IDTL.L vs. GOLD
Compare and contrast key facts about iShares Treasury Bond 20+ UCITS (IDTL.L) and Barrick Gold Corporation (GOLD).
IDTL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jan 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDTL.L or GOLD.
Key characteristics
| IDTL.L | GOLD | |
|---|---|---|
| YTD Return | -4.65% | -4.23% |
| 1Y Return | 8.53% | 15.16% |
| 3Y Return (Ann) | -12.04% | -3.55% |
| 5Y Return (Ann) | -5.58% | 3.11% |
| Sharpe Ratio | 0.41 | 0.43 |
| Sortino Ratio | 0.70 | 0.81 |
| Omega Ratio | 1.08 | 1.10 |
| Calmar Ratio | 0.14 | 0.21 |
| Martin Ratio | 1.08 | 1.51 |
| Ulcer Index | 5.70% | 9.56% |
| Daily Std Dev | 14.94% | 33.87% |
| Max Drawdown | -48.31% | -88.52% |
| Current Drawdown | -40.80% | -61.17% |
Correlation
The correlation between IDTL.L and GOLD is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IDTL.L vs. GOLD - Performance Comparison
In the year-to-date period, IDTL.L achieves a -4.65% return, which is significantly lower than GOLD's -4.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IDTL.L vs. GOLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and Barrick Gold Corporation (GOLD). 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.
Dividends
IDTL.L vs. GOLD - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.32%, more than GOLD's 2.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.32% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% | 0.00% | 0.00% |
GOLD Barrick Gold Corporation | 2.35% | 2.21% | 3.78% | 4.11% | 1.36% | 0.70% | 1.40% | 0.83% | 0.50% | 1.89% | 1.86% | 2.83% |
Drawdowns
IDTL.L vs. GOLD - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, smaller than the maximum GOLD drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for IDTL.L and GOLD. For additional features, visit the drawdowns tool.
Volatility
IDTL.L vs. GOLD - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 5.06%, while Barrick Gold Corporation (GOLD) has a volatility of 9.85%. This indicates that IDTL.L experiences smaller price fluctuations and is considered to be less risky than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.