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DTLA.L vs. IBTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTLA.L vs. IBTM - 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 iShares iBonds Dec 2032 Term Treasury ETF (IBTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTLA.L achieves a -0.86% return, which is significantly lower than IBTM's -0.36% return.


DTLA.L

1D
0.44%
1M
1.10%
YTD
-0.86%
6M
0.88%
1Y
4.30%
3Y*
-1.20%
5Y*
-6.37%
10Y*

IBTM

1D
-0.22%
1M
0.15%
YTD
-0.36%
6M
-0.07%
1Y
3.66%
3Y*
3.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLA.L vs. IBTM - Yearly Performance Comparison


2026 (YTD)2025202420232022
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
-0.86%4.49%-6.90%1.69%-10.52%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
-0.36%8.06%-0.14%3.48%-5.01%

Correlation

The correlation between DTLA.L and IBTM is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

0.70

The correlation between DTLA.L and IBTM shifts across timeframes, from 0.56 (1 year) to 0.71 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DTLA.L vs. IBTM — 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: 1515
Overall Rank
DTLA.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1313
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1515
Martin Ratio Rank

IBTM
IBTM Risk / Return Rank: 2525
Overall Rank
IBTM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBTM Omega Ratio Rank: 2323
Omega Ratio Rank
IBTM Calmar Ratio Rank: 2424
Calmar Ratio Rank
IBTM Martin Ratio Rank: 2424
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. IBTM - 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 iBonds Dec 2032 Term Treasury ETF (IBTM). 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.LIBTMDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.06

1.14

-0.08

Calmar ratioReturn relative to maximum drawdown

0.45

1.03

-0.58

Martin ratioReturn relative to average drawdown

1.12

2.81

-1.69

DTLA.L vs. IBTM - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is 0.34, which is lower than the IBTM Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DTLA.L and IBTM, 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. IBTM - Drawdown Comparison

The maximum DTLA.L drawdown since its inception was -48.41%, which is greater than IBTM's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for DTLA.L and IBTM.


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Drawdown Indicators


DTLA.LIBTMDifference

Max Drawdown

Largest peak-to-trough decline

-48.41%

-13.60%

-34.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-3.26%

-4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

-7.86%

-10.71%

Max Drawdown (5Y)

Largest decline over 5 years

-42.80%

Current Drawdown

Current decline from peak

-40.40%

-2.24%

-38.16%

Average Drawdown

Average peak-to-trough decline

-24.06%

-4.80%

-19.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.19%

+1.81%

Volatility

DTLA.L vs. IBTM - Volatility Comparison

iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 3.33% compared to iShares iBonds Dec 2032 Term Treasury ETF (IBTM) at 1.30%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than IBTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTLA.LIBTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

1.30%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.74%

2.80%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

4.02%

+6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

7.54%

+7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

7.54%

+7.25%

DTLA.L vs. IBTM - Expense Ratio Comparison

Both DTLA.L and IBTM 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. IBTM - Dividend Comparison

DTLA.L has not paid dividends to shareholders, while IBTM's dividend yield for the trailing twelve months is around 3.95%.


PositionTTM2025202420232022
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.95%3.87%3.96%3.39%1.38%

Frequently Asked Questions


DTLA.L and IBTM have a correlation of 0.56, 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 IBTM have the same expense ratio: 0.07% per year.

DTLA.L is categorized as Government Bonds, while IBTM is Intermediate Core Bond. DTLA.L tracks ICE US Treasury 20+ Year Index, while IBTM tracks ICE 2032 Maturity US Treasury Index.

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