BLTD vs. DTLE.L
BLTD (Bluemonte Long Term Bond ETF) and DTLE.L (iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist) are both Long-Term Bond funds. A 0.72 correlation means they provide meaningful diversification when combined. BLTD charges 0.23%/yr vs 0.10%/yr for DTLE.L.
Performance
BLTD vs. DTLE.L - Performance Comparison
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Different Trading Currencies
BLTD is traded in USD, while DTLE.L is traded in EUR. To make them comparable, the DTLE.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BLTD achieves a 0.26% return, which is significantly higher than DTLE.L's -3.38% return.
BLTD
- 1D
- -0.32%
- 1M
- 0.87%
- YTD
- 0.26%
- 6M
- -0.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DTLE.L
- 1D
- -0.82%
- 1M
- -1.25%
- YTD
- -3.38%
- 6M
- -3.26%
- 1Y
- 4.52%
- 3Y*
- -1.29%
- 5Y*
- -9.02%
- 10Y*
- —
BLTD vs. DTLE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BLTD Bluemonte Long Term Bond ETF | 0.26% | 3.91% |
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -3.38% | 4.07% |
Correlation
The correlation between BLTD and DTLE.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.72 |
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Return for Risk
BLTD vs. DTLE.L — Risk / Return Rank
BLTD
DTLE.L
BLTD vs. DTLE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bluemonte Long Term Bond ETF (BLTD) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| BLTD | DTLE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.34 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | -0.23 | +0.87 |
Drawdowns
BLTD vs. DTLE.L - Drawdown Comparison
The maximum BLTD drawdown since its inception was -4.80%, smaller than the maximum DTLE.L drawdown of -56.35%. Use the drawdown chart below to compare losses from any high point for BLTD and DTLE.L.
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Drawdown Indicators
| BLTD | DTLE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.80% | -56.35% | +51.55% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.78% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -50.59% | — |
Current DrawdownCurrent decline from peak | -2.48% | -48.02% | +45.54% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -27.81% | +26.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.78% | — |
Volatility
BLTD vs. DTLE.L - Volatility Comparison
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Volatility by Period
| BLTD | DTLE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.29% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.96% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.84% | 13.20% | -6.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 17.93% | -11.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.84% | 17.88% | -11.04% |
BLTD vs. DTLE.L - Expense Ratio Comparison
BLTD has a 0.23% expense ratio, which is higher than DTLE.L's 0.10% 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
BLTD vs. DTLE.L - Dividend Comparison
BLTD's dividend yield for the trailing twelve months is around 3.93%, less than DTLE.L's 4.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BLTD Bluemonte Long Term Bond ETF | 3.93% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | 4.27% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% |
Frequently Asked Questions
BLTD and DTLE.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DTLE.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTLE.L is cheaper with a 0.10% expense ratio, compared with 0.23% for BLTD.
They also come from different issuers: Bluemonte and iShares. Their fees differ too: 0.23% for BLTD and 0.10% for DTLE.L.
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