TLH vs. IDTP.L
TLH (iShares 10-20 Year Treasury Bond ETF) and IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - TLH is a Government Bonds fund tracking the ICE U.S. Treasury 10-20 Year Bond Index, while IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 10 years, TLH returned -0.87%/yr vs 2.62%/yr for IDTP.L. At a 0.45 correlation, their price movements are largely independent. TLH charges 0.15%/yr vs 0.12%/yr for IDTP.L.
Performance
TLH vs. IDTP.L - Performance Comparison
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Returns By Period
In the year-to-date period, TLH achieves a -0.95% return, which is significantly lower than IDTP.L's 1.09% return. Over the past 10 years, TLH has underperformed IDTP.L with an annualized return of -0.87%, while IDTP.L has yielded a comparatively higher 2.62% annualized return.
TLH
- 1D
- -0.62%
- 1M
- -1.02%
- YTD
- -0.95%
- 6M
- -1.04%
- 1Y
- 3.54%
- 3Y*
- 0.36%
- 5Y*
- -3.89%
- 10Y*
- -0.87%
IDTP.L
- 1D
- 0.04%
- 1M
- -0.08%
- YTD
- 1.09%
- 6M
- 1.31%
- 1Y
- 4.84%
- 3Y*
- 3.82%
- 5Y*
- 0.96%
- 10Y*
- 2.62%
TLH vs. IDTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLH iShares 10-20 Year Treasury Bond ETF | -0.95% | 6.47% | -4.21% | 4.03% | -25.24% | -5.38% | 13.78% | 10.11% | 0.37% | 4.21% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.09% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -1.43% | 3.28% |
Correlation
The correlation between TLH and IDTP.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2007 | 0.45 |
The correlation between TLH and IDTP.L shifts across timeframes, from 0.45 (all time) to 0.65 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TLH vs. IDTP.L — Risk / Return Rank
TLH
IDTP.L
TLH vs. IDTP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 10-20 Year Treasury Bond ETF (TLH) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.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.
| TLH | IDTP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.48 | -1.94 |
| Martin ratioReturn relative to average drawdown | 1.50 | 6.88 | -5.39 |
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
| TLH | IDTP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.26 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.16 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.41 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.51 | -0.23 |
Drawdowns
TLH vs. IDTP.L - Drawdown Comparison
The maximum TLH drawdown since its inception was -41.14%, which is greater than IDTP.L's maximum drawdown of -15.12%. Use the drawdown chart below to compare losses from any high point for TLH and IDTP.L.
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Drawdown Indicators
| TLH | IDTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -15.12% | -26.02% |
Max Drawdown (1Y)Largest decline over 1 year | -6.50% | -1.92% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -15.35% | -4.51% | -10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -35.41% | -15.12% | -20.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -15.12% | -26.02% |
Current DrawdownCurrent decline from peak | -30.13% | -0.61% | -29.52% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -4.22% | -6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 0.69% | +1.68% |
Volatility
TLH vs. IDTP.L - Volatility Comparison
iShares 10-20 Year Treasury Bond ETF (TLH) has a higher volatility of 2.37% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 1.30%. This indicates that TLH's price experiences larger fluctuations and is considered to be riskier than IDTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLH | IDTP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 1.30% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.52% | 2.66% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 3.78% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 6.13% | +6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.19% | 6.37% | +4.82% |
TLH vs. IDTP.L - Expense Ratio Comparison
TLH has a 0.15% expense ratio, which is higher than IDTP.L's 0.12% 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
TLH vs. IDTP.L - Dividend Comparison
TLH's dividend yield for the trailing twelve months is around 4.50%, while IDTP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLH iShares 10-20 Year Treasury Bond ETF | 4.50% | 4.17% | 4.28% | 3.83% | 2.78% | 1.50% | 2.65% | 2.31% | 2.17% | 1.83% | 1.91% | 2.13% |
Frequently Asked Questions
TLH and IDTP.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.15% for TLH.
TLH is categorized as Government Bonds, while IDTP.L is Inflation-Protected Bonds. TLH tracks ICE U.S. Treasury 10-20 Year Bond Index, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. Their fees differ too: 0.15% for TLH and 0.12% for IDTP.L.
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