IDTL.L vs. CSPX.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while CSPX.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IDTL.L returned -1.75%/yr vs 15.05%/yr for CSPX.L. At a correlation of -0.14, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
IDTL.L vs. CSPX.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDTL.L achieves a -1.84% return, which is significantly lower than CSPX.L's 8.33% return. Over the past 10 years, IDTL.L has underperformed CSPX.L with an annualized return of -1.75%, while CSPX.L has yielded a comparatively higher 15.05% annualized return.
IDTL.L
- 1D
- -0.31%
- 1M
- -0.93%
- YTD
- -1.84%
- 6M
- -0.83%
- 1Y
- 3.79%
- 3Y*
- -1.72%
- 5Y*
- -6.46%
- 10Y*
- -1.75%
CSPX.L
- 1D
- -0.73%
- 1M
- 0.69%
- YTD
- 8.33%
- 6M
- 9.11%
- 1Y
- 25.27%
- 3Y*
- 21.35%
- 5Y*
- 13.26%
- 10Y*
- 15.05%
IDTL.L vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | -1.84% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 15.70% | -1.91% | 9.06% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.33% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
Correlation
The correlation between IDTL.L and CSPX.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | -0.14 |
The correlation between IDTL.L and CSPX.L shifts across timeframes, from -0.14 (all time) to 0.29 (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. CSPX.L — Risk / Return Rank
IDTL.L
CSPX.L
IDTL.L vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.
| IDTL.L | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.38 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 3.08 | -2.59 |
| Martin ratioReturn relative to average drawdown | 1.23 | 13.18 | -11.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDTL.L | CSPX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.14 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | 0.83 | -1.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.93 | -1.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.93 | -1.01 |
Drawdowns
IDTL.L vs. CSPX.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for IDTL.L and CSPX.L.
Loading charts...
Drawdown Indicators
| IDTL.L | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -33.90% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -8.17% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -18.59% | -18.50% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -24.39% | -18.61% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -33.90% | -14.41% |
Current DrawdownCurrent decline from peak | -40.77% | -2.33% | -38.44% |
Average DrawdownAverage peak-to-trough decline | -20.42% | -3.72% | -16.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 1.91% | +1.18% |
Volatility
IDTL.L vs. CSPX.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) have volatilities of 3.45% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDTL.L | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.36% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 8.68% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.99% | 11.81% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 16.00% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 16.21% | -1.50% |
IDTL.L vs. CSPX.L - Expense Ratio Comparison
Both IDTL.L and CSPX.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%.
Dividends
IDTL.L vs. CSPX.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.39%, while CSPX.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDTL.L iShares Treasury Bond 20+ UCITS | 4.39% | 4.31% | 4.66% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.59% | 2.63% | 2.14% |
Frequently Asked Questions
IDTL.L and CSPX.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IDTL.L and CSPX.L have the same expense ratio: 0.07% per year.
IDTL.L is categorized as Government Bonds, while CSPX.L is S&P 500. IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while CSPX.L tracks S&P 500 Index. They also come from different issuers: iShares and BlackRock.
Find the right allocation for IDTL.L and CSPX.L
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