IDTL.L vs. IUIT.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, IDTL.L returned -1.51%/yr vs 26.33%/yr for IUIT.L. At a correlation of -0.07, they often move in opposite directions. IDTL.L charges 0.07%/yr vs 0.15%/yr for IUIT.L.
Performance
IDTL.L vs. IUIT.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 IUIT.L's 23.04% return. Over the past 10 years, IDTL.L has underperformed IUIT.L with an annualized return of -1.51%, while IUIT.L has yielded a comparatively higher 26.33% 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%
IUIT.L
- 1D
- -2.11%
- 1M
- 13.14%
- YTD
- 23.04%
- 6M
- 22.75%
- 1Y
- 51.87%
- 3Y*
- 34.42%
- 5Y*
- 24.18%
- 10Y*
- 26.33%
IDTL.L vs. IUIT.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% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 23.04% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 43.14% | 48.90% | -1.41% | 38.43% |
Correlation
The correlation between IDTL.L and IUIT.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2015 | -0.07 |
The correlation between IDTL.L and IUIT.L shifts across timeframes, from -0.07 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTL.L vs. IUIT.L — Risk / Return Rank
IDTL.L
IUIT.L
IDTL.L vs. IUIT.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 S&P 500 Information Technology Sector UCITS ETF (IUIT.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 | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 3.03 | -2.53 |
| Martin ratioReturn relative to average drawdown | 1.27 | 8.99 | -7.71 |
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 | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 2.55 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 1.02 | -1.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 1.20 | -1.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 1.16 | -1.24 |
Drawdowns
IDTL.L vs. IUIT.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for IDTL.L and IUIT.L.
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Drawdown Indicators
| IDTL.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -33.46% | -14.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -17.03% | +9.41% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -26.40% | +7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -33.46% | -9.49% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -33.46% | -14.85% |
Current DrawdownCurrent decline from peak | -40.36% | -3.14% | -37.22% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -6.02% | -14.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 5.76% | -2.73% |
Volatility
IDTL.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 3.32%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.49%. This indicates that IDTL.L experiences smaller price fluctuations and is considered to be less risky than IUIT.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 | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 7.49% | -4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 15.53% | -8.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 20.28% | -10.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 23.61% | -8.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 22.47% | -7.86% |
IDTL.L vs. IUIT.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than IUIT.L's 0.15% 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. IUIT.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, while IUIT.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% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 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 IUIT.L have a correlation of 0.17, 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 0.15% for IUIT.L.
IDTL.L is categorized as Government Bonds, while IUIT.L is Technology Equities. IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for IDTL.L and 0.15% for IUIT.L.
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