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 -2.06%/yr vs 13.17%/yr for ^GSPC. At a correlation of -0.08, they often move in opposite directions.
Performance
IDTL.L vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, IDTL.L achieves a -1.73% return, which is significantly lower than ^GSPC's 8.94% return. Over the past 10 years, IDTL.L has underperformed ^GSPC with an annualized return of -2.06%, while ^GSPC has yielded a comparatively higher 13.17% annualized return.
IDTL.L
- 1D
- 0.97%
- 1M
- -1.73%
- 6M
- -1.43%
- YTD
- -1.73%
- 1Y
- 3.68%
- 3Y*
- -1.83%
- 5Y*
- -7.30%
- 10Y*
- -2.06%
^GSPC
- 1D
- -1.01%
- 1M
- 0.51%
- 6M
- 7.46%
- YTD
- 8.94%
- 1Y
- 18.43%
- 3Y*
- 17.86%
- 5Y*
- 11.50%
- 10Y*
- 13.17%
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 | -1.73% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 15.70% | -1.91% | 9.06% |
^GSPC S&P 500 Index | 8.94% | 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 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
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 | -0.08 |
The correlation between IDTL.L and ^GSPC shifts across timeframes, from -0.08 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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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 | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.27 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 2.03 | -1.56 |
| Martin ratioReturn relative to average drawdown | 1.09 | 8.80 | -7.71 |
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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.
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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 | -17.51% | -18.90% | +1.39% |
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 | -40.71% | -2.00% | -38.71% |
Average DrawdownAverage peak-to-trough decline | -20.62% | -10.70% | -9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.10% | +1.26% |
Volatility
IDTL.L vs. ^GSPC - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 2.44%, while S&P 500 Index (^GSPC) has a volatility of 3.36%. 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.
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Volatility by Period
| IDTL.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 3.36% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 6.85% | 10.04% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 12.60% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 17.00% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 18.05% | -3.41% |
Frequently Asked Questions
IDTL.L and ^GSPC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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