IDTL.L vs. VWRA.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) are both exchange-traded funds - IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while VWRA.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, IDTL.L returned -6.46%/yr vs 10.76%/yr for VWRA.L. At a correlation of -0.05, they often move in opposite directions. IDTL.L charges 0.07%/yr vs 0.22%/yr for VWRA.L.
Performance
IDTL.L vs. VWRA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTL.L achieves a -1.84% return, which is significantly lower than VWRA.L's 9.28% return.
IDTL.L
- 1D
- -0.31%
- 1M
- -0.93%
- YTD
- -1.84%
- 6M
- -0.83%
- 1Y
- 3.79%
- 3Y*
- -1.72%
- 5Y*
- -6.46%
- 10Y*
- -1.75%
VWRA.L
- 1D
- -0.48%
- 1M
- 0.14%
- YTD
- 9.28%
- 6M
- 10.70%
- 1Y
- 25.68%
- 3Y*
- 20.08%
- 5Y*
- 10.76%
- 10Y*
- —
IDTL.L vs. VWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | -1.84% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 4.49% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 9.28% | 22.45% | 17.65% | 22.28% | -18.11% | 18.46% | 16.19% | 7.42% |
Correlation
The correlation between IDTL.L and VWRA.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | -0.05 |
The correlation between IDTL.L and VWRA.L shifts across timeframes, from -0.05 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTL.L vs. VWRA.L — Risk / Return Rank
IDTL.L
VWRA.L
IDTL.L vs. VWRA.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 FTSE All-World UCITS ETF USD Accumulating (VWRA.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 | VWRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 2.91 | -2.42 |
| Martin ratioReturn relative to average drawdown | 1.23 | 12.14 | -10.92 |
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 | VWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.05 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | 0.70 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.76 | -0.84 |
Drawdowns
IDTL.L vs. VWRA.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IDTL.L and VWRA.L.
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Drawdown Indicators
| IDTL.L | VWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -33.62% | -14.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -8.78% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -18.59% | -16.26% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -26.06% | -16.94% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | — | — |
Current DrawdownCurrent decline from peak | -40.77% | -2.80% | -37.97% |
Average DrawdownAverage peak-to-trough decline | -20.42% | -5.37% | -15.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.11% | +0.98% |
Volatility
IDTL.L vs. VWRA.L - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 3.45%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.96%. This indicates that IDTL.L experiences smaller price fluctuations and is considered to be less risky than VWRA.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 | VWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.96% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 9.93% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.99% | 12.51% | -2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 15.35% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 17.24% | -2.53% |
IDTL.L vs. VWRA.L - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than VWRA.L's 0.22% expense ratio. Despite the difference, 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. VWRA.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.39%, while VWRA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.39% | 4.31% | 4.66% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.59% | 2.63% | 2.14% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTL.L and VWRA.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTL.L is cheaper with a 0.07% expense ratio, compared with 0.22% for VWRA.L.
IDTL.L is categorized as Government Bonds, while VWRA.L is Global Equities. IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while VWRA.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IDTL.L and 0.22% for VWRA.L.
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