DJAD.DE vs. DTLE.L
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and DTLE.L (iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist) are both exchange-traded funds - DJAD.DE is a Government Bonds fund tracking the Bloomberg US Long Treasury Index, while DTLE.L is a Long-Term Bond fund managed by iShares. Over the past 5 years, DJAD.DE returned -4.32%/yr vs -8.07%/yr for DTLE.L. Their correlation of 0.85 suggests significant overlap in exposure. DJAD.DE charges 0.06%/yr vs 0.10%/yr for DTLE.L.
Performance
DJAD.DE vs. DTLE.L - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 0.70% return, which is significantly higher than DTLE.L's -1.71% return.
DJAD.DE
- 1D
- 0.26%
- 1M
- 0.83%
- YTD
- 0.70%
- 6M
- -0.36%
- 1Y
- 2.50%
- 3Y*
- -3.33%
- 5Y*
- -4.32%
- 10Y*
- —
DTLE.L
- 1D
- 0.51%
- 1M
- -0.19%
- YTD
- -1.71%
- 6M
- -1.42%
- 1Y
- 1.73%
- 3Y*
- -3.63%
- 5Y*
- -8.07%
- 10Y*
- —
DJAD.DE vs. DTLE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -0.74% | -24.23% | 3.18% | 6.09% | 17.33% | 3.33% |
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.71% | 2.25% | -9.05% | -0.58% | -32.40% | -5.28% | 15.20% | 12.29% | 6.18% |
Correlation
The correlation between DJAD.DE and DTLE.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | 0.85 |
The correlation between DJAD.DE and DTLE.L shifts across timeframes, from 0.72 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJAD.DE vs. DTLE.L — Risk / Return Rank
DJAD.DE
DTLE.L
DJAD.DE vs. DTLE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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.
| DJAD.DE | DTLE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.04 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.21 | +0.15 |
| Martin ratioReturn relative to average drawdown | 0.78 | 0.52 | +0.25 |
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
| DJAD.DE | DTLE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.18 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.54 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | -0.24 | +0.18 |
Drawdowns
DJAD.DE vs. DTLE.L - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, smaller than the maximum DTLE.L drawdown of -52.29%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and DTLE.L.
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Drawdown Indicators
| DJAD.DE | DTLE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -52.29% | +7.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -8.47% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -19.18% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -45.70% | +9.16% |
Current DrawdownCurrent decline from peak | -40.73% | -47.88% | +7.15% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -25.92% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.37% | -0.44% |
Volatility
DJAD.DE vs. DTLE.L - Volatility Comparison
The current volatility for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) is 2.36%, while iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a volatility of 3.46%. This indicates that DJAD.DE experiences smaller price fluctuations and is considered to be less risky than DTLE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJAD.DE | DTLE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 3.46% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 6.73% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 9.91% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 14.94% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 15.50% | -0.93% |
DJAD.DE vs. DTLE.L - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is lower than DTLE.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DJAD.DE vs. DTLE.L - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, less than DTLE.L's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.47% | 3.50% | 3.53% | 2.89% | 3.36% | 2.22% | 2.38% | 2.87% | 0.00% | 0.00% |
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | 4.25% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% |
Frequently Asked Questions
DJAD.DE and DTLE.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.10% for DTLE.L.
DJAD.DE is categorized as Government Bonds, while DTLE.L is Long-Term Bond. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.06% for DJAD.DE and 0.10% for DTLE.L.
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