SE15.L vs. IDTL.L
SE15.L (iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)) and IDTL.L (iShares Treasury Bond 20+ UCITS) are both exchange-traded funds - SE15.L is a European Corporate Bonds fund tracking the Bloomberg Euro Agg Corp 1-3 Yr TR EUR, 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, SE15.L returned 1.39%/yr vs -1.74%/yr for IDTL.L. At a 0.37 correlation, their price movements are largely independent. SE15.L charges 0.20%/yr vs 0.07%/yr for IDTL.L.
Performance
SE15.L vs. IDTL.L - Performance Comparison
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Different Trading Currencies
SE15.L is traded in GBP, while IDTL.L is traded in USD. To make them comparable, the IDTL.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SE15.L achieves a -0.52% return, which is significantly lower than IDTL.L's 3.21% return. Over the past 10 years, SE15.L has outperformed IDTL.L with an annualized return of 1.39%, while IDTL.L has yielded a comparatively lower -1.74% annualized return.
SE15.L
- 1D
- 0.01%
- 1M
- 0.13%
- YTD
- -0.52%
- 6M
- -0.31%
- 1Y
- 3.07%
- 3Y*
- 4.57%
- 5Y*
- 1.21%
- 10Y*
- 1.39%
IDTL.L
- 1D
- 0.09%
- 1M
- 5.27%
- YTD
- 3.21%
- 6M
- 4.10%
- 1Y
- 9.02%
- 3Y*
- -2.55%
- 5Y*
- -5.05%
- 10Y*
- -1.74%
SE15.L vs. IDTL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SE15.L iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | -0.52% | 8.84% | -0.44% | 3.80% | -2.73% | -6.73% | 6.61% | -2.46% | 0.27% | 4.41% |
IDTL.L iShares Treasury Bond 20+ UCITS | 3.21% | -2.70% | -5.60% | -2.92% | -22.19% | -3.74% | 13.68% | 11.30% | 3.90% | -0.37% |
Correlation
The correlation between SE15.L and IDTL.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.37 |
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Return for Risk
SE15.L vs. IDTL.L — Risk / Return Rank
SE15.L
IDTL.L
SE15.L vs. IDTL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SE15.L | IDTL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.15 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.07 | -0.12 |
| Martin ratioReturn relative to average drawdown | 2.24 | 2.25 | -0.01 |
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Drawdowns
SE15.L vs. IDTL.L - Drawdown Comparison
The maximum SE15.L drawdown since its inception was -22.53%, smaller than the maximum IDTL.L drawdown of -49.39%. Use the drawdown chart below to compare losses from any high point for SE15.L and IDTL.L.
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Drawdown Indicators
| SE15.L | IDTL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.53% | -49.39% | +26.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -8.43% | +5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -3.25% | -17.22% | +13.97% |
Max Drawdown (5Y)Largest decline over 5 years | -10.23% | -39.50% | +29.27% |
Max Drawdown (10Y)Largest decline over 10 years | -15.77% | -49.39% | +33.62% |
Current DrawdownCurrent decline from peak | -1.80% | -43.46% | +41.66% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -23.10% | +13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 4.00% | -2.63% |
Volatility
SE15.L vs. IDTL.L - Volatility Comparison
The current volatility for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) is 0.95%, while iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 3.07%. This indicates that SE15.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
| SE15.L | IDTL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.95% | 3.07% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.06% | 7.83% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 10.52% | -6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 15.90% | -10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.75% | 16.45% | -9.70% |
SE15.L vs. IDTL.L - Expense Ratio Comparison
SE15.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
SE15.L vs. IDTL.L - Dividend Comparison
SE15.L's dividend yield for the trailing twelve months is around 3.04%, less than IDTL.L's 4.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.61% | 4.31% | 4.66% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.59% | 2.63% | 2.14% |
SE15.L iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | 3.04% | 2.85% | 2.57% | 1.41% | 0.49% | 0.59% | 0.58% | 0.65% | 0.61% | 0.68% | 0.83% | 0.54% |
Frequently Asked Questions
SE15.L and IDTL.L have a correlation of 0.31, 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 SE15.L.
SE15.L is categorized as European Corporate Bonds, while IDTL.L is Government Bonds. SE15.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.20% for SE15.L and 0.07% for IDTL.L.
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