iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) Sortino Ratio: -0.26
DTLE.L's Sortino Ratio of -0.26 indicates that for each unit of downside volatility, it generates -0.26 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
DTLE.L Sortino Ratio Rank
DTLE.L ranks above 6.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
DTLE.L Sortino Ratio Market Positioning
The chart shows DTLE.L's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.81 or lower
- Yellow zone (middle 50%): 0.81 to 2.03
- Green zone (top 25%): 2.03 or higher
- Top 1%: 9.81+
- Median: 1.44 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist's Sortino Ratio with other ETFs in the Long-Term Bond category across multiple time periods, showing how DTLE.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 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ZTEN | F/M 10-Year Investment Grade Corporate Bond ETF | 1.40 | |||
| BBBL | Bondbloxx BBB Rated 10+ Year Corporate Bond ETF | 0.58 | |||
| ILTB | iShares Core 10+ Year USD Bond ETF | 0.41 | |||
| BLV | Vanguard Long-Term Bond ETF | 0.30 | |||
| TLH | iShares 10-20 Year Treasury Bond ETF | 0.15 | |||
| SCHQ | Schwab Long-Term U.S. Treasury ETF | 0.03 | |||
| SPTL | SPDR Portfolio Long Term Treasury ETF | 0.02 | |||
| UTWY | F/m US Treasury 20 Year Bond ETF | 0.02 | |||
| VGLT | Vanguard Long-Term Treasury ETF | 0.02 | |||
| TLT | iShares 20+ Year Treasury Bond ETF | -0.10 | |||
| DTLE.L | iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -0.26 |
Historical Sortino Ratio
The chart shows DTLE.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when DTLE.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore DTLE.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.