IDTL.L vs. TRIS.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and TRIS.L (Invesco US Treasury Bond 0-1 Year UCITS ETF Dist) are both Government Bonds funds - IDTL.L tracks the ICE U.S. Treasury 20+ Year Bond Index while TRIS.L tracks the Bloomberg US Treasury Coupons Index. Both are passively managed. Over the past 5 years, IDTL.L returned -6.07%/yr vs 3.27%/yr for TRIS.L. At a 0.01 correlation, their price movements are largely independent. IDTL.L charges 0.07%/yr vs 0.06%/yr for TRIS.L.
Performance
IDTL.L vs. TRIS.L - Performance Comparison
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Different Trading Currencies
IDTL.L is traded in USD, while TRIS.L is traded in GBp. To make them comparable, the TRIS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDTL.L achieves a -1.14% return, which is significantly lower than TRIS.L's 1.35% 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%
TRIS.L
- 1D
- 0.10%
- 1M
- 0.46%
- YTD
- 1.35%
- 6M
- 1.89%
- 1Y
- 3.90%
- 3Y*
- 4.64%
- 5Y*
- 3.27%
- 10Y*
- —
IDTL.L vs. TRIS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | -1.14% | 4.67% | -7.18% | 2.22% | -30.42% | -4.71% | 12.87% |
TRIS.L Invesco US Treasury Bond 0-1 Year UCITS ETF Dist | 1.35% | 4.55% | 5.06% | 4.48% | 0.53% | 0.33% | 0.82% |
Correlation
The correlation between IDTL.L and TRIS.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2020 | 0.01 |
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Return for Risk
IDTL.L vs. TRIS.L — Risk / Return Rank
IDTL.L
TRIS.L
IDTL.L vs. TRIS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.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 | TRIS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.16 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 4.43 | -3.93 |
| Martin ratioReturn relative to average drawdown | 1.27 | 13.13 | -11.86 |
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 | TRIS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.91 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.68 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.55 | -0.63 |
Drawdowns
IDTL.L vs. TRIS.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than TRIS.L's maximum drawdown of -2.50%. Use the drawdown chart below to compare losses from any high point for IDTL.L and TRIS.L.
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Drawdown Indicators
| IDTL.L | TRIS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -2.50% | -45.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -0.88% | -6.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -1.07% | -17.42% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -2.43% | -40.52% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | — | — |
Current DrawdownCurrent decline from peak | -40.36% | -0.16% | -40.20% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -0.53% | -19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 0.30% | +2.73% |
Volatility
IDTL.L vs. TRIS.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 3.32% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) at 1.59%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than TRIS.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 | TRIS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.59% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 3.54% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 4.27% | +5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 4.80% | +10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 4.93% | +9.68% |
IDTL.L vs. TRIS.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is higher than TRIS.L's 0.06% expense ratio. However, 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. TRIS.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, more than TRIS.L's 4.01% 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% |
TRIS.L Invesco US Treasury Bond 0-1 Year UCITS ETF Dist | 4.01% | 4.26% | 4.87% | 4.68% | 1.52% | 0.10% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTL.L and TRIS.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRIS.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRIS.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IDTL.L.
IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while TRIS.L tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IDTL.L and 0.06% for TRIS.L.
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