DTLA.L vs. EUR=X
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) is Government Bonds fund tracking the ICE US Treasury 20+ Year Index, while EUR=X (USD/EUR) is a currency. Over the past 5 years, DTLA.L returned -6.06%/yr vs -0.00%/yr for EUR=X. At a correlation of -0.00, they often move in opposite directions.
Performance
DTLA.L vs. EUR=X - Performance Comparison
Loading charts...
Different Trading Currencies
DTLA.L is traded in USD, while EUR=X is traded in EUR. To make them comparable, the EUR=X 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 -0.98% return, which is significantly lower than EUR=X's 0.02% return.
DTLA.L
- 1D
- 0.48%
- 1M
- -0.15%
- YTD
- -0.98%
- 6M
- -0.47%
- 1Y
- 3.80%
- 3Y*
- -1.52%
- 5Y*
- -6.06%
- 10Y*
- —
EUR=X
- 1D
- 0.03%
- 1M
- 0.01%
- YTD
- 0.02%
- 6M
- -0.00%
- 1Y
- 0.02%
- 3Y*
- 0.01%
- 5Y*
- -0.00%
- 10Y*
- 0.00%
DTLA.L vs. EUR=X - 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) | -0.98% | 4.47% | -6.97% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.77% |
EUR=X USD/EUR | 0.02% | -0.03% | 0.01% | 0.07% | -0.18% | 0.16% | -0.12% | 0.27% | -0.18% |
Correlation
The correlation between DTLA.L and EUR=X is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | -0.00 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTLA.L vs. EUR=X — Risk / Return Rank
DTLA.L
EUR=X
DTLA.L vs. EUR=X - 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 USD/EUR (EUR=X). 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 | EUR=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.00 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.03 | +0.50 |
| Martin ratioReturn relative to average drawdown | 1.34 | 0.15 | +1.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DTLA.L | EUR=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.02 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | -0.00 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.00 | -0.07 |
Drawdowns
DTLA.L vs. EUR=X - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than EUR=X's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for DTLA.L and EUR=X.
Loading charts...
Drawdown Indicators
| DTLA.L | EUR=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -1.76% | -46.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -0.43% | -7.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -0.81% | -17.80% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -0.81% | -42.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -1.22% | — |
Current DrawdownCurrent decline from peak | -40.52% | -0.72% | -39.80% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -0.72% | -23.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.09% | +2.87% |
Volatility
DTLA.L vs. EUR=X - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 3.37% compared to USD/EUR (EUR=X) at 0.23%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than EUR=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTLA.L | EUR=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 0.23% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 0.56% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 0.75% | +9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 0.73% | +14.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 1.13% | +13.65% |
Frequently Asked Questions
DTLA.L and EUR=X have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DTLA.L and EUR=X
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer