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

Performance

IDTL.L vs. IBTL.L - Performance Comparison

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

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Different Trading Currencies

IDTL.L is traded in USD, while IBTL.L is traded in GBp. To make them comparable, the IBTL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDTL.L achieves a -1.14% return, which is significantly lower than IBTL.L's -0.81% return. Both investments have delivered pretty close results over the past 10 years, with IDTL.L having a -1.51% annualized return and IBTL.L not far ahead at -1.49%.


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%

IBTL.L

1D
0.50%
1M
0.82%
YTD
-0.81%
6M
-0.96%
1Y
4.17%
3Y*
-1.61%
5Y*
-6.05%
10Y*
-1.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTL.L vs. IBTL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
-0.81%4.53%-7.08%1.46%-30.49%-4.19%16.53%16.55%-1.99%8.60%

Correlation

The correlation between IDTL.L and IBTL.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.93

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2015

0.85

The correlation between IDTL.L and IBTL.L has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

IDTL.L vs. IBTL.L — 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

IBTL.L
IBTL.L Risk / Return Rank: 1717
Overall Rank
IBTL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBTL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IBTL.L Omega Ratio Rank: 1616
Omega Ratio Rank
IBTL.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBTL.L Martin Ratio Rank: 1616
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. IBTL.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 USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.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.LIBTL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.07

1.07

0.00

Calmar ratioReturn relative to maximum drawdown

0.50

0.54

-0.04

Martin ratioReturn relative to average drawdown

1.27

1.37

-0.10

IDTL.L vs. IBTL.L - Sharpe Ratio Comparison

The current IDTL.L Sharpe Ratio is 0.39, which is comparable to the IBTL.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IDTL.L and IBTL.L, 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.LIBTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.41

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.39

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

-0.10

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.10

+0.02

Drawdowns

IDTL.L vs. IBTL.L - Drawdown Comparison

The maximum IDTL.L drawdown since its inception was -48.31%, roughly equal to the maximum IBTL.L drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for IDTL.L and IBTL.L.


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Drawdown Indicators


IDTL.LIBTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.31%

-48.48%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-7.69%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-18.45%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-42.95%

-42.83%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-48.31%

-48.48%

+0.17%

Current Drawdown

Current decline from peak

-40.36%

-40.66%

+0.30%

Average Drawdown

Average peak-to-trough decline

-20.41%

-21.58%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.03%

0.00%

Volatility

IDTL.L vs. IBTL.L - Volatility Comparison

iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 3.32% compared to iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) at 3.08%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than IBTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDTL.LIBTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.08%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.59%

6.60%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

9.89%

10.06%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

15.33%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.61%

14.94%

-0.33%

IDTL.L vs. IBTL.L - Expense Ratio Comparison

Both IDTL.L and IBTL.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. IBTL.L - Dividend Comparison

IDTL.L's dividend yield for the trailing twelve months is around 4.36%, which matches IBTL.L's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
4.34%4.32%4.59%3.78%2.96%1.72%1.86%2.54%2.75%2.66%2.44%2.07%
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 IBTL.L have a correlation of 0.89, 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 IBTL.L have the same expense ratio: 0.07% per year.

Both ETFs track ICE U.S. Treasury 20+ Year Bond Index.

Portfolio Optimizer

Find the right allocation for IDTL.L and IBTL.L

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