DTLA.L vs. CNDX.L
Compare and contrast key facts about iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L).
DTLA.L and CNDX.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. CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. Both DTLA.L and CNDX.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTLA.L or CNDX.L.
Performance
DTLA.L vs. CNDX.L - Performance Comparison
Returns By Period
In the year-to-date period, DTLA.L achieves a -6.21% return, which is significantly lower than CNDX.L's 21.52% return.
DTLA.L
-6.21%
-4.54%
0.06%
4.23%
-6.02%
N/A
CNDX.L
21.52%
0.68%
10.53%
30.09%
20.19%
17.74%
Key characteristics
| DTLA.L | CNDX.L | |
|---|---|---|
| Sharpe Ratio | 0.29 | 1.75 |
| Sortino Ratio | 0.52 | 2.39 |
| Omega Ratio | 1.06 | 1.32 |
| Calmar Ratio | 0.09 | 2.34 |
| Martin Ratio | 0.73 | 8.20 |
| Ulcer Index | 5.81% | 3.51% |
| Daily Std Dev | 14.72% | 16.41% |
| Max Drawdown | -48.47% | -35.17% |
| Current Drawdown | -42.04% | -2.94% |
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DTLA.L vs. CNDX.L - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is lower than CNDX.L's 0.33% expense ratio.
Correlation
The correlation between DTLA.L and CNDX.L is -0.10. 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.
Risk-Adjusted Performance
DTLA.L vs. CNDX.L - Risk-Adjusted Performance 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 iShares NASDAQ 100 UCITS ETF (CNDX.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.
Dividends
DTLA.L vs. CNDX.L - Dividend Comparison
DTLA.L has not paid dividends to shareholders, while CNDX.L's dividend yield for the trailing twelve months is around 0.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.02% | 0.05% | 0.06% | 0.03% | 0.04% | 0.07% | 0.06% | 0.30% | 0.16% | 0.16% | 0.19% | 0.16% |
Drawdowns
DTLA.L vs. CNDX.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than CNDX.L's maximum drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for DTLA.L and CNDX.L. For additional features, visit the drawdowns tool.
Volatility
DTLA.L vs. CNDX.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) is 4.52%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 5.40%. This indicates that DTLA.L experiences smaller price fluctuations and is considered to be less risky than CNDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.