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 -1.51%/yr vs 13.65%/yr for ^GSPC. At a correlation of -0.09, 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 -1.14% return, which is significantly lower than ^GSPC's 10.79% return. Over the past 10 years, IDTL.L has underperformed ^GSPC with an annualized return of -1.51%, while ^GSPC has yielded a comparatively higher 13.65% annualized return.
IDTL.L
- 1D
- 0.36%
- 1M
- 0.66%
- YTD
- -1.14%
- 6M
- -1.07%
- 1Y
- 3.86%
- 3Y*
- -1.56%
- 5Y*
- -6.07%
- 10Y*
- -1.51%
^GSPC
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
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 | -1.14% | 4.67% | -7.18% | 2.22% | -30.42% | -4.71% | 17.11% | 15.67% | -1.84% | 8.97% |
^GSPC S&P 500 Index | 10.79% | 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 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
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 | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2015 | -0.09 |
The correlation between IDTL.L and ^GSPC shifts across timeframes, from -0.09 (all time) to 0.15 (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.
| IDTL.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 2.98 | -2.48 |
| Martin ratioReturn relative to average drawdown | 1.27 | 13.78 | -12.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDTL.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 2.28 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.74 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.76 | -0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.47 | -0.55 |
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 | -7.62% | -9.10% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -18.90% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -25.43% | -17.52% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -33.92% | -14.39% |
Current DrawdownCurrent decline from peak | -40.36% | -0.33% | -40.03% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -10.72% | -9.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 1.97% | +1.06% |
Volatility
IDTL.L vs. ^GSPC - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 3.32% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier 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 | 3.32% | 2.88% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 9.00% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 11.89% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 16.90% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 18.06% | -3.45% |
Frequently Asked Questions
IDTL.L and ^GSPC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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