PortfoliosLab logoPortfoliosLab logo
DTLA.L vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTLA.L vs. SMH - 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 VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DTLA.L achieves a -1.94% return, which is significantly lower than SMH's 66.10% return.


DTLA.L

1D
-0.44%
1M
-1.08%
YTD
-1.94%
6M
-0.87%
1Y
3.64%
3Y*
-1.76%
5Y*
-6.50%
10Y*

SMH

1D
5.00%
1M
5.58%
YTD
66.10%
6M
62.81%
1Y
137.42%
3Y*
60.43%
5Y*
37.89%
10Y*
36.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLA.L vs. SMH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
-1.94%4.49%-6.90%1.69%-30.29%-4.46%17.00%15.69%3.65%
SMH
VanEck Semiconductor ETF
66.10%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-14.05%

Correlation

The correlation between DTLA.L and SMH is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

-0.06

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DTLA.L vs. SMH — 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: 1515
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1414
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1515
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9696
Overall Rank
SMH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9393
Sortino Ratio Rank
SMH Omega Ratio Rank: 9494
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9696
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. SMH - 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 VanEck Semiconductor ETF (SMH). 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.LSMHDifference
Sharpe ratioReturn per unit of total volatility

-3.91

Sortino ratioReturn per unit of downside risk

-3.74

Omega ratioGain probability vs. loss probability

1.07

1.62

-0.55

Calmar ratioReturn relative to maximum drawdown

0.48

9.26

-8.78

Martin ratioReturn relative to average drawdown

1.23

34.80

-33.57

DTLA.L vs. SMH - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is 0.36, which is lower than the SMH Sharpe Ratio of 4.27. The chart below compares the historical Sharpe Ratios of DTLA.L and SMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DTLA.LSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

4.27

-3.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

1.08

-1.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.33

-0.41

Drawdowns

DTLA.L vs. SMH - Drawdown Comparison

The maximum DTLA.L drawdown since its inception was -48.41%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for DTLA.L and SMH.


Loading charts...

Drawdown Indicators


DTLA.LSMHDifference

Max Drawdown

Largest peak-to-trough decline

-48.41%

-84.96%

+36.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-14.93%

+7.43%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

-35.74%

+17.17%

Max Drawdown (5Y)

Largest decline over 5 years

-42.80%

-45.30%

+2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-41.04%

-6.23%

-34.81%

Average Drawdown

Average peak-to-trough decline

-24.04%

-41.07%

+17.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.96%

-1.02%

Volatility

DTLA.L vs. SMH - Volatility Comparison

The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) is 3.46%, while VanEck Semiconductor ETF (SMH) has a volatility of 15.45%. This indicates that DTLA.L experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DTLA.LSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

15.45%

-11.99%

Volatility (6M)

Calculated over the trailing 6-month period

6.77%

26.71%

-19.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

32.42%

-22.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

35.32%

-20.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

32.75%

-17.95%

DTLA.L vs. SMH - Expense Ratio Comparison

DTLA.L has a 0.07% expense ratio, which is lower than SMH's 0.35% expense ratio.


Dividends

DTLA.L vs. SMH - Dividend Comparison

DTLA.L has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.18%.


PositionTTM20252024202320222021202020192018201720162015
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%
SMH
VanEck Semiconductor ETF
0.18%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Frequently Asked Questions


DTLA.L and SMH have a correlation of 0.01, 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 0.35% for SMH.

DTLA.L is categorized as Government Bonds, while SMH is Semiconductors. DTLA.L tracks ICE US Treasury 20+ Year Index, while SMH tracks MVIS US Listed Semiconductor 25 Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.07% for DTLA.L and 0.35% for SMH.

Portfolio Optimizer

Find the right allocation for DTLA.L and SMH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer