XSCS.L vs. IDTL.L
XSCS.L (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) and IDTL.L (iShares Treasury Bond 20+ UCITS) are both exchange-traded funds - XSCS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, 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 5 years, XSCS.L returned 8.04%/yr vs -5.06%/yr for IDTL.L. At a 0.16 correlation, their price movements are largely independent. XSCS.L charges 0.12%/yr vs 0.07%/yr for IDTL.L.
Performance
XSCS.L vs. IDTL.L - Performance Comparison
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Different Trading Currencies
XSCS.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, XSCS.L achieves a 7.09% return, which is significantly higher than IDTL.L's -0.73% return.
XSCS.L
- 1D
- 0.17%
- 1M
- -1.75%
- YTD
- 7.09%
- 6M
- 6.80%
- 1Y
- 3.86%
- 3Y*
- 5.68%
- 5Y*
- 8.04%
- 10Y*
- —
IDTL.L
- 1D
- 0.36%
- 1M
- 1.58%
- YTD
- -0.73%
- 6M
- -1.76%
- 1Y
- 4.87%
- 3Y*
- -4.03%
- 5Y*
- -5.06%
- 10Y*
- -0.78%
XSCS.L vs. IDTL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSCS.L Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 7.09% | -3.23% | 16.15% | -5.00% | 11.79% | 19.16% | 5.49% | 22.78% | 11.73% |
IDTL.L iShares Treasury Bond 20+ UCITS | -0.73% | -2.79% | -5.56% | -2.89% | -22.14% | -3.81% | 13.67% | 11.27% | 14.02% |
Correlation
The correlation between XSCS.L and IDTL.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018 | 0.16 |
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Return for Risk
XSCS.L vs. IDTL.L — Risk / Return Rank
XSCS.L
IDTL.L
XSCS.L vs. IDTL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.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.
| XSCS.L | IDTL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.08 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.57 | -0.15 |
| Martin ratioReturn relative to average drawdown | 1.02 | 1.23 | -0.21 |
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
| XSCS.L | IDTL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.48 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.32 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | -0.00 | +0.71 |
Drawdowns
XSCS.L vs. IDTL.L - Drawdown Comparison
The maximum XSCS.L drawdown since its inception was -14.91%, smaller than the maximum IDTL.L drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for XSCS.L and IDTL.L.
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Drawdown Indicators
| XSCS.L | IDTL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.91% | -49.33% | +34.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -8.50% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -17.78% | +6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -12.94% | -39.42% | +26.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.33% | — |
Current DrawdownCurrent decline from peak | -7.09% | -45.59% | +38.50% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -22.97% | +18.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 3.94% | -0.16% |
Volatility
XSCS.L vs. IDTL.L - Volatility Comparison
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L) has a higher volatility of 6.46% compared to iShares Treasury Bond 20+ UCITS (IDTL.L) at 3.11%. This indicates that XSCS.L's price experiences larger fluctuations and is considered to be riskier 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
| XSCS.L | IDTL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 3.11% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 7.41% | +4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 10.22% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 15.83% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.40% | 16.88% | -2.48% |
XSCS.L vs. IDTL.L - Expense Ratio Comparison
XSCS.L has a 0.12% 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
XSCS.L vs. IDTL.L - Dividend Comparison
XSCS.L's dividend yield for the trailing twelve months is around 1.95%, less than IDTL.L's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.36% | 4.31% | 4.65% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% |
XSCS.L Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 1.95% | 2.11% | 2.15% | 2.20% | 2.96% | 1.95% | 2.99% | 2.41% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSCS.L and IDTL.L have a correlation of 0.22, 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 0.12% for XSCS.L.
XSCS.L is categorized as Consumer Staples Equities, while IDTL.L is Government Bonds. XSCS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XSCS.L and 0.07% for IDTL.L.
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