IDTM.L vs. IUIT.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IDTM.L is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, IDTM.L returned 23.02%/yr vs 26.33%/yr for IUIT.L. At a correlation of -0.08, they often move in opposite directions. IDTM.L charges 0.07%/yr vs 0.15%/yr for IUIT.L.
Performance
IDTM.L vs. IUIT.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 IUIT.L's 23.04% return. Over the past 10 years, IDTM.L has underperformed IUIT.L with an annualized return of 23.02%, while IUIT.L has yielded a comparatively higher 26.33% annualized 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%
IUIT.L
- 1D
- -2.11%
- 1M
- 13.14%
- YTD
- 23.04%
- 6M
- 22.75%
- 1Y
- 51.87%
- 3Y*
- 34.42%
- 5Y*
- 24.18%
- 10Y*
- 26.33%
IDTM.L vs. IUIT.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% | 2.18% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 23.04% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 43.14% | 48.90% | -1.41% | 38.43% |
Correlation
The correlation between IDTM.L and IUIT.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2015 | -0.08 |
The correlation between IDTM.L and IUIT.L shifts across timeframes, from -0.08 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTM.L vs. IUIT.L — Risk / Return Rank
IDTM.L
IUIT.L
IDTM.L vs. IUIT.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 S&P 500 Information Technology Sector UCITS ETF (IUIT.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 | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.41 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 3.03 | -2.36 |
| Martin ratioReturn relative to average drawdown | 1.99 | 8.99 | -6.99 |
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 | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 2.55 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.02 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 1.20 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.16 | -0.84 |
Drawdowns
IDTM.L vs. IUIT.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for IDTM.L and IUIT.L.
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Drawdown Indicators
| IDTM.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -33.46% | +20.25% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -17.03% | +12.92% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -26.40% | +19.02% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -33.46% | +20.25% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | -33.46% | +20.25% |
Current DrawdownCurrent decline from peak | -3.05% | -3.14% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -6.02% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 5.76% | -4.37% |
Volatility
IDTM.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) is 1.97%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.49%. This indicates that IDTM.L experiences smaller price fluctuations and is considered to be less risky than IUIT.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 | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 7.49% | -5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 15.53% | -12.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 20.28% | -15.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 23.61% | +55.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 22.47% | +37.22% |
IDTM.L vs. IUIT.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is lower than IUIT.L'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%.
Dividends
IDTM.L vs. IUIT.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, while IUIT.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% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 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 IUIT.L have a correlation of 0.12, 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 0.15% for IUIT.L.
IDTM.L is categorized as Government Bonds, while IUIT.L is Technology Equities. IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for IDTM.L and 0.15% for IUIT.L.
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