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

Performance

DTLA.L vs. CEUR.L - 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 Amundi MSCI Europe (CEUR.L). The values are adjusted to include any dividend payments, if applicable.

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DTLA.L vs. CEUR.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

DTLA.L
DTLA.L Risk / Return Rank: 1010
Overall Rank
DTLA.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 99
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 99
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1111
Martin Ratio Rank

CEUR.L
CEUR.L Risk / Return Rank: 6666
Overall Rank
CEUR.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CEUR.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
CEUR.L Omega Ratio Rank: 6969
Omega Ratio Rank
CEUR.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
CEUR.L Martin Ratio Rank: 6161
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. 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.LCEUR.LDifference

Sharpe ratio

Return per unit of total volatility

-0.07

1.31

-1.39

Sortino ratio

Return per unit of downside risk

-0.02

1.75

-1.78

Omega ratio

Gain probability vs. loss probability

1.00

1.26

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.07

1.76

-1.83

Martin ratio

Return relative to average drawdown

-0.14

6.59

-6.73

DTLA.L vs. CEUR.L - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is -0.07, which is lower than the CEUR.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of DTLA.L and CEUR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DTLA.LCEUR.LDifference

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.


Tickers have no history of dividend payments

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.LCEUR.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-40.22%

-6.69%

-33.53%

Average Drawdown

Average peak-to-trough decline

-23.71%

-4.60%

-19.11%

Ulcer Index

Depth 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.LCEUR.LDifference

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%