LUTR.L vs. IDTG.L
LUTR.L (SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF) and IDTG.L (iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - LUTR.L is a Government Bonds fund tracking the Bloomberg US Treasury 10+ Year Index, while IDTG.L is a Long-Term Bond fund tracking the ICE US Treasury 20+ Year (GBP Hedged) Index. Both are passively managed. Over the past 5 years, LUTR.L returned -5.27%/yr vs -7.85%/yr for IDTG.L. Their correlation of 0.86 suggests significant overlap in exposure. LUTR.L charges 0.15%/yr vs 0.10%/yr for IDTG.L.
Performance
LUTR.L vs. IDTG.L - Performance Comparison
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Different Trading Currencies
LUTR.L is traded in USD, while IDTG.L is traded in GBP. To make them comparable, the IDTG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, LUTR.L achieves a -1.19% return, which is significantly higher than IDTG.L's -1.42% return.
LUTR.L
- 1D
- -0.47%
- 1M
- -0.07%
- YTD
- -1.19%
- 6M
- -1.45%
- 1Y
- 4.97%
- 3Y*
- -0.81%
- 5Y*
- -5.27%
- 10Y*
- -1.02%
IDTG.L
- 1D
- -0.81%
- 1M
- -1.12%
- YTD
- -1.42%
- 6M
- -1.12%
- 1Y
- 3.91%
- 3Y*
- 0.12%
- 5Y*
- -7.85%
- 10Y*
- —
LUTR.L vs. IDTG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LUTR.L SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF | -1.19% | 5.48% | -5.76% | 2.50% | -28.88% | -4.85% | 16.61% | -2.11% |
IDTG.L iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) | -1.42% | 11.68% | -9.14% | 5.93% | -38.84% | -5.37% | 18.90% | 0.91% |
Correlation
The correlation between LUTR.L and IDTG.L is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2019 | 0.86 |
The correlation between LUTR.L and IDTG.L has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
LUTR.L vs. IDTG.L — Risk / Return Rank
LUTR.L
IDTG.L
LUTR.L vs. IDTG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (LUTR.L) and iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) (IDTG.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.
| LUTR.L | IDTG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.06 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.47 | +0.24 |
| Martin ratioReturn relative to average drawdown | 1.89 | 1.13 | +0.76 |
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
| LUTR.L | IDTG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.30 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | -0.43 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | -0.24 | +0.18 |
Drawdowns
LUTR.L vs. IDTG.L - Drawdown Comparison
The maximum LUTR.L drawdown since its inception was -46.52%, smaller than the maximum IDTG.L drawdown of -54.06%. Use the drawdown chart below to compare losses from any high point for LUTR.L and IDTG.L.
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Drawdown Indicators
| LUTR.L | IDTG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.52% | -54.06% | +7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -8.28% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.06% | -23.42% | +6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -40.30% | -50.32% | +10.02% |
Max Drawdown (10Y)Largest decline over 10 years | -46.52% | — | — |
Current DrawdownCurrent decline from peak | -37.75% | -42.50% | +4.75% |
Average DrawdownAverage peak-to-trough decline | -20.79% | -31.65% | +10.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.46% | -0.84% |
Volatility
LUTR.L vs. IDTG.L - Volatility Comparison
The current volatility for SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (LUTR.L) is 3.27%, while iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) (IDTG.L) has a volatility of 4.43%. This indicates that LUTR.L experiences smaller price fluctuations and is considered to be less risky than IDTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LUTR.L | IDTG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 4.43% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 6.15% | 8.87% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.85% | 12.95% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 18.40% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 18.96% | -5.69% |
LUTR.L vs. IDTG.L - Expense Ratio Comparison
LUTR.L has a 0.15% expense ratio, which is higher than IDTG.L's 0.10% 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
LUTR.L vs. IDTG.L - Dividend Comparison
LUTR.L's dividend yield for the trailing twelve months is around 4.64%, more than IDTG.L's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IDTG.L iShares $ Treasury Bond 20+yr UCITS ETF GBP Hedged (Dist) | 4.25% | 4.20% | 4.64% | 3.69% | 3.04% | 1.74% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% |
LUTR.L SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF | 4.64% | 4.40% | 4.22% | 3.13% | 2.56% | 1.72% | 1.91% | 3.60% | 2.49% | 2.61% | 1.14% |
Frequently Asked Questions
LUTR.L and IDTG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTG.L is cheaper with a 0.10% expense ratio, compared with 0.15% for LUTR.L.
LUTR.L is categorized as Government Bonds, while IDTG.L is Long-Term Bond. LUTR.L tracks Bloomberg US Treasury 10+ Year Index, while IDTG.L tracks ICE US Treasury 20+ Year (GBP Hedged) Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for LUTR.L and 0.10% for IDTG.L.
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