IDTL.L vs. IUAIX
IDTL.L (iShares Treasury Bond 20+ UCITS) and IUAIX (VY Invesco Equity and Income Portfolio) are both funds - IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while IUAIX is a Diversified Portfolio fund managed by Voya. Over the past 10 years, IDTL.L returned -1.51%/yr vs 8.97%/yr for IUAIX. At a correlation of -0.12, they often move in opposite directions. IDTL.L charges 0.07%/yr vs 0.64%/yr for IUAIX.
Performance
IDTL.L vs. IUAIX - 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 IUAIX's 5.73% return. Over the past 10 years, IDTL.L has underperformed IUAIX with an annualized return of -1.51%, while IUAIX has yielded a comparatively higher 8.97% 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%
IUAIX
- 1D
- -0.31%
- 1M
- 0.31%
- YTD
- 5.73%
- 6M
- 4.85%
- 1Y
- 15.30%
- 3Y*
- 12.73%
- 5Y*
- 6.66%
- 10Y*
- 8.97%
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 | -1.14% | 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 | 5.73% | 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 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2015 | -0.12 |
The correlation between IDTL.L and IUAIX shifts across timeframes, from -0.12 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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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 | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.34 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 2.87 | -2.37 |
| Martin ratioReturn relative to average drawdown | 1.27 | 11.85 | -10.58 |
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 | 0.39 | 1.46 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.57 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.70 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.50 | -0.58 |
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 | -7.62% | -6.04% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -12.62% | -5.87% |
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 | -40.36% | -0.53% | -39.83% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -5.60% | -14.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 1.40% | +1.63% |
Volatility
IDTL.L vs. IUAIX - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 3.32%, while VY Invesco Equity and Income Portfolio (IUAIX) has a volatility of 8.53%. This indicates that IDTL.L experiences smaller price fluctuations and is considered to be less risky than IUAIX 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 | IUAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 8.53% | -5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 10.30% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 11.88% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 12.02% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 13.08% | +1.53% |
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.
Dividends
IDTL.L vs. IUAIX - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, less than IUAIX's 35.53% yield.
| 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% |
IUAIX VY Invesco Equity and Income Portfolio | 35.53% | 37.57% | 10.65% | 7.88% | 18.93% | 2.55% | 5.81% | 7.37% | 9.59% | 4.57% | 6.14% | 11.24% |
Frequently Asked Questions
IDTL.L and IUAIX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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