VDTA.L vs. IDTL.L
VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) and IDTL.L (iShares Treasury Bond 20+ UCITS) are both Government Bonds funds - VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index while IDTL.L tracks the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 5 years, VDTA.L returned -0.32%/yr vs -6.00%/yr for IDTL.L. Their correlation of 0.90 suggests significant overlap in exposure. VDTA.L charges 0.05%/yr vs 0.07%/yr for IDTL.L.
Performance
VDTA.L vs. IDTL.L - Performance Comparison
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Returns By Period
In the year-to-date period, VDTA.L achieves a 0.40% return, which is significantly lower than IDTL.L's 1.10% return.
VDTA.L
- 1D
- 0.18%
- 1M
- 1.07%
- YTD
- 0.40%
- 6M
- 0.77%
- 1Y
- 3.60%
- 3Y*
- 3.04%
- 5Y*
- -0.32%
- 10Y*
- —
IDTL.L
- 1D
- 0.31%
- 1M
- 3.31%
- YTD
- 1.10%
- 6M
- 1.72%
- 1Y
- 5.32%
- 3Y*
- -1.33%
- 5Y*
- -6.00%
- 10Y*
- -1.77%
VDTA.L vs. IDTL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | 0.40% | 6.24% | 0.94% | 3.71% | -12.37% | -2.33% | 7.64% | 6.37% |
IDTL.L iShares Treasury Bond 20+ UCITS | 1.10% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 14.43% |
Correlation
The correlation between VDTA.L and IDTL.L is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2019 | 0.90 |
The correlation between VDTA.L and IDTL.L has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
VDTA.L vs. IDTL.L — Risk / Return Rank
VDTA.L
IDTL.L
VDTA.L vs. IDTL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.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.
| VDTA.L | IDTL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.10 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.69 | +0.55 |
| Martin ratioReturn relative to average drawdown | 3.51 | 1.66 | +1.85 |
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Drawdowns
VDTA.L vs. IDTL.L - Drawdown Comparison
The maximum VDTA.L drawdown since its inception was -18.80%, smaller than the maximum IDTL.L drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for VDTA.L and IDTL.L.
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Drawdown Indicators
| VDTA.L | IDTL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.80% | -48.31% | +29.51% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -7.72% | +4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -5.00% | -18.16% | +13.16% |
Max Drawdown (5Y)Largest decline over 5 years | -16.39% | -43.00% | +26.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.31% | — |
Current DrawdownCurrent decline from peak | -6.38% | -39.00% | +32.62% |
Average DrawdownAverage peak-to-trough decline | -8.07% | -20.51% | +12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 3.21% | -2.19% |
Volatility
VDTA.L vs. IDTL.L - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) is 0.98%, while iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 2.35%. This indicates that VDTA.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
| VDTA.L | IDTL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 2.35% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 6.88% | -4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.50% | 9.96% | -6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 15.10% | -9.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 14.68% | -9.34% |
VDTA.L vs. IDTL.L - Expense Ratio Comparison
VDTA.L has a 0.05% expense ratio, which is lower than IDTL.L's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VDTA.L vs. IDTL.L - Dividend Comparison
VDTA.L has not paid dividends to shareholders, while IDTL.L's dividend yield for the trailing twelve months is around 4.61%.
| 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% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VDTA.L and IDTL.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTA.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IDTL.L.
VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VDTA.L and 0.07% for IDTL.L.
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