IDTL.L vs. ^GSPC
IDTL.L (iShares Treasury Bond 20+ UCITS) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, IDTL.L returned -1.57%/yr vs 13.70%/yr for ^GSPC. At a correlation of -0.09, they often move in opposite directions.
Performance
IDTL.L vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDTL.L achieves a 0.78% return, which is significantly lower than ^GSPC's 7.49% return. Over the past 10 years, IDTL.L has underperformed ^GSPC with an annualized return of -1.57%, while ^GSPC has yielded a comparatively higher 13.70% annualized return.
IDTL.L
- 1D
- 0.94%
- 1M
- 3.97%
- YTD
- 0.78%
- 6M
- 1.40%
- 1Y
- 4.67%
- 3Y*
- -1.34%
- 5Y*
- -6.06%
- 10Y*
- -1.57%
^GSPC
- 1D
- -0.10%
- 1M
- -1.54%
- YTD
- 7.49%
- 6M
- 6.15%
- 1Y
- 20.78%
- 3Y*
- 19.17%
- 5Y*
- 11.44%
- 10Y*
- 13.70%
IDTL.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 0.78% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 15.70% | -1.91% | 9.06% |
^GSPC S&P 500 Index | 7.49% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between IDTL.L and ^GSPC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | -0.09 |
The correlation between IDTL.L and ^GSPC shifts across timeframes, from -0.09 (all time) to 0.14 (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
IDTL.L vs. ^GSPC — Risk / Return Rank
IDTL.L
^GSPC
IDTL.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and S&P 500 Index (^GSPC). 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.
| IDTL.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 2.29 | -1.69 |
| Martin ratioReturn relative to average drawdown | 1.46 | 10.15 | -8.69 |
Loading charts...
Drawdowns
IDTL.L vs. ^GSPC - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IDTL.L and ^GSPC.
Loading charts...
Drawdown Indicators
| IDTL.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -56.78% | +8.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -9.10% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -18.59% | -18.90% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -25.43% | -17.57% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -33.92% | -14.39% |
Current DrawdownCurrent decline from peak | -39.19% | -3.31% | -35.88% |
Average DrawdownAverage peak-to-trough decline | -20.50% | -10.71% | -9.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.05% | +1.15% |
Volatility
IDTL.L vs. ^GSPC - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 2.35%, while S&P 500 Index (^GSPC) has a volatility of 4.87%. This indicates that IDTL.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDTL.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 4.87% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.88% | 9.90% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.96% | 12.54% | -2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 17.00% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 18.08% | -3.40% |
Frequently Asked Questions
IDTL.L and ^GSPC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for IDTL.L and ^GSPC
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