DTLA.L vs. IEF
Compare and contrast key facts about iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) and iShares 7-10 Year Treasury Bond ETF (IEF).
DTLA.L and IEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTLA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on May 10, 2018. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002. Both DTLA.L and IEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTLA.L or IEF.
Performance
DTLA.L vs. IEF - Performance Comparison
Returns By Period
In the year-to-date period, DTLA.L achieves a -6.21% return, which is significantly lower than IEF's -0.42% return.
DTLA.L
-6.21%
-4.54%
0.06%
4.23%
-6.02%
N/A
IEF
-0.42%
-2.51%
1.96%
4.32%
-1.60%
0.79%
Key characteristics
| DTLA.L | IEF | |
|---|---|---|
| Sharpe Ratio | 0.29 | 0.63 |
| Sortino Ratio | 0.52 | 0.94 |
| Omega Ratio | 1.06 | 1.11 |
| Calmar Ratio | 0.09 | 0.21 |
| Martin Ratio | 0.73 | 1.72 |
| Ulcer Index | 5.81% | 2.55% |
| Daily Std Dev | 14.72% | 6.99% |
| Max Drawdown | -48.47% | -23.93% |
| Current Drawdown | -42.04% | -17.22% |
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DTLA.L vs. IEF - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is lower than IEF's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between DTLA.L and IEF is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DTLA.L vs. IEF - Risk-Adjusted Performance 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 7-10 Year Treasury Bond ETF (IEF). 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.
Dividends
DTLA.L vs. IEF - Dividend Comparison
DTLA.L has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.52%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.52% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
DTLA.L vs. IEF - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for DTLA.L and IEF. For additional features, visit the drawdowns tool.
Volatility
DTLA.L vs. IEF - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 4.47% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.89%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.