IDTL.L vs. VDTY.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and VDTY.L (Vanguard USD Treasury Bond UCITS ETF) are both Government Bonds funds - IDTL.L tracks the ICE U.S. Treasury 20+ Year Bond Index while VDTY.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 10 years, IDTL.L returned -1.51%/yr vs 0.95%/yr for VDTY.L. Their correlation of 0.92 suggests significant overlap in exposure. IDTL.L charges 0.07%/yr vs 0.05%/yr for VDTY.L.
Performance
IDTL.L vs. VDTY.L - 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 VDTY.L's -0.23% return. Over the past 10 years, IDTL.L has underperformed VDTY.L with an annualized return of -1.51%, while VDTY.L has yielded a comparatively higher 0.95% annualized return.
IDTL.L
- 1D
- 0.36%
- 1M
- -0.22%
- YTD
- -1.14%
- 6M
- -0.52%
- 1Y
- 3.84%
- 3Y*
- -1.56%
- 5Y*
- -6.07%
- 10Y*
- -1.51%
VDTY.L
- 1D
- 0.24%
- 1M
- -0.23%
- YTD
- -0.23%
- 6M
- 0.28%
- 1Y
- 3.52%
- 3Y*
- 2.95%
- 5Y*
- -0.36%
- 10Y*
- 0.95%
IDTL.L vs. VDTY.L - 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% |
VDTY.L Vanguard USD Treasury Bond UCITS ETF | -0.23% | 6.26% | 1.10% | 3.77% | -12.32% | -2.40% | 7.68% | 7.08% | 0.80% | 2.32% |
Correlation
The correlation between IDTL.L and VDTY.L is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2016 | 0.92 |
The correlation between IDTL.L and VDTY.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
IDTL.L vs. VDTY.L — Risk / Return Rank
IDTL.L
VDTY.L
IDTL.L vs. VDTY.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and Vanguard USD Treasury Bond UCITS ETF (VDTY.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 | VDTY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.17 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.16 | -0.66 |
| Martin ratioReturn relative to average drawdown | 1.27 | 3.67 | -2.40 |
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 | VDTY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.97 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | -0.07 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.20 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.20 | -0.27 |
Drawdowns
IDTL.L vs. VDTY.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than VDTY.L's maximum drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for IDTL.L and VDTY.L.
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Drawdown Indicators
| IDTL.L | VDTY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -18.99% | -29.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -2.97% | -4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -5.35% | -13.14% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -16.60% | -26.35% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | -18.99% | -29.32% |
Current DrawdownCurrent decline from peak | -40.36% | -6.76% | -33.60% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -6.62% | -13.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 0.94% | +2.09% |
Volatility
IDTL.L vs. VDTY.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 3.32% compared to Vanguard USD Treasury Bond UCITS ETF (VDTY.L) at 1.42%. This indicates that IDTL.L's price experiences larger fluctuations and is considered to be riskier than VDTY.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 | VDTY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.42% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 2.50% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 3.58% | +6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 5.54% | +9.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 4.86% | +9.75% |
IDTL.L vs. VDTY.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is higher than VDTY.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. VDTY.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.36%, more than VDTY.L's 4.25% 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% |
VDTY.L Vanguard USD Treasury Bond UCITS ETF | 4.25% | 4.29% | 4.31% | 3.40% | 2.09% | 1.21% | 1.54% | 2.34% | 2.33% | 1.57% | 0.99% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, IDTL.L and VDTY.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VDTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTY.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 VDTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IDTL.L and 0.05% for VDTY.L.
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