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DTLA.L vs. ARTUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTLA.L vs. ARTUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) and Artisan Floating Rate Fund (ARTUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTLA.L achieves a -0.98% return, which is significantly lower than ARTUX's 1.53% return.


DTLA.L

1D
0.48%
1M
0.71%
YTD
-0.98%
6M
-1.10%
1Y
3.98%
3Y*
-1.52%
5Y*
-6.06%
10Y*

ARTUX

1D
0.00%
1M
0.57%
YTD
1.53%
6M
2.17%
1Y
5.71%
3Y*
7.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLA.L vs. ARTUX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
-0.98%4.47%-6.97%1.69%-27.43%
ARTUX
Artisan Floating Rate Fund
1.53%6.34%7.54%11.20%-3.50%

Correlation

The correlation between DTLA.L and ARTUX is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2022

0.03

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Return for Risk

DTLA.L vs. ARTUX — Risk / Return Rank

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

DTLA.L
DTLA.L Risk / Return Rank: 1515
Overall Rank
DTLA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1414
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1616
Martin Ratio Rank

ARTUX
ARTUX Risk / Return Rank: 7777
Overall Rank
ARTUX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ARTUX Sortino Ratio Rank: 9797
Sortino Ratio Rank
ARTUX Omega Ratio Rank: 9696
Omega Ratio Rank
ARTUX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ARTUX Martin Ratio Rank: 5454
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.

DTLA.L vs. ARTUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) and Artisan Floating Rate Fund (ARTUX). 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.


DTLA.LARTUXDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-5.00

Omega ratioGain probability vs. loss probability

1.07

1.83

-0.76

Calmar ratioReturn relative to maximum drawdown

0.53

3.15

-2.63

Martin ratioReturn relative to average drawdown

1.34

10.78

-9.44

DTLA.L vs. ARTUX - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is 0.41, which is lower than the ARTUX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DTLA.L and ARTUX, 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


DTLA.LARTUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

2.40

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

1.87

-1.94

Drawdowns

DTLA.L vs. ARTUX - Drawdown Comparison

The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than ARTUX's maximum drawdown of -6.08%. Use the drawdown chart below to compare losses from any high point for DTLA.L and ARTUX.


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Drawdown Indicators


DTLA.LARTUXDifference

Max Drawdown

Largest peak-to-trough decline

-48.47%

-6.08%

-42.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.52%

-1.82%

-5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-18.61%

-2.76%

-15.85%

Max Drawdown (5Y)

Largest decline over 5 years

-42.87%

Current Drawdown

Current decline from peak

-40.52%

0.00%

-40.52%

Average Drawdown

Average peak-to-trough decline

-24.06%

-0.95%

-23.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.53%

+2.43%

Volatility

DTLA.L vs. ARTUX - Volatility Comparison

iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 3.37% compared to Artisan Floating Rate Fund (ARTUX) at 0.59%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than ARTUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTLA.LARTUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

0.59%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

1.75%

+4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

9.82%

2.40%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

2.80%

+12.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

2.80%

+11.98%

DTLA.L vs. ARTUX - Expense Ratio Comparison

DTLA.L has a 0.07% expense ratio, which is lower than ARTUX's 1.20% expense ratio.


Dividends

DTLA.L vs. ARTUX - Dividend Comparison

DTLA.L has not paid dividends to shareholders, while ARTUX's dividend yield for the trailing twelve months is around 7.19%.


PositionTTM2025202420232022
ARTUX
Artisan Floating Rate Fund
7.19%7.31%8.09%6.71%3.25%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DTLA.L and ARTUX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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