IDTL.L vs. ZROZ
Compare and contrast key facts about iShares Treasury Bond 20+ UCITS (IDTL.L) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ).
IDTL.L and ZROZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDTL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jan 20, 2015. ZROZ is a passively managed fund by PIMCO that tracks the performance of the BofA Merrill Lynch Long Treasury Principal STRIPS Index. It was launched on Oct 30, 2009. Both IDTL.L and ZROZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDTL.L or ZROZ.
Key characteristics
| IDTL.L | ZROZ | |
|---|---|---|
| YTD Return | -3.85% | -8.47% |
| 1Y Return | 8.36% | 10.99% |
| 3Y Return (Ann) | -12.52% | -19.05% |
| 5Y Return (Ann) | -5.08% | -8.27% |
| Sharpe Ratio | 0.59 | 0.31 |
| Sortino Ratio | 0.94 | 0.59 |
| Omega Ratio | 1.11 | 1.07 |
| Calmar Ratio | 0.19 | 0.12 |
| Martin Ratio | 1.56 | 0.72 |
| Ulcer Index | 5.65% | 10.06% |
| Daily Std Dev | 14.94% | 23.36% |
| Max Drawdown | -48.31% | -62.93% |
| Current Drawdown | -40.30% | -54.94% |
Correlation
The correlation between IDTL.L and ZROZ is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IDTL.L vs. ZROZ - Performance Comparison
In the year-to-date period, IDTL.L achieves a -3.85% return, which is significantly higher than ZROZ's -8.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IDTL.L vs. ZROZ - Expense Ratio Comparison
IDTL.L has a 0.07% expense ratio, which is lower than ZROZ's 0.15% 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%.
Risk-Adjusted Performance
IDTL.L vs. ZROZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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.
Dividends
IDTL.L vs. ZROZ - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.28%, more than ZROZ's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.28% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.06% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% | 4.28% |
Drawdowns
IDTL.L vs. ZROZ - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for IDTL.L and ZROZ. For additional features, visit the drawdowns tool.
Volatility
IDTL.L vs. ZROZ - Volatility Comparison
The current volatility for iShares Treasury Bond 20+ UCITS (IDTL.L) is 5.09%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 8.53%. This indicates that IDTL.L experiences smaller price fluctuations and is considered to be less risky than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.