IDTM.L vs. VUTY.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and VUTY.L (Vanguard USD Treasury Bond UCITS ETF Distributing) are both Government Bonds funds - IDTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index while VUTY.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 0.89%/yr for VUTY.L. A 0.61 correlation means they provide meaningful diversification when combined. IDTM.L charges 0.07%/yr vs 0.05%/yr for VUTY.L.
Performance
IDTM.L vs. VUTY.L - Performance Comparison
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Different Trading Currencies
IDTM.L is traded in USD, while VUTY.L is traded in GBP. To make them comparable, the VUTY.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 VUTY.L's -0.45% return. Over the past 10 years, IDTM.L has outperformed VUTY.L with an annualized return of 23.02%, while VUTY.L has yielded a comparatively lower 0.89% 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%
VUTY.L
- 1D
- -0.29%
- 1M
- 0.02%
- YTD
- -0.45%
- 6M
- -0.06%
- 1Y
- 3.28%
- 3Y*
- 2.76%
- 5Y*
- -0.46%
- 10Y*
- 0.89%
IDTM.L vs. VUTY.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% |
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | -0.45% | 6.33% | 0.84% | 3.23% | -12.36% | -2.01% | 7.17% | 7.86% | 0.60% | 2.04% |
Correlation
The correlation between IDTM.L and VUTY.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 (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2016 | 0.61 |
The correlation between IDTM.L and VUTY.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. VUTY.L — Risk / Return Rank
IDTM.L
VUTY.L
IDTM.L vs. VUTY.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 Distributing (VUTY.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 | VUTY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.12 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.19 | -0.52 |
| Martin ratioReturn relative to average drawdown | 1.99 | 3.50 | -1.50 |
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 | VUTY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.73 | -0.14 |
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 | 0.13 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.13 | +0.19 |
Drawdowns
IDTM.L vs. VUTY.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum VUTY.L drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for IDTM.L and VUTY.L.
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Drawdown Indicators
| IDTM.L | VUTY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -19.23% | +6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -3.02% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -5.45% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -16.66% | +3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | -19.23% | +6.02% |
Current DrawdownCurrent decline from peak | -3.05% | -7.67% | +4.62% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -6.93% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.03% | +0.36% |
Volatility
IDTM.L vs. VUTY.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 Distributing (VUTY.L) at 1.54%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than VUTY.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 | VUTY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.54% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 3.61% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 4.95% | -0.17% |
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% | 6.79% | +52.90% |
IDTM.L vs. VUTY.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is higher than VUTY.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. VUTY.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, less than VUTY.L's 4.27% 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% |
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | 4.27% | 4.40% | 4.00% | 3.47% | 2.06% | 1.19% | 1.64% | 2.42% | 2.24% | 1.64% | 0.92% |
Frequently Asked Questions
IDTM.L and VUTY.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, VUTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUTY.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 VUTY.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 VUTY.L.
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