IDTL.L vs. ISAC.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and ISAC.L (iShares MSCI ACWI 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 ISAC.L is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 10 years, IDTL.L returned -1.51%/yr vs 12.63%/yr for ISAC.L. At a correlation of -0.12, they often move in opposite directions. IDTL.L charges 0.07%/yr vs 0.20%/yr for ISAC.L.
Performance
IDTL.L vs. ISAC.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTL.L achieves a -1.14% return, which is significantly lower than ISAC.L's 11.54% return. Over the past 10 years, IDTL.L has underperformed ISAC.L with an annualized return of -1.51%, while ISAC.L has yielded a comparatively higher 12.63% annualized return.
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%
ISAC.L
- 1D
- -0.10%
- 1M
- 4.26%
- YTD
- 11.54%
- 6M
- 13.01%
- 1Y
- 28.81%
- 3Y*
- 21.19%
- 5Y*
- 11.38%
- 10Y*
- 12.63%
IDTL.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.54% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -9.73% | 24.39% |
Correlation
The correlation between IDTL.L and ISAC.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2015 | -0.12 |
The correlation between IDTL.L and ISAC.L shifts across timeframes, from -0.12 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTL.L vs. ISAC.L — Risk / Return Rank
IDTL.L
ISAC.L
IDTL.L vs. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.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 | ISAC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.43 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 3.27 | -2.77 |
| Martin ratioReturn relative to average drawdown | 1.27 | 13.72 | -12.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDTL.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 2.31 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.73 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.79 | -0.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.75 | -0.83 |
Drawdowns
IDTL.L vs. ISAC.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than ISAC.L's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for IDTL.L and ISAC.L.
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Drawdown Indicators
| IDTL.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -33.82% | -14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -8.77% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -16.56% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -26.07% | -16.88% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -33.82% | -14.49% |
Current DrawdownCurrent decline from peak | -40.36% | -0.72% | -39.64% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -4.69% | -15.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.10% | +0.93% |
Volatility
IDTL.L vs. ISAC.L - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 3.32%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.84%. This indicates that IDTL.L experiences smaller price fluctuations and is considered to be less risky than ISAC.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.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.84% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 9.77% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 12.40% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 15.57% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 15.95% | -1.34% |
IDTL.L vs. ISAC.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than ISAC.L's 0.20% 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%.
Dividends
IDTL.L vs. ISAC.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, while ISAC.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ISAC.L iShares MSCI ACWI 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% |
Frequently Asked Questions
IDTL.L and ISAC.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTL.L is cheaper with a 0.07% expense ratio, compared with 0.20% for ISAC.L.
IDTL.L is categorized as Government Bonds, while ISAC.L is Global Equities. IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while ISAC.L tracks MSCI ACWI Index. Their fees differ too: 0.07% for IDTL.L and 0.20% for ISAC.L.
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