IDTM.L vs. IWDP.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) are both exchange-traded funds - IDTM.L is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while IWDP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, IDTM.L returned 23.02%/yr vs 3.23%/yr for IWDP.L. At a correlation of -0.04, they often move in opposite directions. IDTM.L charges 0.07%/yr vs 0.59%/yr for IWDP.L.
Performance
IDTM.L vs. IWDP.L - Performance Comparison
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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%
IDTM.L vs. IWDP.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% |
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
IDTM.L
IWDP.L
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.L | IWDP.L | Difference | |
|---|---|---|---|
| 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 |
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 | IWDP.L | Difference | |
|---|---|---|---|
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.L | IWDP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.05% | -4.01% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -14.68% | +10.37% |
Ulcer IndexDepth 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.L | IWDP.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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