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

Performance

CBUN.DE vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digital Entertainment and Education UCITS ETF USD (Acc) (CBUN.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

CBUN.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, CBUN.DE achieves a 27.45% return, which is significantly higher than DTLA.L's 0.43% return.


CBUN.DE

1D
-1.30%
1M
12.33%
YTD
27.45%
6M
25.10%
1Y
32.37%
3Y*
29.59%
5Y*
10Y*

DTLA.L

1D
0.36%
1M
1.31%
YTD
0.43%
6M
0.17%
1Y
2.70%
3Y*
-4.10%
5Y*
-5.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CBUN.DE
iShares Digital Entertainment and Education UCITS ETF USD (Acc)
27.45%9.37%36.98%46.88%-9.11%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.43%-7.91%-0.76%-1.36%-15.06%

Correlation

The correlation between CBUN.DE and DTLA.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

0.11

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Return for Risk

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

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

CBUN.DE
CBUN.DE Risk / Return Rank: 4242
Overall Rank
CBUN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CBUN.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
CBUN.DE Omega Ratio Rank: 4545
Omega Ratio Rank
CBUN.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
CBUN.DE Martin Ratio Rank: 2929
Martin Ratio Rank

DTLA.L
DTLA.L Risk / Return Rank: 1414
Overall Rank
DTLA.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1313
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1515
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Entertainment and Education UCITS ETF USD (Acc) (CBUN.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.


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

+1.40

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.29

1.05

+0.24

Calmar ratioReturn relative to maximum drawdown

1.85

0.37

+1.48

Martin ratioReturn relative to average drawdown

4.12

0.79

+3.33

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

The current CBUN.DE Sharpe Ratio is 1.66, which is higher than the DTLA.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of CBUN.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


CBUN.DEDTLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.27

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

-0.05

+1.36

Drawdowns

CBUN.DE vs. DTLA.L - Drawdown Comparison

The maximum CBUN.DE drawdown since its inception was -25.59%, smaller than the maximum DTLA.L drawdown of -46.97%. Use the drawdown chart below to compare losses from any high point for CBUN.DE and DTLA.L.


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Drawdown Indicators


CBUN.DEDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.59%

-46.97%

+21.38%

Max Drawdown (1Y)

Largest decline over 1 year

-17.83%

-7.33%

-10.50%

Max Drawdown (3Y)

Largest decline over 3 years

-25.59%

-18.22%

-7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-39.80%

Current Drawdown

Current decline from peak

-1.91%

-43.34%

+41.43%

Average Drawdown

Average peak-to-trough decline

-5.25%

-24.82%

+19.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.01%

3.39%

+4.62%

Volatility

CBUN.DE vs. DTLA.L - Volatility Comparison

iShares Digital Entertainment and Education UCITS ETF USD (Acc) (CBUN.DE) has a higher volatility of 7.08% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 2.96%. This indicates that CBUN.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


CBUN.DEDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

2.96%

+4.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

7.08%

+8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

19.80%

10.13%

+9.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.47%

15.53%

+4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.47%

15.59%

+4.88%

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

CBUN.DE has a 0.40% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.


Dividends

CBUN.DE vs. DTLA.L - Dividend Comparison

Neither CBUN.DE nor DTLA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUN.DE and DTLA.L have a correlation of 0.19, 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 0.40% for CBUN.DE.

CBUN.DE is categorized as Technology Equities, while DTLA.L is Government Bonds. CBUN.DE tracks STOXX® Global Digital Entertainment and Education, while DTLA.L tracks ICE US Treasury 20+ Year Index. Their fees differ too: 0.40% for CBUN.DE and 0.07% for DTLA.L.

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