IDTL.L vs. IUAIX
Compare and contrast key facts about iShares Treasury Bond 20+ UCITS (IDTL.L) and VY Invesco Equity and Income Portfolio (IUAIX).
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. IUAIX is managed by Voya. It was launched on Dec 9, 2001.
Performance
IDTL.L vs. IUAIX - Performance Comparison
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Returns By Period
In the year-to-date period, IDTL.L achieves a -0.48% return, which is significantly lower than IUAIX's 0.66% return. Over the past 10 years, IDTL.L has underperformed IUAIX with an annualized return of -1.29%, while IUAIX has yielded a comparatively higher 8.83% annualized return.
IDTL.L
- 1D
- 0.26%
- 1M
- -1.68%
- YTD
- -0.48%
- 6M
- -0.69%
- 1Y
- -2.99%
- 3Y*
- -2.67%
- 5Y*
- -5.58%
- 10Y*
- -1.29%
IUAIX
- 1D
- 0.09%
- 1M
- -1.89%
- YTD
- 0.66%
- 6M
- 2.15%
- 1Y
- 18.97%
- 3Y*
- 10.84%
- 5Y*
- 6.60%
- 10Y*
- 8.83%
IDTL.L vs. IUAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | -0.48% | 4.67% | -7.18% | 2.22% | -30.42% | -4.71% | 17.11% | 15.67% | -1.84% | 8.97% |
IUAIX VY Invesco Equity and Income Portfolio | 0.66% | 10.78% | 11.87% | 10.24% | -7.48% | 18.85% | 9.99% | 20.06% | -9.44% | 10.92% |
Correlation
The correlation between IDTL.L and IUAIX is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management — when one declines, the other has historically tended to hold steady or rise, cushioning overall portfolio drawdowns.
IDTL.L vs. IUAIX - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than IUAIX's 0.64% expense ratio.
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Return for Risk
IDTL.L vs. IUAIX — Risk / Return Rank
IDTL.L
IUAIX
IDTL.L vs. IUAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and VY Invesco Equity and Income Portfolio (IUAIX). 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 | IUAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 0.95 | -0.97 |
Sortino ratioReturn per unit of downside risk | 0.05 | 1.42 | -1.37 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.17 | 0.68 | -0.85 |
Martin ratioReturn relative to average drawdown | -0.33 | 2.62 | -2.95 |
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 | IUAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.95 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | 0.59 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.70 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.49 | -0.56 |
Drawdowns
IDTL.L vs. IUAIX - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than IUAIX's maximum drawdown of -39.25%. Use the drawdown chart below to compare losses from any high point for IDTL.L and IUAIX.
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Drawdown Indicators
| IDTL.L | IUAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -39.25% | -9.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -5.53% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -16.56% | -26.39% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -29.60% | -18.71% |
Current DrawdownCurrent decline from peak | -39.97% | -3.79% | -36.18% |
Average DrawdownAverage peak-to-trough decline | -20.11% | -5.63% | -14.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 2.80% | +2.16% |
Volatility
IDTL.L vs. IUAIX - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) and VY Invesco Equity and Income Portfolio (IUAIX) have volatilities of 3.30% and 3.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTL.L | IUAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 3.37% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 6.50% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 12.88% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 11.48% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 12.84% | +1.77% |
Dividends
IDTL.L vs. IUAIX - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.33%, less than IUAIX's 37.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.33% | 4.31% | 4.65% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% |
IUAIX VY Invesco Equity and Income Portfolio | 37.32% | 37.57% | 10.65% | 7.88% | 18.93% | 2.55% | 5.81% | 7.37% | 9.59% | 4.57% | 6.14% | 11.24% |