IDTL.L vs. TRS5.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and TRS5.L (SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF) are both Government Bonds funds - IDTL.L tracks the ICE U.S. Treasury 20+ Year Bond Index while TRS5.L tracks the Bloomberg US 3-7 Year Treasury Bond Index. Both are passively managed. Over the past 10 years, IDTL.L returned -1.77%/yr vs 1.21%/yr for TRS5.L. A 0.75 correlation means they provide meaningful diversification when combined. IDTL.L charges 0.07%/yr vs 0.05%/yr for TRS5.L.
Performance
IDTL.L vs. TRS5.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTL.L achieves a 1.10% return, which is significantly higher than TRS5.L's -0.06% return. Over the past 10 years, IDTL.L has underperformed TRS5.L with an annualized return of -1.77%, while TRS5.L has yielded a comparatively higher 1.21% annualized return.
IDTL.L
- 1D
- 0.31%
- 1M
- 3.31%
- YTD
- 1.10%
- 6M
- 1.72%
- 1Y
- 5.32%
- 3Y*
- -1.33%
- 5Y*
- -6.00%
- 10Y*
- -1.77%
TRS5.L
- 1D
- 0.18%
- 1M
- 0.61%
- YTD
- -0.06%
- 6M
- 0.36%
- 1Y
- 3.01%
- 3Y*
- 3.87%
- 5Y*
- 0.46%
- 10Y*
- 1.21%
IDTL.L vs. TRS5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 1.10% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 15.70% | -1.91% | 9.06% |
TRS5.L SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF | -0.06% | 7.28% | 2.01% | 4.18% | -9.49% | -2.44% | 6.78% | 5.43% | 1.21% | 0.99% |
Correlation
The correlation between IDTL.L and TRS5.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2016 | 0.75 |
The correlation between IDTL.L and TRS5.L has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
IDTL.L vs. TRS5.L — Risk / Return Rank
IDTL.L
TRS5.L
IDTL.L vs. TRS5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDTL.L | TRS5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.20 | -0.51 |
| Martin ratioReturn relative to average drawdown | 1.66 | 3.39 | -1.73 |
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Drawdowns
IDTL.L vs. TRS5.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than TRS5.L's maximum drawdown of -14.35%. Use the drawdown chart below to compare losses from any high point for IDTL.L and TRS5.L.
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Drawdown Indicators
| IDTL.L | TRS5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -14.35% | -33.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -2.50% | -5.22% |
Max Drawdown (3Y)Largest decline over 3 years | -18.16% | -3.72% | -14.44% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -13.64% | -29.36% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -14.35% | -33.96% |
Current DrawdownCurrent decline from peak | -39.00% | -1.27% | -37.73% |
Average DrawdownAverage peak-to-trough decline | -20.51% | -3.79% | -16.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 0.89% | +2.32% |
Volatility
IDTL.L vs. TRS5.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 2.35% compared to SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.L) at 0.87%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than TRS5.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 | TRS5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 0.87% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 6.88% | 2.19% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.96% | 2.86% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 4.72% | +10.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 3.76% | +10.92% |
IDTL.L vs. TRS5.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is higher than TRS5.L's 0.05% 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. TRS5.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.61%, more than TRS5.L's 3.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.61% | 4.31% | 4.66% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.59% | 2.63% | 2.14% |
TRS5.L SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF | 3.92% | 3.68% | 3.24% | 1.97% | 1.12% | 0.98% | 1.66% | 2.13% | 1.66% | 1.40% | 0.47% | 0.00% |
Frequently Asked Questions
IDTL.L and TRS5.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRS5.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRS5.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IDTL.L.
IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while TRS5.L tracks Bloomberg US 3-7 Year Treasury Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IDTL.L and 0.05% for TRS5.L.
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