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DTLA.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DTLA.L vs. BTC-USD - 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 Bitcoin (BTC-USD). 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 BTC-USD's -26.27% 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*

BTC-USD

1D
1.71%
1M
-20.43%
YTD
-26.27%
6M
-28.52%
1Y
-39.20%
3Y*
36.94%
5Y*
9.74%
10Y*
57.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLA.L vs. BTC-USD - 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%
BTC-USD
Bitcoin
-26.27%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-60.30%

Correlation

The correlation between DTLA.L and BTC-USD is 0.03, 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

0.03

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

-0.05

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

-0.03

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Return for Risk

DTLA.L vs. BTC-USD — 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

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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. BTC-USD - 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 Bitcoin (BTC-USD). 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.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.06

0.87

+0.19

Calmar ratioReturn relative to maximum drawdown

0.45

-0.77

+1.21

Martin ratioReturn relative to average drawdown

1.12

-1.33

+2.45

DTLA.L vs. BTC-USD - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is 0.34, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of DTLA.L and BTC-USD, 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. BTC-USD - Drawdown Comparison

The maximum DTLA.L drawdown since its inception was -48.41%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DTLA.L and BTC-USD.


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Drawdown Indicators


DTLA.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-48.41%

-85.30%

+36.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-51.21%

+43.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

-51.21%

+32.64%

Max Drawdown (5Y)

Largest decline over 5 years

-42.80%

-76.67%

+33.87%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-40.40%

-48.27%

+7.87%

Average Drawdown

Average peak-to-trough decline

-24.06%

-42.36%

+18.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

35.16%

-32.16%

Volatility

DTLA.L vs. BTC-USD - Volatility Comparison

The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) is 3.33%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that DTLA.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTLA.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

11.97%

-8.64%

Volatility (6M)

Calculated over the trailing 6-month period

6.74%

34.64%

-27.90%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

35.59%

-25.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

44.57%

-29.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

56.61%

-41.82%

Frequently Asked Questions


DTLA.L and BTC-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DTLA.L and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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