DTLA.L vs. PLNUSD=X
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) is Government Bonds fund tracking the ICE US Treasury 20+ Year Index, while PLNUSD=X (PLN/USD) is a currency. Over the past 5 years, DTLA.L returned -6.04%/yr vs 0.09%/yr for PLNUSD=X. At a 0.08 correlation, their price movements are largely independent.
Performance
DTLA.L vs. PLNUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, DTLA.L achieves a 1.08% return, which is significantly higher than PLNUSD=X's -4.67% return.
DTLA.L
- 1D
- 0.00%
- 1M
- 3.07%
- YTD
- 1.08%
- 6M
- 1.73%
- 1Y
- 5.15%
- 3Y*
- -1.38%
- 5Y*
- -6.04%
- 10Y*
- —
PLNUSD=X
- 1D
- 0.22%
- 1M
- -3.34%
- YTD
- -4.67%
- 6M
- -5.04%
- 1Y
- -3.18%
- 3Y*
- 2.64%
- 5Y*
- 0.09%
- 10Y*
- 0.74%
DTLA.L vs. PLNUSD=X - 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) | 1.08% | 4.49% | -6.90% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.65% |
PLNUSD=X PLN/USD | -4.67% | 15.12% | -4.70% | 11.11% | -7.74% | -7.60% | 1.74% | -1.43% | -3.79% |
Correlation
The correlation between DTLA.L and PLNUSD=X is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | 0.08 |
The correlation between DTLA.L and PLNUSD=X shifts across timeframes, from 0.08 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DTLA.L vs. PLNUSD=X — Risk / Return Rank
DTLA.L
PLNUSD=X
DTLA.L vs. PLNUSD=X - 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 PLN/USD (PLNUSD=X). 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 | PLNUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.95 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.34 | +1.02 |
| Martin ratioReturn relative to average drawdown | 1.68 | -0.84 | +2.52 |
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Drawdowns
DTLA.L vs. PLNUSD=X - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.41%, smaller than the maximum PLNUSD=X drawdown of -59.63%. Use the drawdown chart below to compare losses from any high point for DTLA.L and PLNUSD=X.
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Drawdown Indicators
| DTLA.L | PLNUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.41% | -59.63% | +11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -7.58% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.07% | -10.57% | -7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -42.80% | -24.59% | -18.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -39.23% | -46.35% | +7.12% |
Average DrawdownAverage peak-to-trough decline | -24.13% | -40.79% | +16.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.33% | -0.27% |
Volatility
DTLA.L vs. PLNUSD=X - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 2.42% compared to PLN/USD (PLNUSD=X) at 2.19%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than PLNUSD=X 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 | PLNUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 2.19% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 6.70% | 6.13% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 7.61% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 10.49% | +4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 9.95% | +4.82% |
Frequently Asked Questions
DTLA.L and PLNUSD=X have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DTLA.L and PLNUSD=X
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