IDTM.L vs. XT01.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and XT01.L (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) are both Government Bonds funds - IDTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index while XT01.L tracks the FTSE US Treasury Short Duration Index. Both are passively managed. Over the past 5 years, IDTM.L returned 33.73%/yr vs 3.37%/yr for XT01.L. At a correlation of -0.02, they often move in opposite directions. IDTM.L charges 0.07%/yr vs 0.06%/yr for XT01.L.
Performance
IDTM.L vs. XT01.L - Performance Comparison
Loading charts...
Different Trading Currencies
IDTM.L is traded in USD, while XT01.L is traded in GBP. To make them comparable, the XT01.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 XT01.L's 1.35% 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%
XT01.L
- 1D
- 0.15%
- 1M
- 0.42%
- YTD
- 1.35%
- 6M
- 1.89%
- 1Y
- 3.98%
- 3Y*
- 4.64%
- 5Y*
- 3.37%
- 10Y*
- —
IDTM.L vs. XT01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDTM.L iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) | -1.47% | 7.33% | 1.12% | 2.88% | 116.97% | 187.86% | -1.20% |
XT01.L Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 1.35% | 4.54% | 5.13% | 4.49% | 0.82% | 0.44% | 0.55% |
Correlation
The correlation between IDTM.L and XT01.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | -0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDTM.L vs. XT01.L — Risk / Return Rank
IDTM.L
XT01.L
IDTM.L vs. XT01.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 Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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 | XT01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.17 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 4.57 | -3.89 |
| Martin ratioReturn relative to average drawdown | 1.99 | 13.51 | -11.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDTM.L | XT01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.95 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.71 | -0.28 |
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 | 0.64 | -0.32 |
Drawdowns
IDTM.L vs. XT01.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, which is greater than XT01.L's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for IDTM.L and XT01.L.
Loading charts...
Drawdown Indicators
| IDTM.L | XT01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -2.42% | -10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -0.87% | -3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -1.04% | -6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -2.42% | -10.79% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | — | — |
Current DrawdownCurrent decline from peak | -3.05% | -0.18% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -0.49% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 0.29% | +1.10% |
Volatility
IDTM.L vs. XT01.L - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) has a higher volatility of 1.97% compared to Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) at 1.48%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than XT01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDTM.L | XT01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.48% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 3.50% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 4.18% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 4.75% | +73.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 4.72% | +54.97% |
IDTM.L vs. XT01.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is higher than XT01.L's 0.06% 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. XT01.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, while XT01.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% |
XT01.L Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 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 XT01.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XT01.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XT01.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IDTM.L.
IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while XT01.L tracks FTSE US Treasury Short Duration Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IDTM.L and 0.06% for XT01.L.
Find the right allocation for IDTM.L and XT01.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer