LQDE.L vs. IDTL.L
LQDE.L (iShares $ Corp Bond UCITS ETF USD Distributing) and IDTL.L (iShares Treasury Bond 20+ UCITS) are both exchange-traded funds - LQDE.L is a Corporate Bonds fund tracking the Morningstar US Corporate Bond TR USD, while IDTL.L is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 10 years, LQDE.L returned 2.55%/yr vs -1.51%/yr for IDTL.L. A 0.76 correlation means they provide meaningful diversification when combined. LQDE.L charges 0.20%/yr vs 0.07%/yr for IDTL.L.
Performance
LQDE.L vs. IDTL.L - Performance Comparison
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Returns By Period
In the year-to-date period, LQDE.L achieves a 0.16% return, which is significantly higher than IDTL.L's -1.14% return. Over the past 10 years, LQDE.L has outperformed IDTL.L with an annualized return of 2.55%, while IDTL.L has yielded a comparatively lower -1.51% annualized return.
LQDE.L
- 1D
- 0.48%
- 1M
- 0.19%
- YTD
- 0.16%
- 6M
- 0.75%
- 1Y
- 5.80%
- 3Y*
- 5.02%
- 5Y*
- 0.00%
- 10Y*
- 2.55%
IDTL.L
- 1D
- 0.36%
- 1M
- -0.22%
- YTD
- -1.14%
- 6M
- -0.52%
- 1Y
- 3.84%
- 3Y*
- -1.56%
- 5Y*
- -6.07%
- 10Y*
- -1.51%
LQDE.L vs. IDTL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LQDE.L iShares $ Corp Bond UCITS ETF USD Distributing | 0.16% | 8.09% | 1.06% | 9.14% | -17.80% | -2.04% | 10.98% | 17.87% | -3.94% | 6.81% |
IDTL.L iShares Treasury Bond 20+ UCITS | -1.14% | 4.67% | -7.18% | 2.22% | -30.42% | -4.71% | 17.11% | 15.67% | -1.84% | 8.97% |
Correlation
The correlation between LQDE.L and IDTL.L is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2015 | 0.76 |
The correlation between LQDE.L and IDTL.L shifts across timeframes, from 0.76 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LQDE.L vs. IDTL.L — Risk / Return Rank
LQDE.L
IDTL.L
LQDE.L vs. IDTL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond UCITS ETF USD Distributing (LQDE.L) 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.
| LQDE.L | IDTL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.07 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.50 | +1.22 |
| Martin ratioReturn relative to average drawdown | 4.78 | 1.27 | +3.51 |
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
| LQDE.L | IDTL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.39 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | -0.40 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | -0.10 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | -0.08 | +0.48 |
Drawdowns
LQDE.L vs. IDTL.L - Drawdown Comparison
The maximum LQDE.L drawdown since its inception was -32.12%, smaller than the maximum IDTL.L drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for LQDE.L and IDTL.L.
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Drawdown Indicators
| LQDE.L | IDTL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.12% | -48.31% | +16.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.21% | -7.62% | +4.41% |
Max Drawdown (3Y)Largest decline over 3 years | -7.93% | -18.49% | +10.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -42.95% | +17.84% |
Max Drawdown (10Y)Largest decline over 10 years | -25.38% | -48.31% | +22.93% |
Current DrawdownCurrent decline from peak | -3.85% | -40.36% | +36.51% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -20.41% | +15.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 3.03% | -1.87% |
Volatility
LQDE.L vs. IDTL.L - Volatility Comparison
The current volatility for iShares $ Corp Bond UCITS ETF USD Distributing (LQDE.L) is 2.09%, while iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 3.32%. This indicates that LQDE.L 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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Volatility by Period
| LQDE.L | IDTL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 3.32% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 4.32% | 6.59% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.76% | 9.89% | -4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.44% | 14.99% | -6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.67% | 14.61% | -5.94% |
LQDE.L vs. IDTL.L - Expense Ratio Comparison
LQDE.L has a 0.20% expense ratio, which is higher than IDTL.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
LQDE.L vs. IDTL.L - Dividend Comparison
LQDE.L's dividend yield for the trailing twelve months is around 4.95%, more than IDTL.L's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.36% | 4.31% | 4.65% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% |
LQDE.L iShares $ Corp Bond UCITS ETF USD Distributing | 4.95% | 4.89% | 5.02% | 4.58% | 3.74% | 2.68% | 2.77% | 3.42% | 3.69% | 3.25% | 3.40% | 3.36% |
Frequently Asked Questions
LQDE.L and IDTL.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTL.L is cheaper with a 0.07% expense ratio, compared with 0.20% for LQDE.L.
LQDE.L is categorized as Corporate Bonds, while IDTL.L is Government Bonds. LQDE.L tracks Morningstar US Corporate Bond TR USD, while IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.20% for LQDE.L and 0.07% for IDTL.L.
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