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CEMC.DE vs. DTLE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMC.DE vs. DTLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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CEMC.DE vs. DTLE.L - Yearly Performance Comparison


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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

CEMC.DE

DTLE.L
DTLE.L Risk / Return Rank: 77
Overall Rank
DTLE.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DTLE.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DTLE.L Omega Ratio Rank: 77
Omega Ratio Rank
DTLE.L Calmar Ratio Rank: 77
Calmar Ratio Rank
DTLE.L Martin Ratio Rank: 77
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.

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.

CEMC.DE vs. DTLE.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CEMC.DEDTLE.LDifference

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%.


TTM202520242023202220212020201920182017
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.DEDTLE.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.64%

-47.52%

+43.88%

Average Drawdown

Average peak-to-trough decline

-1.64%

-25.49%

+23.85%

Ulcer Index

Depth 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.DEDTLE.LDifference

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%