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CBUF.DE vs. DTLA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUF.DE vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBUF.DE is traded in EUR, while DTLA.L is traded in USD. To make them comparable, the DTLA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBUF.DE achieves a -2.22% return, which is significantly lower than DTLA.L's 0.15% return.


CBUF.DE

1D
2.74%
1M
3.91%
YTD
-2.22%
6M
-1.50%
1Y
7.40%
3Y*
0.62%
5Y*
4.66%
10Y*

DTLA.L

1D
0.34%
1M
1.38%
YTD
0.15%
6M
-0.83%
1Y
2.23%
3Y*
-4.14%
5Y*
-5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUF.DE vs. DTLA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
-2.22%2.56%0.75%0.33%2.09%30.42%2.79%11.42%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.15%-7.92%-0.83%-1.36%-25.97%2.68%7.36%-2.05%

Correlation

The correlation between CBUF.DE 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

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.04

The correlation between CBUF.DE and DTLA.L shifts across timeframes, from 0.04 (all time) to 0.24 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CBUF.DE vs. DTLA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBUF.DE
CBUF.DE Risk / Return Rank: 1717
Overall Rank
CBUF.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CBUF.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CBUF.DE Omega Ratio Rank: 1717
Omega Ratio Rank
CBUF.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
CBUF.DE Martin Ratio Rank: 1717
Martin Ratio Rank

DTLA.L
DTLA.L Risk / Return Rank: 1515
Overall Rank
DTLA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1414
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBUF.DE vs. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) 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.


CBUF.DEDTLA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.10

1.04

+0.06

Calmar ratioReturn relative to maximum drawdown

0.68

0.30

+0.37

Martin ratioReturn relative to average drawdown

1.56

0.65

+0.91

CBUF.DE vs. DTLA.L - Sharpe Ratio Comparison

The current CBUF.DE Sharpe Ratio is 0.53, which is higher than the DTLA.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of CBUF.DE and DTLA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CBUF.DEDTLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.23

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.33

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.05

+0.49

Drawdowns

CBUF.DE vs. DTLA.L - Drawdown Comparison

The maximum CBUF.DE drawdown since its inception was -25.94%, smaller than the maximum DTLA.L drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for CBUF.DE and DTLA.L.


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Drawdown Indicators


CBUF.DEDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.94%

-46.98%

+21.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-7.32%

-3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-18.24%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-39.80%

+18.04%

Current Drawdown

Current decline from peak

-9.66%

-43.54%

+33.88%

Average Drawdown

Average peak-to-trough decline

-5.65%

-24.85%

+19.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

3.42%

+1.32%

Volatility

CBUF.DE vs. DTLA.L - Volatility Comparison

iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) has a higher volatility of 4.98% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 2.84%. This indicates that CBUF.DE'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


CBUF.DEDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

2.84%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

6.89%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

9.90%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

15.49%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

15.56%

-0.20%

CBUF.DE vs. DTLA.L - Expense Ratio Comparison

CBUF.DE has a 0.18% 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

CBUF.DE vs. DTLA.L - Dividend Comparison

CBUF.DE's dividend yield for the trailing twelve months is around 1.08%, while DTLA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
1.08%1.06%1.02%1.16%1.09%1.05%1.27%0.10%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBUF.DE 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 0.18% for CBUF.DE.

CBUF.DE is categorized as Health & Biotech Equities, while DTLA.L is Government Bonds. CBUF.DE tracks MSCI World Health Care ESG Reduced Carbon Select 20 35 Capped, while DTLA.L tracks ICE US Treasury 20+ Year Index. Their fees differ too: 0.18% for CBUF.DE and 0.07% for DTLA.L.

Portfolio Optimizer

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