IDTM.L vs. IHYA.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and IHYA.L (iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)) are both exchange-traded funds - IDTM.L is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while IHYA.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 5 years, IDTM.L returned 33.73%/yr vs 3.99%/yr for IHYA.L. At a 0.16 correlation, their price movements are largely independent. IDTM.L charges 0.07%/yr vs 0.50%/yr for IHYA.L.
Performance
IDTM.L vs. IHYA.L - Performance Comparison
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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 IHYA.L's 1.10% 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%
IHYA.L
- 1D
- 0.09%
- 1M
- 0.19%
- YTD
- 1.10%
- 6M
- 1.75%
- 1Y
- 6.94%
- 3Y*
- 8.29%
- 5Y*
- 3.99%
- 10Y*
- —
IDTM.L vs. IHYA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IHYA.L iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) | 1.10% | 9.49% | 6.98% | 10.64% | -8.87% | 3.72% | 5.07% | 12.63% | -1.30% | 2.90% |
Correlation
The correlation between IDTM.L and IHYA.L is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.16 |
Over the past year, IDTM.L and IHYA.L have become more correlated (0.52) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
IDTM.L vs. IHYA.L — Risk / Return Rank
IDTM.L
IHYA.L
IDTM.L vs. IHYA.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 High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.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.L | IHYA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.38 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.45 | -1.78 |
| Martin ratioReturn relative to average drawdown | 1.99 | 12.30 | -10.31 |
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
| IDTM.L | IHYA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.93 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.59 | -0.16 |
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 | 0.56 | -0.25 |
Drawdowns
IDTM.L vs. IHYA.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum IHYA.L drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for IDTM.L and IHYA.L.
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Drawdown Indicators
| IDTM.L | IHYA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -22.58% | +9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -2.82% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -4.83% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -13.68% | +0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | — | — |
Current DrawdownCurrent decline from peak | -3.05% | -0.31% | -2.74% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -2.23% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 0.56% | +0.83% |
Volatility
IDTM.L vs. IHYA.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 High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) at 1.36%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than IHYA.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.L | IHYA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.36% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 2.87% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 3.58% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 6.81% | +71.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 7.89% | +51.80% |
IDTM.L vs. IHYA.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is lower than IHYA.L's 0.50% expense ratio.
Dividends
IDTM.L vs. IHYA.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, while IHYA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IHYA.L iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) | 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
IDTM.L and IHYA.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTM.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTM.L is cheaper with a 0.07% expense ratio, compared with 0.50% for IHYA.L.
IDTM.L is categorized as Government Bonds, while IHYA.L is High Yield Bonds. IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while IHYA.L tracks Bloomberg US Corporate High Yield TR USD. Their fees differ too: 0.07% for IDTM.L and 0.50% for IHYA.L.
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