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 -6.04%/yr vs -0.00%/yr for EUR=X. At a correlation of -0.01, they often move in opposite directions.
Performance
DTLA.L vs. EUR=X - Performance Comparison
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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%
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) | 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
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.
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.L | EUR=X | Difference | |
|---|---|---|---|
| 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 |
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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.L | EUR=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -39.23% | -0.74% | -38.49% |
Average DrawdownAverage peak-to-trough decline | -24.13% | -0.75% | -23.38% |
Ulcer IndexDepth 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.L | EUR=X | Difference | |
|---|---|---|---|
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.
Find the right allocation for DTLA.L and EUR=X
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