DTLA.L vs. IWQU.L
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and IWQU.L (iShares MSCI World Quality Factor UCITS) are both exchange-traded funds - DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index, while IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, DTLA.L returned -6.37%/yr vs 10.27%/yr for IWQU.L. At a correlation of -0.06, they often move in opposite directions. DTLA.L charges 0.07%/yr vs 0.30%/yr for IWQU.L.
Performance
DTLA.L vs. IWQU.L - Performance Comparison
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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 IWQU.L's 8.72% 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*
- —
IWQU.L
- 1D
- 1.73%
- 1M
- 1.38%
- YTD
- 8.72%
- 6M
- 9.99%
- 1Y
- 21.34%
- 3Y*
- 17.83%
- 5Y*
- 10.27%
- 10Y*
- 12.75%
DTLA.L vs. IWQU.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) | -0.86% | 4.49% | -6.90% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.65% |
IWQU.L iShares MSCI World Quality Factor UCITS | 8.72% | 15.28% | 17.17% | 25.90% | -19.26% | 23.70% | 14.95% | 29.64% | -7.88% |
Correlation
The correlation between DTLA.L and IWQU.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | -0.06 |
The correlation between DTLA.L and IWQU.L shifts across timeframes, from -0.06 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DTLA.L vs. IWQU.L — Risk / Return Rank
DTLA.L
IWQU.L
DTLA.L vs. IWQU.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 MSCI World Quality Factor UCITS (IWQU.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.
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 | IWQU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.32 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.39 | -1.94 |
| Martin ratioReturn relative to average drawdown | 1.12 | 9.90 | -8.78 |
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Drawdowns
DTLA.L vs. IWQU.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.41%, which is greater than IWQU.L's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for DTLA.L and IWQU.L.
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Drawdown Indicators
| DTLA.L | IWQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.41% | -33.05% | -15.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -8.53% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -18.57% | -16.09% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -42.80% | -27.70% | -15.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.05% | — |
Current DrawdownCurrent decline from peak | -40.40% | 0.00% | -40.40% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -4.58% | -19.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.06% | +0.94% |
Volatility
DTLA.L vs. IWQU.L - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) and iShares MSCI World Quality Factor UCITS (IWQU.L) have volatilities of 3.33% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTLA.L | IWQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.28% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 9.11% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.03% | 11.61% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 15.61% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 15.76% | -0.97% |
DTLA.L vs. IWQU.L - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is lower than IWQU.L's 0.30% expense ratio.
Dividends
DTLA.L vs. IWQU.L - Dividend Comparison
Neither DTLA.L nor IWQU.L has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and IWQU.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DTLA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTLA.L is cheaper with a 0.07% expense ratio, compared with 0.30% for IWQU.L.
DTLA.L is categorized as Government Bonds, while IWQU.L is Global Equities. DTLA.L tracks ICE US Treasury 20+ Year Index, while IWQU.L tracks MSCI ACWI NR USD. Their fees differ too: 0.07% for DTLA.L and 0.30% for IWQU.L.
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