IDTM.L vs. ZPRR.DE
IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) and ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) are both exchange-traded funds - IDTM.L is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while ZPRR.DE is a Small Cap Blend Equities fund tracking the Russell 2000®. Both are passively managed. Over the past 10 years, IDTM.L returned 23.02%/yr vs 10.62%/yr for ZPRR.DE. At a correlation of -0.15, they often move in opposite directions. IDTM.L charges 0.07%/yr vs 0.30%/yr for ZPRR.DE.
Performance
IDTM.L vs. ZPRR.DE - Performance Comparison
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Different Trading Currencies
IDTM.L is traded in USD, while ZPRR.DE is traded in EUR. To make them comparable, the ZPRR.DE 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 ZPRR.DE's 16.58% return. Over the past 10 years, IDTM.L has outperformed ZPRR.DE with an annualized return of 23.02%, while ZPRR.DE has yielded a comparatively lower 10.62% 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%
ZPRR.DE
- 1D
- 1.06%
- 1M
- 3.38%
- YTD
- 16.58%
- 6M
- 16.56%
- 1Y
- 40.83%
- 3Y*
- 18.54%
- 5Y*
- 6.11%
- 10Y*
- 10.62%
IDTM.L vs. ZPRR.DE - 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% |
ZPRR.DE SPDR Russell 2000 US Small Cap UCITS ETF | 16.58% | 14.44% | 9.20% | 18.45% | -21.19% | 15.24% | 18.79% | 26.25% | -13.27% | 14.70% |
Correlation
The correlation between IDTM.L and ZPRR.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2014 | -0.15 |
The correlation between IDTM.L and ZPRR.DE shifts across timeframes, from -0.15 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTM.L vs. ZPRR.DE — Risk / Return Rank
IDTM.L
ZPRR.DE
IDTM.L vs. ZPRR.DE - 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 SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE). 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 | ZPRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.36 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 3.95 | -3.28 |
| Martin ratioReturn relative to average drawdown | 1.99 | 12.53 | -10.54 |
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 | ZPRR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 2.19 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.28 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.48 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.41 | -0.10 |
Drawdowns
IDTM.L vs. ZPRR.DE - Drawdown Comparison
The maximum IDTM.L drawdown since its inception was -13.21%, smaller than the maximum ZPRR.DE drawdown of -42.30%. Use the drawdown chart below to compare losses from any high point for IDTM.L and ZPRR.DE.
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Drawdown Indicators
| IDTM.L | ZPRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -42.30% | +29.09% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -10.28% | +6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -7.38% | -29.65% | +22.27% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -31.89% | +18.68% |
Max Drawdown (10Y)Largest decline over 10 years | -13.21% | -42.30% | +29.09% |
Current DrawdownCurrent decline from peak | -3.05% | -0.29% | -2.76% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -9.92% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 3.25% | -1.86% |
Volatility
IDTM.L vs. ZPRR.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) is 1.97%, while SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a volatility of 5.81%. This indicates that IDTM.L experiences smaller price fluctuations and is considered to be less risky than ZPRR.DE 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 | ZPRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 5.81% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 12.95% | -9.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 18.52% | -13.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 21.98% | +56.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.69% | 22.09% | +37.60% |
IDTM.L vs. ZPRR.DE - Expense Ratio Comparison
IDTM.L has a 0.07% expense ratio, which is lower than ZPRR.DE's 0.30% expense ratio.
Dividends
IDTM.L vs. ZPRR.DE - Dividend Comparison
IDTM.L's dividend yield for the trailing twelve months is around 3.25%, while ZPRR.DE 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% |
ZPRR.DE SPDR Russell 2000 US Small Cap UCITS ETF | 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 ZPRR.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTM.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTM.L is cheaper with a 0.07% expense ratio, compared with 0.30% for ZPRR.DE.
IDTM.L is categorized as Government Bonds, while ZPRR.DE is Small Cap Blend Equities. IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while ZPRR.DE tracks Russell 2000®. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IDTM.L and 0.30% for ZPRR.DE.
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