IDTL.L vs. TRSX.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and TRSX.L (SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF) are both Government Bonds funds - IDTL.L tracks the ICE U.S. Treasury 20+ Year Bond Index while TRSX.L tracks the Bloomberg US 7-10 Year Treasury Bond Index. Both are passively managed. Over the past 10 years, IDTL.L returned -1.57%/yr vs 0.55%/yr for TRSX.L. Their correlation of 0.88 suggests significant overlap in exposure. IDTL.L charges 0.07%/yr vs 0.05%/yr for TRSX.L.
Performance
IDTL.L vs. TRSX.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTL.L achieves a 0.78% return, which is significantly higher than TRSX.L's -0.84% return. Over the past 10 years, IDTL.L has underperformed TRSX.L with an annualized return of -1.57%, while TRSX.L has yielded a comparatively higher 0.55% annualized return.
IDTL.L
- 1D
- 0.94%
- 1M
- 3.97%
- YTD
- 0.78%
- 6M
- 1.40%
- 1Y
- 4.67%
- 3Y*
- -1.34%
- 5Y*
- -6.06%
- 10Y*
- -1.57%
TRSX.L
- 1D
- 0.12%
- 1M
- 0.90%
- YTD
- -0.84%
- 6M
- -0.28%
- 1Y
- 3.01%
- 3Y*
- 2.76%
- 5Y*
- -1.09%
- 10Y*
- 0.55%
IDTL.L vs. TRSX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 0.78% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 15.70% | -1.91% | 9.06% |
TRSX.L SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | -0.84% | 8.40% | -0.27% | 3.37% | -15.02% | -3.14% | 9.54% | 8.79% | 0.61% | 2.71% |
Correlation
The correlation between IDTL.L and TRSX.L is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2016 | 0.88 |
The correlation between IDTL.L and TRSX.L has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
IDTL.L vs. TRSX.L — Risk / Return Rank
IDTL.L
TRSX.L
IDTL.L vs. TRSX.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 7-10 Year US Treasury Bond UCITS ETF (TRSX.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 | TRSX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.12 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 0.77 | -0.17 |
| Martin ratioReturn relative to average drawdown | 1.46 | 2.19 | -0.73 |
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Drawdowns
IDTL.L vs. TRSX.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than TRSX.L's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for IDTL.L and TRSX.L.
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Drawdown Indicators
| IDTL.L | TRSX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -23.62% | -24.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -4.05% | -3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.59% | -7.36% | -11.23% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -21.08% | -21.92% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -23.62% | -24.69% |
Current DrawdownCurrent decline from peak | -39.19% | -10.84% | -28.35% |
Average DrawdownAverage peak-to-trough decline | -20.50% | -8.80% | -11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 1.43% | +1.77% |
Volatility
IDTL.L vs. TRSX.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 2.35% compared to SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) at 1.29%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than TRSX.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 | TRSX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 1.29% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.88% | 3.36% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.96% | 4.49% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 7.44% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 6.32% | +8.36% |
IDTL.L vs. TRSX.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is higher than TRSX.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. TRSX.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.62%, more than TRSX.L's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.62% | 4.31% | 4.66% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.59% | 2.63% | 2.14% |
TRSX.L SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 4.09% | 3.90% | 3.57% | 2.71% | 1.65% | 1.02% | 1.56% | 2.34% | 2.07% | 1.88% | 0.74% | 0.00% |
Frequently Asked Questions
IDTL.L and TRSX.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRSX.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRSX.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 TRSX.L tracks Bloomberg US 7-10 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 TRSX.L.
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