IDTM.L vs. IWDA.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and IWDA.L (iShares Core MSCI World 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 IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 10 years, IDTM.L returned 23.02%/yr vs 13.07%/yr for IWDA.L. At a correlation of -0.14, they often move in opposite directions. IDTM.L charges 0.07%/yr vs 0.20%/yr for IWDA.L.
Performance
IDTM.L vs. IWDA.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 IWDA.L's 9.83% return. Over the past 10 years, IDTM.L has outperformed IWDA.L with an annualized return of 23.02%, while IWDA.L has yielded a comparatively lower 13.07% 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%
IWDA.L
- 1D
- 0.10%
- 1M
- 4.07%
- YTD
- 9.83%
- 6M
- 10.98%
- 1Y
- 25.98%
- 3Y*
- 20.77%
- 5Y*
- 11.86%
- 10Y*
- 13.07%
IDTM.L vs. IWDA.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% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 9.83% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 27.13% | -9.01% | 22.77% |
Correlation
The correlation between IDTM.L and IWDA.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2010 | -0.14 |
The correlation between IDTM.L and IWDA.L shifts across timeframes, from -0.14 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTM.L vs. IWDA.L — Risk / Return Rank
IDTM.L
IWDA.L
IDTM.L vs. IWDA.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 Core MSCI World UCITS ETF USD (Acc) (IWDA.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 | IWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 3.11 | -2.44 |
| Martin ratioReturn relative to average drawdown | 1.99 | 13.16 | -11.17 |
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 | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 2.17 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.76 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.82 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.79 | -0.48 |
Drawdowns
IDTM.L vs. IWDA.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for IDTM.L and IWDA.L.
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Drawdown Indicators
| IDTM.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -34.11% | +20.90% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -8.31% | +4.20% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -16.94% | +9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -25.88% | +12.67% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | -34.11% | +20.90% |
Current DrawdownCurrent decline from peak | -3.05% | -0.43% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -4.44% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.97% | -0.58% |
Volatility
IDTM.L vs. IWDA.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) is 1.97%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 3.40%. This indicates that IDTM.L experiences smaller price fluctuations and is considered to be less risky than IWDA.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 | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 3.40% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 9.19% | -5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 11.93% | -7.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 15.68% | +63.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 15.91% | +43.78% |
IDTM.L vs. IWDA.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is lower than IWDA.L's 0.20% 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. IWDA.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, while IWDA.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% |
IWDA.L iShares Core MSCI World 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 IWDA.L have a correlation of 0.31, 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 0.20% for IWDA.L.
IDTM.L is categorized as Government Bonds, while IWDA.L is Global Equities. IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.07% for IDTM.L and 0.20% for IWDA.L.
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