DTLA.L vs. CEUR.L
Compare and contrast key facts about iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) and Amundi MSCI Europe (CEUR.L).
DTLA.L and CEUR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTLA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on May 10, 2018. CEUR.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 22, 2018. Both DTLA.L and CEUR.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DTLA.L vs. CEUR.L - Performance Comparison
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DTLA.L vs. CEUR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -0.48% | 4.47% | -6.97% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.77% |
CEUR.L Amundi MSCI Europe | -0.08% | 33.86% | 3.15% | 18.89% | -16.01% | 15.95% | 5.42% | 24.85% | -16.52% |
Different Trading Currencies
DTLA.L is traded in USD, while CEUR.L is traded in GBp. To make them comparable, the CEUR.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DTLA.L achieves a -0.48% return, which is significantly lower than CEUR.L's -0.08% return.
DTLA.L
- 1D
- 0.45%
- 1M
- -2.75%
- YTD
- -0.48%
- 6M
- -0.36%
- 1Y
- -0.88%
- 3Y*
- -2.22%
- 5Y*
- -5.60%
- 10Y*
- —
CEUR.L
- 1D
- 3.23%
- 1M
- -5.34%
- YTD
- -0.08%
- 6M
- 5.37%
- 1Y
- 21.97%
- 3Y*
- 14.47%
- 5Y*
- 8.84%
- 10Y*
- 8.83%
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DTLA.L vs. CEUR.L - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is higher than CEUR.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DTLA.L vs. CEUR.L — Risk / Return Rank
DTLA.L
CEUR.L
DTLA.L vs. CEUR.L - 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 Amundi MSCI Europe (CEUR.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.
| DTLA.L | CEUR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.07 | 1.31 | -1.39 |
Sortino ratioReturn per unit of downside risk | -0.02 | 1.75 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.26 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.76 | -1.83 |
Martin ratioReturn relative to average drawdown | -0.14 | 6.59 | -6.73 |
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
| DTLA.L | CEUR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.31 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | 0.51 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.38 | -0.45 |
Correlation
The correlation between DTLA.L and CEUR.L is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DTLA.L vs. CEUR.L - Dividend Comparison
Neither DTLA.L nor CEUR.L has paid dividends to shareholders.
Drawdowns
DTLA.L vs. CEUR.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than CEUR.L's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for DTLA.L and CEUR.L.
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Drawdown Indicators
| DTLA.L | CEUR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -28.63% | -19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -11.05% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -17.85% | -25.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.63% | — |
Current DrawdownCurrent decline from peak | -40.22% | -6.69% | -33.53% |
Average DrawdownAverage peak-to-trough decline | -23.71% | -4.60% | -19.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 2.89% | +1.87% |
Volatility
DTLA.L vs. CEUR.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) is 3.20%, while Amundi MSCI Europe (CEUR.L) has a volatility of 6.60%. This indicates that DTLA.L experiences smaller price fluctuations and is considered to be less risky than CEUR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTLA.L | CEUR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 6.60% | -3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 6.33% | 10.75% | -4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 16.71% | -4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 17.32% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 17.63% | -2.76% |