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IDTM.L vs. IBTA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTM.L vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDTM.L achieves a -1.47% return, which is significantly lower than IBTA.L's 0.46% return.


IDTM.L

1D
0.21%
1M
-0.61%
YTD
-1.47%
6M
-1.11%
1Y
2.78%
3Y*
2.49%
5Y*
33.73%
10Y*
23.02%

IBTA.L

1D
0.13%
1M
0.13%
YTD
0.46%
6M
0.92%
1Y
3.43%
3Y*
4.23%
5Y*
1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTM.L vs. IBTA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)
-1.47%7.33%1.12%2.88%116.97%187.86%9.38%8.43%-0.05%-0.31%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.46%5.30%4.11%4.15%-3.75%-0.64%3.14%3.58%1.44%-0.05%

Correlation

The correlation between IDTM.L and IBTA.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.77

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

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2017

0.69

The correlation between IDTM.L and IBTA.L has been stable across timeframes, ranging from 0.69 to 0.79 - a consistent structural relationship.

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Return for Risk

IDTM.L vs. IBTA.L — Risk / Return Rank

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

IDTM.L
IDTM.L Risk / Return Rank: 1818
Overall Rank
IDTM.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IDTM.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IDTM.L Omega Ratio Rank: 1818
Omega Ratio Rank
IDTM.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IDTM.L Martin Ratio Rank: 1919
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 8888
Overall Rank
IBTA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9191
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8585
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.

IDTM.L vs. IBTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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.


IDTM.LIBTA.LDifference
Sharpe ratioReturn per unit of total volatility

-2.22

Sortino ratioReturn per unit of downside risk

-3.74

Omega ratioGain probability vs. loss probability

1.10

1.59

-0.49

Calmar ratioReturn relative to maximum drawdown

0.67

4.62

-3.94

Martin ratioReturn relative to average drawdown

1.99

17.47

-15.47

IDTM.L vs. IBTA.L - Sharpe Ratio Comparison

The current IDTM.L Sharpe Ratio is 0.58, which is lower than the IBTA.L Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of IDTM.L and IBTA.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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Sharpe Ratios by Period


IDTM.LIBTA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

2.80

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.93

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.08

-0.77

Drawdowns

IDTM.L vs. IBTA.L - Drawdown Comparison

The maximum IDTM.L drawdown since its inception was -13.21%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for IDTM.L and IBTA.L.


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Drawdown Indicators


IDTM.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.21%

-5.80%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-0.74%

-3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-0.89%

-6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-13.21%

-5.70%

-7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-13.21%

Current Drawdown

Current decline from peak

-3.05%

-0.13%

-2.92%

Average Drawdown

Average peak-to-trough decline

-4.31%

-0.97%

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

0.20%

+1.19%

Volatility

IDTM.L vs. IBTA.L - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) has a higher volatility of 1.97% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.43%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than IBTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDTM.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

0.43%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.48%

0.86%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

1.23%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.73%

2.00%

+76.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.69%

1.76%

+57.93%

IDTM.L vs. IBTA.L - Expense Ratio Comparison

Both IDTM.L and IBTA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IDTM.L vs. IBTA.L - Dividend Comparison

IDTM.L's dividend yield for the trailing twelve months is around 3.25%, while IBTA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)
3.25%3.11%5.23%2.48%66.26%84.42%1.24%1.92%1.82%1.49%1.45%

Frequently Asked Questions


IDTM.L and IBTA.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IDTM.L and IBTA.L have the same expense ratio: 0.07% per year.

IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while IBTA.L tracks ICE US Treasury 1-3 Year Index.

Portfolio Optimizer

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