ALAU.L vs. DTLA.L
ALAU.L (Amundi MSCI Em Latin America) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both exchange-traded funds - ALAU.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD, while DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index. Both are passively managed. Over the past 5 years, ALAU.L returned 9.65%/yr vs -7.38%/yr for DTLA.L. At a correlation of -0.04, they often move in opposite directions. ALAU.L charges 0.10%/yr vs 0.07%/yr for DTLA.L.
Performance
ALAU.L vs. DTLA.L - Performance Comparison
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Returns By Period
In the year-to-date period, ALAU.L achieves a 13.30% return, which is significantly higher than DTLA.L's -2.15% return.
ALAU.L
- 1D
- -0.29%
- 1M
- -0.12%
- 6M
- 7.68%
- YTD
- 13.30%
- 1Y
- 40.17%
- 3Y*
- 12.26%
- 5Y*
- 9.65%
- 10Y*
- 6.94%
DTLA.L
- 1D
- 0.22%
- 1M
- -1.30%
- 6M
- -2.36%
- YTD
- -2.15%
- 1Y
- 3.88%
- 3Y*
- -1.84%
- 5Y*
- -7.38%
- 10Y*
- —
ALAU.L vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ALAU.L Amundi MSCI Em Latin America | 13.30% | 55.22% | -26.49% | 32.27% | 8.88% | -9.44% | -13.65% | 17.11% | -7.46% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -2.15% | 4.49% | -6.90% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.65% |
Correlation
The correlation between ALAU.L and DTLA.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | -0.04 |
The correlation between ALAU.L and DTLA.L shifts across timeframes, from -0.04 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ALAU.L vs. DTLA.L — Risk / Return Rank
ALAU.L
DTLA.L
ALAU.L vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Em Latin America (ALAU.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.
| ALAU.L | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.07 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 0.52 | +2.16 |
| Martin ratioReturn relative to average drawdown | 7.17 | 1.22 | +5.95 |
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Drawdowns
ALAU.L vs. DTLA.L - Drawdown Comparison
The maximum ALAU.L drawdown since its inception was -62.98%, which is greater than DTLA.L's maximum drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for ALAU.L and DTLA.L.
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Drawdown Indicators
| ALAU.L | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -48.41% | -14.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.94% | -7.50% | -7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -27.24% | -17.56% | -9.68% |
Max Drawdown (5Y)Largest decline over 5 years | -28.77% | -42.80% | +14.03% |
Max Drawdown (10Y)Largest decline over 10 years | -54.88% | — | — |
Current DrawdownCurrent decline from peak | -9.29% | -41.17% | +31.88% |
Average DrawdownAverage peak-to-trough decline | -28.40% | -24.24% | -4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 3.17% | +2.41% |
Volatility
ALAU.L vs. DTLA.L - Volatility Comparison
Amundi MSCI Em Latin America (ALAU.L) has a higher volatility of 5.78% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 2.76%. This indicates that ALAU.L's price experiences larger fluctuations and is considered to be riskier than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALAU.L | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 2.76% | +3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 6.70% | +10.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.94% | 9.93% | +11.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.91% | 14.92% | +7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.23% | 14.73% | +11.50% |
ALAU.L vs. DTLA.L - Expense Ratio Comparison
ALAU.L has a 0.10% expense ratio, which is higher than DTLA.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
ALAU.L vs. DTLA.L - Dividend Comparison
Neither ALAU.L nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
ALAU.L and DTLA.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DTLA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTLA.L is cheaper with a 0.07% expense ratio, compared with 0.10% for ALAU.L.
ALAU.L is categorized as Latin America Equities, while DTLA.L is Government Bonds. ALAU.L tracks MSCI EM Latin America NR USD, while DTLA.L tracks ICE US Treasury 20+ Year Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for ALAU.L and 0.07% for DTLA.L.
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