL and IDTL.L. For additional features, visit the drawdowns tool.
Volatility
IBTL vs. IDTL.L - Volatility Comparison
The current volatility for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) is 1.60%, while iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 4.67%. This indicates that IBTL 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.