IDTM.L vs. XUT3.L
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and XUT3.L (Xtrackers II US Treasuries 1-3 UCITS ETF 1D) are both Government Bonds funds - IDTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index while XUT3.L tracks the iBoxx USD Treasuries 1-3 Index. Both are passively managed. Over the past 10 years, IDTM.L returned 23.02%/yr vs 1.74%/yr for XUT3.L. A 0.63 correlation means they provide meaningful diversification when combined. IDTM.L charges 0.07%/yr vs 0.06%/yr for XUT3.L.
Performance
IDTM.L vs. XUT3.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 XUT3.L's 0.54% return. Over the past 10 years, IDTM.L has outperformed XUT3.L with an annualized return of 23.02%, while XUT3.L has yielded a comparatively lower 1.74% 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%
XUT3.L
- 1D
- 0.10%
- 1M
- 0.12%
- YTD
- 0.54%
- 6M
- 0.93%
- 1Y
- 3.45%
- 3Y*
- 4.17%
- 5Y*
- 1.86%
- 10Y*
- 1.74%
IDTM.L vs. XUT3.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% |
XUT3.L Xtrackers II US Treasuries 1-3 UCITS ETF 1D | 0.54% | 5.06% | 4.13% | 4.10% | -3.60% | -0.62% | 2.95% | 3.56% | 1.44% | 0.27% |
Correlation
The correlation between IDTM.L and XUT3.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2009 | 0.63 |
The correlation between IDTM.L and XUT3.L shifts across timeframes, from 0.63 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTM.L vs. XUT3.L — Risk / Return Rank
IDTM.L
XUT3.L
IDTM.L vs. XUT3.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 II US Treasuries 1-3 UCITS ETF 1D (XUT3.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 | XUT3.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -4.18 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.67 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 5.10 | -4.42 |
| Martin ratioReturn relative to average drawdown | 1.99 | 20.02 | -18.02 |
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 | XUT3.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 3.06 | -2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.98 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 1.16 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.14 | -0.82 |
Drawdowns
IDTM.L vs. XUT3.L - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, which is greater than XUT3.L's maximum drawdown of -5.45%. Use the drawdown chart below to compare losses from any high point for IDTM.L and XUT3.L.
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Drawdown Indicators
| IDTM.L | XUT3.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -5.45% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -0.67% | -3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -0.91% | -6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -5.45% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | -5.45% | -7.76% |
Current DrawdownCurrent decline from peak | -3.05% | -0.12% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -0.72% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 0.17% | +1.22% |
Volatility
IDTM.L vs. XUT3.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 II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) at 0.41%. This indicates that IDTM.L's price experiences larger fluctuations and is considered to be riskier than XUT3.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 | XUT3.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 0.41% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 0.80% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 1.13% | +3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 1.90% | +76.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 1.50% | +58.19% |
IDTM.L vs. XUT3.L - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is higher than XUT3.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. XUT3.L - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, more than XUT3.L's 2.84% 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% |
XUT3.L Xtrackers II US Treasuries 1-3 UCITS ETF 1D | 2.84% | 2.70% | 2.35% | 1.80% | 1.00% | 2.89% | 2.43% | 1.16% | 1.00% | 0.69% | 0.00% |
Frequently Asked Questions
IDTM.L and XUT3.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUT3.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUT3.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 XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IDTM.L and 0.06% for XUT3.L.
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