IDTL.L vs. IBTL
Compare and contrast key facts about iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares iBonds Dec 2031 Term Treasury ETF (IBTL).
IDTL.L and IBTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IBTL is a passively managed fund by iShares that tracks the performance of the ICE 2031 Maturity US Treasury Index. It was launched on Jul 13, 2021. Both IDTL.L and IBTL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDTL.L or IBTL.
Key characteristics
| IDTL.L | IBTL | |
|---|---|---|
| YTD Return | -3.91% | 1.41% |
| 1Y Return | 8.75% | 7.56% |
| 3Y Return (Ann) | -11.82% | -3.87% |
| Sharpe Ratio | 0.63 | 1.14 |
| Sortino Ratio | 1.00 | 1.70 |
| Omega Ratio | 1.12 | 1.20 |
| Calmar Ratio | 0.21 | 0.41 |
| Martin Ratio | 1.65 | 3.53 |
| Ulcer Index | 5.68% | 2.17% |
| Daily Std Dev | 14.95% | 6.71% |
| Max Drawdown | -48.31% | -20.92% |
| Current Drawdown | -40.34% | -12.67% |
Correlation
The correlation between IDTL.L and IBTL is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IDTL.L vs. IBTL - Performance Comparison
In the year-to-date period, IDTL.L achieves a -3.91% return, which is significantly lower than IBTL's 1.41% 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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IDTL.L vs. IBTL - Expense Ratio Comparison
Both IDTL.L and IBTL 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%.
Risk-Adjusted Performance
IDTL.L vs. IBTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares iBonds Dec 2031 Term Treasury ETF (IBTL). 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. IBTL - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.29%, less than IBTL's 4.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.29% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% |
IBTL iShares iBonds Dec 2031 Term Treasury ETF | 4.64% | 3.05% | 2.37% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDTL.L vs. IBTL - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than IBTL's maximum drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for IDTL.L and IBTL. For additional features, visit the drawdowns tool.
Volatility
IDTL.L vs. IBTL - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 5.08% compared to iShares iBonds Dec 2031 Term Treasury ETF (IBTL) at 1.62%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than IBTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.