DTLA.L vs. IBTA.L
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and IBTA.L (iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)) are both Government Bonds funds from iShares - DTLA.L tracks the ICE US Treasury 20+ Year Index while IBTA.L tracks the ICE US Treasury 1-3 Year Index. Both are passively managed. Over the past 5 years, DTLA.L returned -6.50%/yr vs 1.81%/yr for IBTA.L. At a 0.47 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
DTLA.L vs. IBTA.L - Performance Comparison
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Returns By Period
In the year-to-date period, DTLA.L achieves a -1.94% return, which is significantly lower than IBTA.L's 0.17% return.
DTLA.L
- 1D
- -0.44%
- 1M
- -1.08%
- YTD
- -1.94%
- 6M
- -0.87%
- 1Y
- 3.64%
- 3Y*
- -1.76%
- 5Y*
- -6.50%
- 10Y*
- —
IBTA.L
- 1D
- 0.00%
- 1M
- -0.17%
- YTD
- 0.17%
- 6M
- 0.85%
- 1Y
- 3.31%
- 3Y*
- 4.14%
- 5Y*
- 1.81%
- 10Y*
- —
DTLA.L vs. IBTA.L - 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) | -1.94% | 4.49% | -6.90% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.65% |
IBTA.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 0.17% | 5.34% | 4.07% | 4.21% | -3.75% | -0.64% | 3.14% | 3.62% | 1.81% |
Correlation
The correlation between DTLA.L and IBTA.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | 0.47 |
The correlation between DTLA.L and IBTA.L shifts across timeframes, from 0.43 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DTLA.L vs. IBTA.L — Risk / Return Rank
DTLA.L
IBTA.L
DTLA.L vs. IBTA.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 1-3yr UCITS ETF (Acc) (IBTA.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 | IBTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.60 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 4.90 | -4.42 |
| Martin ratioReturn relative to average drawdown | 1.23 | 16.98 | -15.75 |
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 | IBTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 2.10 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.84 | -1.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.98 | -1.06 |
Drawdowns
DTLA.L vs. IBTA.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.41%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for DTLA.L and IBTA.L.
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Drawdown Indicators
| DTLA.L | IBTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.41% | -5.80% | -42.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -0.67% | -6.83% |
Max Drawdown (3Y)Largest decline over 3 years | -18.57% | -0.89% | -17.68% |
Max Drawdown (5Y)Largest decline over 5 years | -42.80% | -5.70% | -37.10% |
Current DrawdownCurrent decline from peak | -41.04% | -0.34% | -40.70% |
Average DrawdownAverage peak-to-trough decline | -24.04% | -0.97% | -23.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 0.19% | +2.75% |
Volatility
DTLA.L vs. IBTA.L - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 3.46% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.54%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than IBTA.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 | IBTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 0.54% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 6.77% | 1.12% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.03% | 1.58% | +8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.96% | 2.16% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.80% | 1.93% | +12.87% |
DTLA.L vs. IBTA.L - Expense Ratio Comparison
Both DTLA.L and IBTA.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. IBTA.L - Dividend Comparison
Neither DTLA.L nor IBTA.L has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and IBTA.L have a correlation of 0.43, 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 IBTA.L have the same expense ratio: 0.07% per year.
DTLA.L tracks ICE US Treasury 20+ Year Index, while IBTA.L tracks ICE US Treasury 1-3 Year Index.
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