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IDTL.L vs. BNDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTL.L vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Bond 20+ UCITS (IDTL.L) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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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 BNDW's 0.54% 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%

BNDW

1D
0.12%
1M
0.42%
YTD
0.54%
6M
0.44%
1Y
3.25%
3Y*
4.07%
5Y*
0.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTL.L vs. BNDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IDTL.L
iShares Treasury Bond 20+ UCITS
-1.14%4.67%-7.18%2.22%-30.42%-4.71%17.11%15.67%1.70%
BNDW
Vanguard Total World Bond ETF
0.54%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%

Correlation

The correlation between IDTL.L and BNDW is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.70

The correlation between IDTL.L and BNDW has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

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Return for Risk

IDTL.L vs. BNDW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDTL.L
IDTL.L Risk / Return Rank: 1515
Overall Rank
IDTL.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IDTL.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
IDTL.L Omega Ratio Rank: 1414
Omega Ratio Rank
IDTL.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
IDTL.L Martin Ratio Rank: 1515
Martin Ratio Rank

BNDW
BNDW Risk / Return Rank: 2626
Overall Rank
BNDW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2626
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2626
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2626
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDTL.L vs. BNDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and Vanguard Total World Bond ETF (BNDW). 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.LBNDWDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.07

1.17

-0.10

Calmar ratioReturn relative to maximum drawdown

0.50

1.21

-0.71

Martin ratioReturn relative to average drawdown

1.27

3.42

-2.14

IDTL.L vs. BNDW - Sharpe Ratio Comparison

The current IDTL.L Sharpe Ratio is 0.39, which is lower than the BNDW Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IDTL.L and BNDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDTL.LBNDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.98

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.05

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.38

-0.45

Drawdowns

IDTL.L vs. BNDW - Drawdown Comparison

The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for IDTL.L and BNDW.


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Drawdown Indicators


IDTL.LBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-48.31%

-17.22%

-31.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-2.70%

-4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-4.27%

-14.22%

Max Drawdown (5Y)

Largest decline over 5 years

-42.95%

-16.93%

-26.02%

Max Drawdown (10Y)

Largest decline over 10 years

-48.31%

Current Drawdown

Current decline from peak

-40.36%

-1.42%

-38.94%

Average Drawdown

Average peak-to-trough decline

-20.41%

-4.98%

-15.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

0.96%

+2.07%

Volatility

IDTL.L vs. BNDW - Volatility Comparison

iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 3.32% compared to Vanguard Total World Bond ETF (BNDW) at 1.31%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDTL.LBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

1.31%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.59%

2.63%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

9.89%

3.36%

+6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

5.21%

+9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.61%

4.90%

+9.71%

IDTL.L vs. BNDW - Expense Ratio Comparison

IDTL.L has a 0.07% expense ratio, which is higher than BNDW's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IDTL.L vs. BNDW - Dividend Comparison

IDTL.L's dividend yield for the trailing twelve months is around 4.36%, more than BNDW's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDW
Vanguard Total World Bond ETF
4.21%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%
IDTL.L
iShares Treasury Bond 20+ UCITS
4.36%4.31%4.65%3.79%3.01%1.74%1.76%2.49%2.79%2.60%2.63%2.14%

Frequently Asked Questions


IDTL.L and BNDW have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDW is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDW is cheaper with a 0.05% expense ratio, compared with 0.07% for IDTL.L.

IDTL.L is categorized as Government Bonds, while BNDW is Global Bonds. IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IDTL.L and 0.05% for BNDW.

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