CEMC.DE vs. DTLE.L
Compare and contrast key facts about iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) (CEMC.DE) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L).
CEMC.DE and DTLE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMC.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 10-20 Year Bond Index. It was launched on Sep 25, 2025. DTLE.L is managed by iShares.
Performance
CEMC.DE vs. DTLE.L - Performance Comparison
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CEMC.DE vs. DTLE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEMC.DE iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) | -0.71% | 2.22% |
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.04% | 1.94% |
Returns By Period
In the year-to-date period, CEMC.DE achieves a -0.71% return, which is significantly higher than DTLE.L's -1.04% return.
CEMC.DE
- 1D
- 0.36%
- 1M
- -2.92%
- YTD
- -0.71%
- 6M
- -0.97%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DTLE.L
- 1D
- 0.33%
- 1M
- -3.07%
- YTD
- -1.04%
- 6M
- -1.47%
- 1Y
- -2.92%
- 3Y*
- -4.38%
- 5Y*
- -7.63%
- 10Y*
- —
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CEMC.DE vs. DTLE.L - Expense Ratio Comparison
Both CEMC.DE and DTLE.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
CEMC.DE vs. DTLE.L — Risk / Return Rank
CEMC.DE
DTLE.L
CEMC.DE vs. DTLE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) (CEMC.DE) 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
| CEMC.DE | DTLE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.25 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | -0.24 | +0.49 |
Correlation
The correlation between CEMC.DE and DTLE.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CEMC.DE vs. DTLE.L - Dividend Comparison
CEMC.DE has not paid dividends to shareholders, while DTLE.L's dividend yield for the trailing twelve months is around 4.22%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMC.DE iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 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 | 4.22% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% |
Drawdowns
CEMC.DE vs. DTLE.L - Drawdown Comparison
The maximum CEMC.DE drawdown since its inception was -4.88%, smaller than the maximum DTLE.L drawdown of -52.29%. Use the drawdown chart below to compare losses from any high point for CEMC.DE and DTLE.L.
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Drawdown Indicators
| CEMC.DE | DTLE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.88% | -52.29% | +47.41% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.27% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.70% | — |
Current DrawdownCurrent decline from peak | -3.64% | -47.52% | +43.88% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -25.49% | +23.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.69% | — |
Volatility
CEMC.DE vs. DTLE.L - Volatility Comparison
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Volatility by Period
| CEMC.DE | DTLE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.45% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.60% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.80% | 11.90% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 14.94% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 15.59% | -7.79% |