Correlation
The correlation between IUAIX and IDTL.L is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
IUAIX vs. IDTL.L
Compare and contrast key facts about VY Invesco Equity and Income Portfolio (IUAIX) and iShares Treasury Bond 20+ UCITS (IDTL.L).
IUAIX is managed by Voya. It was launched on Dec 9, 2001. IDTL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jan 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUAIX or IDTL.L.
Performance
IUAIX vs. IDTL.L - Performance Comparison
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Key characteristics
IUAIX:
0.07
IDTL.L:
0.07
IUAIX:
0.08
IDTL.L:
0.11
IUAIX:
1.01
IDTL.L:
1.01
IUAIX:
-0.01
IDTL.L:
0.00
IUAIX:
-0.04
IDTL.L:
0.01
IUAIX:
4.79%
IDTL.L:
8.24%
IUAIX:
14.86%
IDTL.L:
15.14%
IUAIX:
-44.26%
IDTL.L:
-48.30%
IUAIX:
-15.16%
IDTL.L:
-42.94%
Returns By Period
In the year-to-date period, IUAIX achieves a 0.66% return, which is significantly higher than IDTL.L's -0.98% return. Over the past 10 years, IUAIX has outperformed IDTL.L with an annualized return of 0.87%, while IDTL.L has yielded a comparatively lower -0.85% annualized return.
IUAIX
0.66%
3.62%
-3.67%
1.01%
-3.20%
3.48%
0.87%
IDTL.L
-0.98%
-3.66%
-5.25%
1.01%
-6.60%
-9.48%
-0.85%
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IUAIX vs. IDTL.L - Expense Ratio Comparison
IUAIX has a 0.64% expense ratio, which is higher than IDTL.L's 0.07% expense ratio.
Risk-Adjusted Performance
IUAIX vs. IDTL.L — Risk-Adjusted Performance Rank
IUAIX
IDTL.L
IUAIX vs. IDTL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Invesco Equity and Income Portfolio (IUAIX) and iShares Treasury Bond 20+ UCITS (IDTL.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.
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Dividends
IUAIX vs. IDTL.L - Dividend Comparison
IUAIX's dividend yield for the trailing twelve months is around 10.58%, more than IDTL.L's 4.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | 10.58% | 10.65% | 7.88% | 18.93% | 2.55% | 5.81% | 7.37% | 9.59% | 4.57% | 6.14% | 11.24% | 4.20% |
IDTL.L iShares Treasury Bond 20+ UCITS | 4.70% | 4.65% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% | 0.00% |
Drawdowns
IUAIX vs. IDTL.L - Drawdown Comparison
The maximum IUAIX drawdown since its inception was -44.26%, smaller than the maximum IDTL.L drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for IUAIX and IDTL.L.
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Volatility
IUAIX vs. IDTL.L - Volatility Comparison
The current volatility for VY Invesco Equity and Income Portfolio (IUAIX) is 3.45%, while iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 3.75%. This indicates that IUAIX experiences smaller price fluctuations and is considered to be less risky than IDTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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