LQDA.L vs. IDTM.L
LQDA.L (iShares USD Corporate Bond UCITS ETF (Acc)) and IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) are both exchange-traded funds - LQDA.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while IDTM.L is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Both are passively managed. Over the past 5 years, LQDA.L returned -0.01%/yr vs 33.73%/yr for IDTM.L. A 0.76 correlation means they provide meaningful diversification when combined. LQDA.L charges 0.20%/yr vs 0.07%/yr for IDTM.L.
Performance
LQDA.L vs. IDTM.L - Performance Comparison
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Returns By Period
In the year-to-date period, LQDA.L achieves a 0.02% return, which is significantly higher than IDTM.L's -1.47% return.
LQDA.L
- 1D
- 0.38%
- 1M
- 0.35%
- YTD
- 0.02%
- 6M
- 0.29%
- 1Y
- 5.53%
- 3Y*
- 5.02%
- 5Y*
- -0.01%
- 10Y*
- —
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%
LQDA.L vs. IDTM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LQDA.L iShares USD Corporate Bond UCITS ETF (Acc) | 0.02% | 8.01% | 1.25% | 8.99% | -17.75% | -1.66% | 10.56% | 18.22% | -4.30% | 4.45% |
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% | -0.31% |
Correlation
The correlation between LQDA.L and IDTM.L is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.76 |
The correlation between LQDA.L and IDTM.L shifts across timeframes, from 0.76 (all time) to 0.88 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LQDA.L vs. IDTM.L — Risk / Return Rank
LQDA.L
IDTM.L
LQDA.L vs. IDTM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) and iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.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.
| LQDA.L | IDTM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.10 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.67 | +0.99 |
| Martin ratioReturn relative to average drawdown | 4.58 | 1.99 | +2.59 |
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
| LQDA.L | IDTM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.58 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.43 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.32 | -0.04 |
Drawdowns
LQDA.L vs. IDTM.L - Drawdown Comparison
The maximum LQDA.L drawdown since its inception was -25.10%, which is greater than IDTM.L's maximum drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for LQDA.L and IDTM.L.
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Drawdown Indicators
| LQDA.L | IDTM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.10% | -13.21% | -11.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -4.11% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -7.86% | -7.38% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -13.21% | -11.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.21% | — |
Current DrawdownCurrent decline from peak | -3.58% | -3.05% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -6.81% | -4.31% | -2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.39% | -0.19% |
Volatility
LQDA.L vs. IDTM.L - Volatility Comparison
iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) has a higher volatility of 2.23% compared to iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) at 1.97%. This indicates that LQDA.L's price experiences larger fluctuations and is considered to be riskier than IDTM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LQDA.L | IDTM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 1.97% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 4.27% | 3.48% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.67% | 4.78% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.47% | 78.73% | -70.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.11% | 59.69% | -50.58% |
LQDA.L vs. IDTM.L - Expense Ratio Comparison
LQDA.L has a 0.20% expense ratio, which is higher than IDTM.L's 0.07% 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
LQDA.L vs. IDTM.L - Dividend Comparison
LQDA.L has not paid dividends to shareholders, while IDTM.L's dividend yield for the trailing twelve months is around 3.25%.
| 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% |
LQDA.L iShares USD Corporate Bond UCITS ETF (Acc) | 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
LQDA.L and IDTM.L have a correlation of 0.85, 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 0.20% for LQDA.L.
LQDA.L is categorized as Corporate Bonds, while IDTM.L is Government Bonds. LQDA.L tracks Bloomberg US Corp Bond TR USD, while IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.20% for LQDA.L and 0.07% for IDTM.L.
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