IDTM.L vs. UB74.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and UB74.L (UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis) are both Government Bonds funds - IDTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index while UB74.L tracks the Bloomberg US 1-3 Year Treasury Bond Index. Both are passively managed. Over the past 10 years, IDTM.L returned 23.02%/yr vs 1.68%/yr for UB74.L. At a 0.16 correlation, their price movements are largely independent. IDTM.L charges 0.07%/yr vs 0.05%/yr for UB74.L.
Performance
IDTM.L vs. UB74.L - Performance Comparison
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Different Trading Currencies
IDTM.L is traded in USD, while UB74.L is traded in GBp. To make them comparable, the UB74.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 UB74.L's 0.42% return. Over the past 10 years, IDTM.L has outperformed UB74.L with an annualized return of 23.02%, while UB74.L has yielded a comparatively lower 1.68% 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%
UB74.L
- 1D
- 0.17%
- 1M
- 0.27%
- YTD
- 0.42%
- 6M
- 0.99%
- 1Y
- 3.37%
- 3Y*
- 4.05%
- 5Y*
- 1.78%
- 10Y*
- 1.68%
IDTM.L vs. UB74.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% |
UB74.L UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis | 0.42% | 5.33% | 4.00% | 3.54% | -3.88% | -0.34% | 2.59% | 4.28% | 1.07% | 0.03% |
Correlation
The correlation between IDTM.L and UB74.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.16 |
The correlation between IDTM.L and UB74.L shifts across timeframes, from 0.13 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTM.L vs. UB74.L — Risk / Return Rank
IDTM.L
UB74.L
IDTM.L vs. UB74.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 UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.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 | UB74.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.14 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.98 | -2.31 |
| Martin ratioReturn relative to average drawdown | 1.99 | 9.02 | -7.03 |
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 | UB74.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.81 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.35 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.33 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.28 | +0.03 |
Drawdowns
IDTM.L vs. UB74.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, which is greater than UB74.L's maximum drawdown of -7.38%. Use the drawdown chart below to compare losses from any high point for IDTM.L and UB74.L.
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Drawdown Indicators
| IDTM.L | UB74.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -7.38% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -1.13% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -1.55% | -5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -6.96% | -6.25% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | -7.38% | -5.83% |
Current DrawdownCurrent decline from peak | -3.05% | -0.39% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -1.34% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 0.37% | +1.02% |
Volatility
IDTM.L vs. UB74.L - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) has a higher volatility of 1.97% compared to UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) at 1.43%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than UB74.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 | UB74.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.43% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 3.39% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 4.16% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 5.06% | +73.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 5.11% | +54.58% |
IDTM.L vs. UB74.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is higher than UB74.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. UB74.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, less than UB74.L's 3.69% 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% |
UB74.L UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis | 3.69% | 4.94% | 3.67% | 2.23% | 0.41% | 0.36% | 1.68% | 2.28% | 1.10% | 0.65% | 0.62% | 0.41% |
Frequently Asked Questions
IDTM.L and UB74.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UB74.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UB74.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 UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for IDTM.L and 0.05% for UB74.L.
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