IDTM.L vs. TRSX.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and TRSX.L (SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF) are both Government Bonds funds - IDTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index while TRSX.L tracks the Bloomberg US 7-10 Year Treasury Bond Index. Both are passively managed. Over the past 5 years, IDTM.L returned 33.73%/yr vs -0.98%/yr for TRSX.L. At a 0.28 correlation, their price movements are largely independent. IDTM.L charges 0.07%/yr vs 0.05%/yr for TRSX.L.
Performance
IDTM.L vs. TRSX.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 TRSX.L's -0.05% 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%
TRSX.L
- 1D
- 0.23%
- 1M
- -0.00%
- YTD
- -0.05%
- 6M
- -0.58%
- 1Y
- 3.91%
- 3Y*
- 2.70%
- 5Y*
- -0.98%
- 10Y*
- —
IDTM.L vs. TRSX.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% | -0.56% |
TRSX.L SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | -0.05% | 8.02% | -0.62% | 3.29% | -14.99% | -2.94% | 9.77% | 6.30% | -2.18% | -0.07% |
Correlation
The correlation between IDTM.L and TRSX.L is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2017 | 0.28 |
Over the past year, IDTM.L and TRSX.L have become more correlated (0.64) than their long-term average of 0.28, meaning their price movements have been converging.
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Return for Risk
IDTM.L vs. TRSX.L — Risk / Return Rank
IDTM.L
TRSX.L
IDTM.L vs. TRSX.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 SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.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 | TRSX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.61 | -0.94 |
| Martin ratioReturn relative to average drawdown | 1.99 | 4.19 | -2.19 |
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 | TRSX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.15 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | -0.22 | +0.65 |
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 | 0.15 | +0.17 |
Drawdowns
IDTM.L vs. TRSX.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum TRSX.L drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for IDTM.L and TRSX.L.
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Drawdown Indicators
| IDTM.L | TRSX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -23.50% | +10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -4.05% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -7.35% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -20.96% | +7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | — | — |
Current DrawdownCurrent decline from peak | -3.05% | -10.55% | +7.50% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -11.02% | +6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.25% | -0.86% |
Volatility
IDTM.L vs. TRSX.L - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) has a higher volatility of 1.97% compared to SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) at 1.87%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than TRSX.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 | TRSX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.87% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 3.46% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 5.73% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 13.52% | +65.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 13.53% | +46.16% |
IDTM.L vs. TRSX.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is higher than TRSX.L's 0.05% expense ratio. However, 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. TRSX.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, less than TRSX.L's 4.09% yield.
| 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% |
TRSX.L SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 4.09% | 3.93% | 3.59% | 2.71% | 1.65% | 1.02% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTM.L and TRSX.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRSX.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRSX.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IDTM.L.
IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while TRSX.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IDTM.L and 0.05% for TRSX.L.
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