CU71.L vs. DTLA.L
CU71.L (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both Government Bonds funds from iShares - CU71.L tracks the ICE U.S. Treasury 3-7 Year Bond Index while DTLA.L tracks the ICE US Treasury 20+ Year Index. Both are passively managed. Over the past 5 years, CU71.L returned 1.42%/yr vs -5.14%/yr for DTLA.L. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
CU71.L vs. DTLA.L - Performance Comparison
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Different Trading Currencies
CU71.L is traded in GBp, while DTLA.L is traded in USD. To make them comparable, the DTLA.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CU71.L achieves a -0.39% return, which is significantly higher than DTLA.L's -1.09% return.
CU71.L
- 1D
- 0.05%
- 1M
- 0.94%
- YTD
- -0.39%
- 6M
- -1.09%
- 1Y
- 3.97%
- 3Y*
- 1.07%
- 5Y*
- 1.42%
- 10Y*
- 2.15%
DTLA.L
- 1D
- -0.38%
- 1M
- 0.98%
- YTD
- -1.09%
- 6M
- -2.25%
- 1Y
- 5.50%
- 3Y*
- -4.24%
- 5Y*
- -5.14%
- 10Y*
- —
CU71.L vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CU71.L iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.39% | -0.08% | 3.77% | -1.43% | 1.45% | -1.10% | 3.33% | 2.76% | 9.59% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -1.09% | -2.97% | -5.34% | -3.39% | -22.00% | -3.56% | 13.56% | 11.29% | 10.28% |
Correlation
The correlation between CU71.L and DTLA.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.61 |
The correlation between CU71.L and DTLA.L shifts across timeframes, from 0.47 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CU71.L vs. DTLA.L — Risk / Return Rank
CU71.L
DTLA.L
CU71.L vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) 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.
| CU71.L | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.65 | +0.14 |
| Martin ratioReturn relative to average drawdown | 1.94 | 1.39 | +0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CU71.L | DTLA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.54 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | -0.33 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | -0.06 | +0.33 |
Drawdowns
CU71.L vs. DTLA.L - Drawdown Comparison
The maximum CU71.L drawdown since its inception was -20.50%, smaller than the maximum DTLA.L drawdown of -48.57%. Use the drawdown chart below to compare losses from any high point for CU71.L and DTLA.L.
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Drawdown Indicators
| CU71.L | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -48.57% | +28.07% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -8.45% | +3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -7.33% | -17.84% | +10.51% |
Max Drawdown (5Y)Largest decline over 5 years | -15.69% | -39.56% | +23.87% |
Max Drawdown (10Y)Largest decline over 10 years | -20.50% | — | — |
Current DrawdownCurrent decline from peak | -13.34% | -44.93% | +31.59% |
Average DrawdownAverage peak-to-trough decline | -10.11% | -26.34% | +16.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 3.95% | -1.91% |
Volatility
CU71.L vs. DTLA.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 1.45%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 3.12%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky 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
| CU71.L | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 3.12% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 4.32% | 7.39% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 10.23% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.27% | 15.80% | -7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 16.14% | -6.59% |
CU71.L vs. DTLA.L - Expense Ratio Comparison
Both CU71.L and DTLA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CU71.L vs. DTLA.L - Dividend Comparison
Neither CU71.L nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
CU71.L and DTLA.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CU71.L and DTLA.L have the same expense ratio: 0.07% per year.
CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while DTLA.L tracks ICE US Treasury 20+ Year Index.
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