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

Performance

IDTM.L vs. IWDP.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 Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDTM.L is traded in USD, while IWDP.L is traded in GBp. To make them comparable, the IWDP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDTM.L achieves a -1.47% return, which is significantly lower than IWDP.L's 6.60% return. Over the past 10 years, IDTM.L has outperformed IWDP.L with an annualized return of 23.02%, while IWDP.L has yielded a comparatively lower 3.23% 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%

IWDP.L

1D
0.29%
1M
-1.04%
YTD
6.60%
6M
7.85%
1Y
10.45%
3Y*
8.47%
5Y*
0.69%
10Y*
3.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTM.L vs. IWDP.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%2.18%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
6.60%9.39%-0.46%9.48%-24.03%25.78%-9.82%22.02%-5.75%11.01%

Correlation

The correlation between IDTM.L and IWDP.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.41

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

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

-0.04

The correlation between IDTM.L and IWDP.L shifts across timeframes, from -0.04 (all time) to 0.41 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDTM.L vs. IWDP.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

IWDP.L
IWDP.L Risk / Return Rank: 2929
Overall Rank
IWDP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 2727
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 2929
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. IWDP.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 Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.LIWDP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratioReturn relative to maximum drawdown

0.67

1.02

-0.35

Martin ratioReturn relative to average drawdown

1.99

3.48

-1.49

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

The current IDTM.L Sharpe Ratio is 0.58, which is lower than the IWDP.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IDTM.L and IWDP.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.LIWDP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.90

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.04

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.19

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.14

+0.18

Drawdowns

IDTM.L vs. IWDP.L - Drawdown Comparison

The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum IWDP.L drawdown of -69.98%. Use the drawdown chart below to compare losses from any high point for IDTM.L and IWDP.L.


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Drawdown Indicators


IDTM.LIWDP.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.21%

-69.98%

+56.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-10.16%

+6.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-17.59%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.21%

-33.61%

+20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-13.21%

-42.51%

+29.30%

Current Drawdown

Current decline from peak

-3.05%

-4.01%

+0.96%

Average Drawdown

Average peak-to-trough decline

-4.31%

-14.68%

+10.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.99%

-1.60%

Volatility

IDTM.L vs. IWDP.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) is 1.97%, while iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) has a volatility of 3.53%. This indicates that IDTM.L experiences smaller price fluctuations and is considered to be less risky than IWDP.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.LIWDP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

3.53%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.48%

8.76%

-5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

11.56%

-6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.73%

15.91%

+62.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.69%

17.01%

+42.68%

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

IDTM.L has a 0.07% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.


Dividends

IDTM.L vs. IWDP.L - Dividend Comparison

IDTM.L's dividend yield for the trailing twelve months is around 3.25%, more than IWDP.L's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
3.03%3.13%3.17%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%

Frequently Asked Questions


IDTM.L and IWDP.L have a correlation of 0.40, 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 0.59% for IWDP.L.

IDTM.L is categorized as Government Bonds, while IWDP.L is REIT. IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while IWDP.L tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.07% for IDTM.L and 0.59% for IWDP.L.

Portfolio Optimizer

Find the right allocation for IDTM.L and IWDP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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