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IDTL.L vs. UB82.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTL.L vs. UB82.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Bond 20+ UCITS (IDTL.L) and UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDTL.L is traded in USD, while UB82.L is traded in GBp. To make them comparable, the UB82.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 1.10% return, which is significantly higher than UB82.L's 0.03% return. Over the past 10 years, IDTL.L has underperformed UB82.L with an annualized return of -1.77%, while UB82.L has yielded a comparatively higher 0.41% 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%

UB82.L

1D
0.00%
1M
0.35%
YTD
0.03%
6M
0.40%
1Y
2.26%
3Y*
2.49%
5Y*
-1.09%
10Y*
0.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTL.L vs. UB82.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UB82.L
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
0.03%7.12%-0.35%2.88%-15.03%-2.73%9.20%9.70%0.34%2.18%

Correlation

The correlation between IDTL.L and UB82.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.66

Over the past year, the correlation between IDTL.L and UB82.L has dropped to 0.30 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

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Return for Risk

IDTL.L vs. UB82.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDTL.L
IDTL.L Risk / Return Rank: 1717
Overall Rank
IDTL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IDTL.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IDTL.L Omega Ratio Rank: 1616
Omega Ratio Rank
IDTL.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IDTL.L Martin Ratio Rank: 1717
Martin Ratio Rank

UB82.L
UB82.L Risk / Return Rank: 2727
Overall Rank
UB82.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UB82.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
UB82.L Omega Ratio Rank: 2626
Omega Ratio Rank
UB82.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
UB82.L Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDTL.L vs. UB82.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.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.LUB82.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.69

1.16

-0.47

Martin ratioReturn relative to average drawdown

1.66

2.73

-1.07

IDTL.L vs. UB82.L - Sharpe Ratio Comparison

The current IDTL.L Sharpe Ratio is 0.53, which is comparable to the UB82.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of IDTL.L and UB82.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IDTL.L vs. UB82.L - Drawdown Comparison

The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than UB82.L's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for IDTL.L and UB82.L.


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Drawdown Indicators


IDTL.LUB82.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.31%

-42.43%

-5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-1.94%

-5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-18.16%

-7.59%

-10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-43.00%

-21.26%

-21.74%

Max Drawdown (10Y)

Largest decline over 10 years

-48.31%

-23.83%

-24.48%

Current Drawdown

Current decline from peak

-39.00%

-27.71%

-11.29%

Average Drawdown

Average peak-to-trough decline

-20.51%

-31.15%

+10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

0.83%

+2.38%

Volatility

IDTL.L vs. UB82.L - Volatility Comparison

iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 2.35% compared to UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) at 1.61%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than UB82.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.LUB82.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

1.61%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

6.88%

3.67%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

4.57%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

8.42%

+6.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

7.85%

+6.83%

IDTL.L vs. UB82.L - Expense Ratio Comparison

IDTL.L has a 0.07% expense ratio, which is higher than UB82.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. UB82.L - Dividend Comparison

IDTL.L's dividend yield for the trailing twelve months is around 4.61%, more than UB82.L's 3.04% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UB82.L
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
3.04%2.20%2.49%2.80%1.34%1.02%1.82%1.98%2.70%1.92%0.84%0.83%

Frequently Asked Questions


IDTL.L and UB82.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB82.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB82.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 UB82.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for IDTL.L and 0.05% for UB82.L.

Portfolio Optimizer

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