IDTM.L vs. VUTA.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and VUTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - IDTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index while VUTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, IDTM.L returned 33.73%/yr vs -0.40%/yr for VUTA.L. A 0.67 correlation means they provide meaningful diversification when combined. IDTM.L charges 0.07%/yr vs 0.05%/yr for VUTA.L.
Performance
IDTM.L vs. VUTA.L - Performance Comparison
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Different Trading Currencies
IDTM.L is traded in USD, while VUTA.L is traded in GBP. To make them comparable, the VUTA.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 VUTA.L's -0.21% 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%
VUTA.L
- 1D
- 0.25%
- 1M
- 0.30%
- YTD
- -0.21%
- 6M
- 0.22%
- 1Y
- 3.51%
- 3Y*
- 2.79%
- 5Y*
- -0.40%
- 10Y*
- —
IDTM.L vs. VUTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 7.59% |
VUTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.21% | 6.34% | 0.80% | 3.29% | -12.37% | -1.98% | 7.15% | 7.18% |
Correlation
The correlation between IDTM.L and VUTA.L is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.67 |
The correlation between IDTM.L and VUTA.L shifts across timeframes, from 0.55 (1 year) to 0.71 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTM.L vs. VUTA.L — Risk / Return Rank
IDTM.L
VUTA.L
IDTM.L vs. VUTA.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 Accumulating (VUTA.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 | VUTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.12 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.13 | -0.46 |
| Martin ratioReturn relative to average drawdown | 1.99 | 3.29 | -1.29 |
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 | VUTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | -0.06 | +0.49 |
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 | 0.16 | +0.15 |
Drawdowns
IDTM.L vs. VUTA.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum VUTA.L drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for IDTM.L and VUTA.L.
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Drawdown Indicators
| IDTM.L | VUTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -19.22% | +6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -3.10% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -5.46% | -1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -16.63% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | — | — |
Current DrawdownCurrent decline from peak | -3.05% | -7.43% | +4.38% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -8.42% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.07% | +0.32% |
Volatility
IDTM.L vs. VUTA.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 Accumulating (VUTA.L) at 1.52%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than VUTA.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 | VUTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.52% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 3.71% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 5.01% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 7.03% | +71.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 7.21% | +52.48% |
IDTM.L vs. VUTA.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is higher than VUTA.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. VUTA.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, while VUTA.L has not paid dividends to shareholders.
| 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% |
VUTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTM.L and VUTA.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUTA.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 VUTA.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 VUTA.L.
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