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DTLA.L vs. EUR=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DTLA.L vs. EUR=X - 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 USD/EUR (EUR=X). The values are adjusted to include any dividend payments, if applicable.

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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


DTLA.L

1D
0.00%
1M
3.07%
YTD
1.08%
6M
1.73%
1Y
5.15%
3Y*
-1.38%
5Y*
-6.04%
10Y*

EUR=X

1D
-0.01%
1M
-0.02%
YTD
-0.00%
6M
-0.03%
1Y
-0.03%
3Y*
-0.01%
5Y*
-0.00%
10Y*
-0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLA.L vs. EUR=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
1.08%4.49%-6.90%1.69%-30.29%-4.46%17.00%15.69%3.65%
EUR=X
USD/EUR
-0.00%-0.03%0.01%0.07%-0.18%0.16%-0.12%0.27%-0.16%

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

-0.01

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Return for Risk

DTLA.L vs. EUR=X — 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: 1717
Overall Rank
DTLA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1515
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1717
Martin Ratio Rank

EUR=X
EUR=X Risk / Return Rank: 6969
Overall Rank
EUR=X Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EUR=X Sortino Ratio Rank: 6969
Sortino Ratio Rank
EUR=X Omega Ratio Rank: 6969
Omega Ratio Rank
EUR=X Calmar Ratio Rank: 7070
Calmar Ratio Rank
EUR=X Martin Ratio Rank: 6868
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. 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.

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.LEUR=XDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.09

0.99

+0.10

Calmar ratioReturn relative to maximum drawdown

0.68

-0.06

+0.74

Martin ratioReturn relative to average drawdown

1.68

-0.27

+1.95

DTLA.L vs. EUR=X - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is 0.52, which is higher than the EUR=X Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of DTLA.L and EUR=X, 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. EUR=X - Drawdown Comparison

The maximum DTLA.L drawdown since its inception was -48.41%, 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.


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Drawdown Indicators


DTLA.LEUR=XDifference

Max Drawdown

Largest peak-to-trough decline

-48.41%

-1.76%

-46.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-0.43%

-7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.07%

-0.81%

-17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-42.80%

-0.81%

-41.99%

Max Drawdown (10Y)

Largest decline over 10 years

-1.22%

Current Drawdown

Current decline from peak

-39.23%

-0.74%

-38.49%

Average Drawdown

Average peak-to-trough decline

-24.13%

-0.75%

-23.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

0.10%

+2.96%

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 2.42% compared to USD/EUR (EUR=X) at 0.18%. 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.


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Volatility by Period


DTLA.LEUR=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

0.18%

+2.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

0.58%

+6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

9.92%

0.75%

+9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

0.73%

+14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

1.13%

+13.64%

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.

Portfolio Optimizer

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.

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