DTLA.L vs. IB01.L
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both Government Bonds funds from iShares - DTLA.L tracks the ICE US Treasury 20+ Year Index while IB01.L tracks the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, DTLA.L returned -6.06%/yr vs 3.39%/yr for IB01.L. At a 0.11 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
DTLA.L vs. IB01.L - Performance Comparison
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Returns By Period
In the year-to-date period, DTLA.L achieves a -0.98% return, which is significantly lower than IB01.L's 1.45% return.
DTLA.L
- 1D
- 0.48%
- 1M
- 0.71%
- YTD
- -0.98%
- 6M
- -1.10%
- 1Y
- 3.98%
- 3Y*
- -1.52%
- 5Y*
- -6.06%
- 10Y*
- —
IB01.L
- 1D
- 0.03%
- 1M
- 0.28%
- YTD
- 1.45%
- 6M
- 1.75%
- 1Y
- 3.98%
- 3Y*
- 4.73%
- 5Y*
- 3.39%
- 10Y*
- —
DTLA.L vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 14.81% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.45% | 4.34% | 5.25% | 4.92% | 1.08% | 0.00% | 0.88% | 2.01% |
Correlation
The correlation between DTLA.L and IB01.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2019 | 0.11 |
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Return for Risk
DTLA.L vs. IB01.L — Risk / Return Rank
DTLA.L
IB01.L
DTLA.L vs. IB01.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 iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.L | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.53 | ||
| Sortino ratioReturn per unit of downside risk | -36.31 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 8.02 | -6.94 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 115.45 | -114.92 |
| Martin ratioReturn relative to average drawdown | 1.34 | 569.86 | -568.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTLA.L | IB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 11.94 | -11.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 9.24 | -9.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 3.79 | -3.86 |
Drawdowns
DTLA.L vs. IB01.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for DTLA.L and IB01.L.
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Drawdown Indicators
| DTLA.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -0.91% | -47.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -0.03% | -7.49% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -0.09% | -18.52% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -0.29% | -42.58% |
Current DrawdownCurrent decline from peak | -40.52% | 0.00% | -40.52% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -0.08% | -23.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.01% | +2.95% |
Volatility
DTLA.L vs. IB01.L - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 3.37% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than IB01.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.L | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 0.10% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 0.24% | +6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 0.33% | +9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 0.37% | +14.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 0.72% | +14.06% |
DTLA.L vs. IB01.L - Expense Ratio Comparison
Both DTLA.L and IB01.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
DTLA.L vs. IB01.L - Dividend Comparison
Neither DTLA.L nor IB01.L has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and IB01.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DTLA.L and IB01.L have the same expense ratio: 0.07% per year.
DTLA.L tracks ICE US Treasury 20+ Year Index, while IB01.L tracks ICE U.S. Treasury Short Bond Index.
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