IDTL.L vs. SXRM.DE
IDTL.L (iShares Treasury Bond 20+ UCITS) and SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) are both Government Bonds funds from iShares - IDTL.L tracks the ICE U.S. Treasury 20+ Year Bond Index while SXRM.DE tracks the ICE US Treasury 7-10 Year. Both are passively managed. Over the past 10 years, IDTL.L returned -1.51%/yr vs 0.77%/yr for SXRM.DE. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.
Performance
IDTL.L vs. SXRM.DE - 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 SXRM.DE's -0.65% return. Over the past 10 years, IDTL.L has underperformed SXRM.DE with an annualized return of -1.51%, while SXRM.DE has yielded a comparatively higher 0.77% 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%
SXRM.DE
- 1D
- 0.24%
- 1M
- -0.05%
- YTD
- -0.65%
- 6M
- -0.61%
- 1Y
- 3.80%
- 3Y*
- 2.71%
- 5Y*
- -0.94%
- 10Y*
- 0.77%
IDTL.L vs. SXRM.DE - 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% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | -0.65% | 8.56% | -0.51% | 3.57% | -14.85% | -3.03% | 9.74% | 9.02% | 0.38% | 2.66% |
Correlation
The correlation between IDTL.L and SXRM.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2015 | 0.88 |
The correlation between IDTL.L and SXRM.DE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
IDTL.L vs. SXRM.DE — Risk / Return Rank
IDTL.L
SXRM.DE
IDTL.L vs. SXRM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). 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 | SXRM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.14 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.94 | -0.44 |
| Martin ratioReturn relative to average drawdown | 1.27 | 2.93 | -1.66 |
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 | SXRM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.82 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | -0.13 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.12 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.24 | -0.32 |
Drawdowns
IDTL.L vs. SXRM.DE - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than SXRM.DE's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for IDTL.L and SXRM.DE.
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Drawdown Indicators
| IDTL.L | SXRM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -23.31% | -25.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -4.02% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -7.24% | -11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -20.90% | -22.05% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -23.31% | -25.00% |
Current DrawdownCurrent decline from peak | -40.36% | -10.40% | -29.96% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -6.91% | -13.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 1.29% | +1.74% |
Volatility
IDTL.L vs. SXRM.DE - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 3.32% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) at 1.83%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than SXRM.DE 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 | SXRM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.83% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 3.40% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 4.64% | +5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 7.37% | +7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 6.30% | +8.31% |
IDTL.L vs. SXRM.DE - Expense Ratio Comparison
Both IDTL.L and SXRM.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IDTL.L vs. SXRM.DE - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, while SXRM.DE 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% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (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 SXRM.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IDTL.L and SXRM.DE have the same expense ratio: 0.07% per year.
IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while SXRM.DE tracks ICE US Treasury 7-10 Year.
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