IDTM.L vs. VDTY.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and VDTY.L (Vanguard USD Treasury Bond UCITS ETF) are both Government Bonds funds - IDTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index while VDTY.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 10 years, IDTM.L returned 23.02%/yr vs 0.95%/yr for VDTY.L. Their correlation of 0.95 suggests significant overlap in exposure. IDTM.L charges 0.07%/yr vs 0.05%/yr for VDTY.L.
Performance
IDTM.L vs. VDTY.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 VDTY.L's -0.23% return. Over the past 10 years, IDTM.L has outperformed VDTY.L with an annualized return of 23.02%, while VDTY.L has yielded a comparatively lower 0.95% 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%
VDTY.L
- 1D
- 0.24%
- 1M
- 0.17%
- YTD
- -0.23%
- 6M
- 0.04%
- 1Y
- 3.47%
- 3Y*
- 2.95%
- 5Y*
- -0.36%
- 10Y*
- 0.95%
IDTM.L vs. VDTY.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% |
VDTY.L Vanguard USD Treasury Bond UCITS ETF | -0.23% | 6.26% | 1.10% | 3.77% | -12.32% | -2.40% | 7.68% | 7.08% | 0.80% | 2.32% |
Correlation
The correlation between IDTM.L and VDTY.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2016 | 0.95 |
The correlation between IDTM.L and VDTY.L has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
IDTM.L vs. VDTY.L — Risk / Return Rank
IDTM.L
VDTY.L
IDTM.L vs. VDTY.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 Vanguard USD Treasury Bond UCITS ETF (VDTY.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 | VDTY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.17 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.16 | -0.49 |
| Martin ratioReturn relative to average drawdown | 1.99 | 3.67 | -1.67 |
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 | VDTY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.97 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | -0.07 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.20 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.20 | +0.12 |
Drawdowns
IDTM.L vs. VDTY.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum VDTY.L drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for IDTM.L and VDTY.L.
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Drawdown Indicators
| IDTM.L | VDTY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -18.99% | +5.78% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -2.97% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -5.35% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -16.60% | +3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | -18.99% | +5.78% |
Current DrawdownCurrent decline from peak | -3.05% | -6.76% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -6.62% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 0.94% | +0.45% |
Volatility
IDTM.L vs. VDTY.L - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) has a higher volatility of 1.97% compared to Vanguard USD Treasury Bond UCITS ETF (VDTY.L) at 1.42%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than VDTY.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 | VDTY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.42% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 2.50% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 3.58% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 5.54% | +73.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 4.86% | +54.83% |
IDTM.L vs. VDTY.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is higher than VDTY.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. VDTY.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, less than VDTY.L's 4.25% 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% |
VDTY.L Vanguard USD Treasury Bond UCITS ETF | 4.25% | 4.29% | 4.31% | 3.40% | 2.09% | 1.21% | 1.54% | 2.34% | 2.33% | 1.57% | 0.99% |
Frequently Asked Questions
With a correlation of 0.95, IDTM.L and VDTY.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VDTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTY.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 VDTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IDTM.L and 0.05% for VDTY.L.
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