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SE15.L vs. IDTL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SE15.L vs. IDTL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) and iShares Treasury Bond 20+ UCITS (IDTL.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SE15.L vs. IDTL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SE15.L
SE15.L Risk / Return Rank: 2020
Overall Rank
SE15.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SE15.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
SE15.L Omega Ratio Rank: 1919
Omega Ratio Rank
SE15.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
SE15.L Martin Ratio Rank: 2020
Martin Ratio Rank

IDTL.L
IDTL.L Risk / Return Rank: 1717
Overall Rank
IDTL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IDTL.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IDTL.L Omega Ratio Rank: 1616
Omega Ratio Rank
IDTL.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IDTL.L Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LIDTL.LDifference
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

SE15.L vs. IDTL.L - Sharpe Ratio Comparison

The current SE15.L Sharpe Ratio is 0.72, which is comparable to the IDTL.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SE15.L and IDTL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.LIDTL.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.80%

-43.46%

+41.66%

Average Drawdown

Average peak-to-trough decline

-9.51%

-23.10%

+13.59%

Ulcer Index

Depth 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.LIDTL.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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