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

Performance

DTLA.L vs. BTAL - 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 AGFiQ US Market Neutral Anti-Beta Fund (BTAL). 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 -0.86% return, which is significantly higher than BTAL's -20.15% return.


DTLA.L

1D
0.44%
1M
1.10%
YTD
-0.86%
6M
0.88%
1Y
4.30%
3Y*
-1.20%
5Y*
-6.37%
10Y*

BTAL

1D
-0.09%
1M
-4.17%
YTD
-20.15%
6M
-19.27%
1Y
-37.44%
3Y*
-12.17%
5Y*
-4.94%
10Y*
-5.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLA.L vs. BTAL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
-0.86%4.49%-6.90%1.69%-30.29%-4.46%17.00%15.69%3.65%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-20.15%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.30%

Correlation

The correlation between DTLA.L and BTAL is -0.00, 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

-0.00

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

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

0.09

The correlation between DTLA.L and BTAL shifts across timeframes, from -0.06 (3 years) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DTLA.L vs. BTAL — 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: 1515
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1313
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1515
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 00
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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. BTAL - 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 AGFiQ US Market Neutral Anti-Beta Fund (BTAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DTLA.LBTALDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

1.06

0.73

+0.33

Calmar ratioReturn relative to maximum drawdown

0.45

-0.98

+1.43

Martin ratioReturn relative to average drawdown

1.12

-1.64

+2.76

DTLA.L vs. BTAL - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is 0.34, which is higher than the BTAL Sharpe Ratio of -1.64. The chart below compares the historical Sharpe Ratios of DTLA.L and BTAL, 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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Drawdowns

DTLA.L vs. BTAL - Drawdown Comparison

The maximum DTLA.L drawdown since its inception was -48.41%, roughly equal to the maximum BTAL drawdown of -50.28%. Use the drawdown chart below to compare losses from any high point for DTLA.L and BTAL.


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Drawdown Indicators


DTLA.LBTALDifference

Max Drawdown

Largest peak-to-trough decline

-48.41%

-50.28%

+1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-37.50%

+30.00%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

-45.16%

+26.59%

Max Drawdown (5Y)

Largest decline over 5 years

-42.80%

-45.16%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-50.28%

Current Drawdown

Current decline from peak

-40.40%

-50.23%

+9.83%

Average Drawdown

Average peak-to-trough decline

-24.06%

-22.01%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

22.38%

-19.38%

Volatility

DTLA.L vs. BTAL - Volatility Comparison

The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) is 3.33%, while AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a volatility of 8.74%. This indicates that DTLA.L experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTLA.LBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

8.74%

-5.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.74%

16.58%

-9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

22.49%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

18.96%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

17.33%

-2.54%

DTLA.L vs. BTAL - Expense Ratio Comparison

DTLA.L has a 0.07% expense ratio, which is lower than BTAL's 2.11% expense ratio.


Dividends

DTLA.L vs. BTAL - Dividend Comparison

DTLA.L has not paid dividends to shareholders, while BTAL's dividend yield for the trailing twelve months is around 3.11%.


PositionTTM20252024202320222021202020192018
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.11%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DTLA.L and BTAL have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DTLA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DTLA.L is cheaper with a 0.07% expense ratio, compared with 2.11% for BTAL.

DTLA.L is categorized as Government Bonds, while BTAL is Long-Short. DTLA.L tracks ICE US Treasury 20+ Year Index, while BTAL tracks Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. They also come from different issuers: iShares and AGF. Their fees differ too: 0.07% for DTLA.L and 2.11% for BTAL.

Portfolio Optimizer

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