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

Performance

DTLA.L vs. NGAS.L - 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 WisdomTree Natural Gas ETF (NGAS.L). 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 -0.98% 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLA.L vs. NGAS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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: 1616
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1414
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1616
Martin Ratio Rank

NGAS.L
NGAS.L Risk / Return Rank: 44
Overall Rank
NGAS.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NGAS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
NGAS.L Omega Ratio Rank: 44
Omega Ratio Rank
NGAS.L Calmar Ratio Rank: 33
Calmar Ratio Rank
NGAS.L Martin Ratio Rank: 44
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. 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.LNGAS.LDifference
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

DTLA.L vs. NGAS.L - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is 0.41, which is higher than the NGAS.L Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of DTLA.L and NGAS.L, 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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Sharpe Ratios by Period


DTLA.LNGAS.LDifference

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.LNGAS.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-40.52%

-99.90%

+59.38%

Average Drawdown

Average peak-to-trough decline

-24.06%

-89.09%

+65.03%

Ulcer Index

Depth 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.LNGAS.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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