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iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) Sharpe Ratio: -0.06

DTLA.L's Sharpe Ratio of -0.06 indicates that for each unit of volatility, it generates -0.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

DTLA.L Sharpe Ratio Rank

DTLA.L Sharpe Ratio Rank: 10.410
Concerning

DTLA.L ranks above 10.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

DTLA.L Sharpe Ratio Market Positioning

The chart shows DTLA.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.93+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)'s Sharpe Ratio with other ETFs in the Government Bonds category across multiple time periods, showing how DTLA.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PR1T.LAmundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)12.46
IB01.LiShares USD Treasury Bond 0-1yr UCITS ETF (Acc)11.48
VDST.LVanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating8.27
IBTU.LiShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)6.98
XUT3.LXtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D3.06
IBTA.LiShares USD Treasury Bond 1-3yr UCITS ETF (Acc)2.68
USFR.LWisdomTree USD Floating Rate Treasury Bond UCITS ETF USD2.26
MUNI.LInvesco US Municipal Bond UCITS ETF Dist1.41
TRS5.LSPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF1.27
CBU7.LiShares $ Treasury Bond 3-7yr UCITS ETF USD Acc1.25
DTLA.LiShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)-0.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DTLA.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DTLA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore DTLA.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

DTLA.L Sortino Ratio