DTLA.L vs. NGAS.L
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and NGAS.L (WisdomTree Natural Gas ETF) are both exchange-traded funds - DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index, while NGAS.L is a Commodities fund tracking the Bloomberg Natural Gas Sub Total Return Index. Both are passively managed. Over the past 5 years, DTLA.L returned -6.06%/yr vs -24.98%/yr for NGAS.L. At a correlation of -0.03, they often move in opposite directions. DTLA.L charges 0.07%/yr vs 0.49%/yr for NGAS.L.
Performance
DTLA.L vs. NGAS.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 higher than NGAS.L's -7.29% 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*
- —
NGAS.L
- 1D
- 4.75%
- 1M
- 9.66%
- YTD
- -7.29%
- 6M
- -25.83%
- 1Y
- -34.14%
- 3Y*
- -25.17%
- 5Y*
- -24.98%
- 10Y*
- -23.06%
DTLA.L vs. NGAS.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) | -0.98% | 4.47% | -6.97% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.77% |
NGAS.L WisdomTree Natural Gas ETF | -7.29% | -24.72% | -26.18% | -65.28% | 20.27% | 25.42% | -43.27% | -40.74% | 10.38% |
Correlation
The correlation between DTLA.L and NGAS.L is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | -0.03 |
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Return for Risk
DTLA.L vs. NGAS.L — Risk / Return Rank
DTLA.L
NGAS.L
DTLA.L vs. NGAS.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 WisdomTree Natural Gas ETF (NGAS.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 | NGAS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.92 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.71 | +1.24 |
| Martin ratioReturn relative to average drawdown | 1.34 | -1.02 | +2.36 |
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 | NGAS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | -0.61 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | -0.42 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | -0.59 | +0.52 |
Drawdowns
DTLA.L vs. NGAS.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, smaller than the maximum NGAS.L drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for DTLA.L and NGAS.L.
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Drawdown Indicators
| DTLA.L | NGAS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -99.91% | +51.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -47.73% | +40.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -70.31% | +51.70% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -93.13% | +50.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.91% | — |
Current DrawdownCurrent decline from peak | -40.52% | -99.90% | +59.38% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -89.09% | +65.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 33.35% | -30.39% |
Volatility
DTLA.L vs. NGAS.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) is 3.37%, while WisdomTree Natural Gas ETF (NGAS.L) has a volatility of 12.03%. This indicates that DTLA.L experiences smaller price fluctuations and is considered to be less risky than NGAS.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 | NGAS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 12.03% | -8.66% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 47.46% | -40.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 55.58% | -45.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 59.04% | -44.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 50.66% | -35.88% |
DTLA.L vs. NGAS.L - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is lower than NGAS.L's 0.49% expense ratio.
Dividends
DTLA.L vs. NGAS.L - Dividend Comparison
Neither DTLA.L nor NGAS.L has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and NGAS.L have a correlation of -0.08, 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 0.49% for NGAS.L.
DTLA.L is categorized as Government Bonds, while NGAS.L is Commodities. DTLA.L tracks ICE US Treasury 20+ Year Index, while NGAS.L tracks Bloomberg Natural Gas Sub Total Return Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.07% for DTLA.L and 0.49% for NGAS.L.
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