IDTL.L vs. ICSH
Compare and contrast key facts about iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares Ultra Short-Term Bond ETF (ICSH).
IDTL.L and ICSH 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. ICSH is an actively managed fund by iShares. It was launched on Dec 11, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDTL.L or ICSH.
Key characteristics
| IDTL.L | ICSH | |
|---|---|---|
| YTD Return | -3.85% | 4.85% |
| 1Y Return | 8.36% | 5.96% |
| 3Y Return (Ann) | -12.52% | 3.77% |
| 5Y Return (Ann) | -5.08% | 2.68% |
| Sharpe Ratio | 0.59 | 13.66 |
| Sortino Ratio | 0.94 | 37.60 |
| Omega Ratio | 1.11 | 8.63 |
| Calmar Ratio | 0.19 | 85.93 |
| Martin Ratio | 1.56 | 544.13 |
| Ulcer Index | 5.65% | 0.01% |
| Daily Std Dev | 14.94% | 0.44% |
| Max Drawdown | -48.31% | -3.94% |
| Current Drawdown | -40.30% | 0.00% |
Correlation
The correlation between IDTL.L and ICSH 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. ICSH - Performance Comparison
In the year-to-date period, IDTL.L achieves a -3.85% return, which is significantly lower than ICSH's 4.85% 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. ICSH - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than ICSH's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IDTL.L vs. ICSH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares Ultra Short-Term Bond ETF (ICSH). 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. ICSH - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.28%, less than ICSH's 5.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.28% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% | 0.00% |
ICSH iShares Ultra Short-Term Bond ETF | 5.27% | 4.78% | 1.66% | 0.42% | 1.22% | 2.60% | 2.19% | 1.36% | 0.88% | 0.54% | 0.46% |
Drawdowns
IDTL.L vs. ICSH - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for IDTL.L and ICSH. For additional features, visit the drawdowns tool.
Volatility
IDTL.L vs. ICSH - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 5.09% compared to iShares Ultra Short-Term Bond ETF (ICSH) at 0.12%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.