IDTL.L vs. SWDA.L
Compare and contrast key facts about iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
IDTL.L and SWDA.L 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. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both IDTL.L and SWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDTL.L or SWDA.L.
Key characteristics
| IDTL.L | SWDA.L | |
|---|---|---|
| YTD Return | -3.85% | 18.94% |
| 1Y Return | 8.36% | 25.90% |
| 3Y Return (Ann) | -12.52% | 8.93% |
| 5Y Return (Ann) | -5.08% | 12.38% |
| Sharpe Ratio | 0.59 | 2.57 |
| Sortino Ratio | 0.94 | 3.60 |
| Omega Ratio | 1.11 | 1.49 |
| Calmar Ratio | 0.19 | 4.26 |
| Martin Ratio | 1.56 | 18.81 |
| Ulcer Index | 5.65% | 1.38% |
| Daily Std Dev | 14.94% | 10.04% |
| Max Drawdown | -48.31% | -25.58% |
| Current Drawdown | -40.30% | 0.00% |
Correlation
The correlation between IDTL.L and SWDA.L is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
IDTL.L vs. SWDA.L - Performance Comparison
In the year-to-date period, IDTL.L achieves a -3.85% return, which is significantly lower than SWDA.L's 18.94% 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. SWDA.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than SWDA.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%.
Risk-Adjusted Performance
IDTL.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
Dividends
IDTL.L vs. SWDA.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.28%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDTL.L vs. SWDA.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for IDTL.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
IDTL.L vs. SWDA.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 5.09% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.92%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.