DTLA.L vs. SXR8.DE
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, DTLA.L returned -6.37%/yr vs 13.20%/yr for SXR8.DE. At a correlation of -0.10, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
DTLA.L vs. SXR8.DE - Performance Comparison
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Different Trading Currencies
DTLA.L is traded in USD, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DTLA.L achieves a -0.86% return, which is significantly lower than SXR8.DE's 8.26% 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*
- —
SXR8.DE
- 1D
- 1.45%
- 1M
- -0.79%
- YTD
- 8.26%
- 6M
- 9.37%
- 1Y
- 25.07%
- 3Y*
- 20.71%
- 5Y*
- 13.20%
- 10Y*
- 15.23%
DTLA.L vs. SXR8.DE - 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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 8.26% | 18.24% | 24.75% | 26.34% | -19.03% | 29.64% | 17.24% | 31.65% | -5.44% |
Correlation
The correlation between DTLA.L and SXR8.DE 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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | -0.10 |
The correlation between DTLA.L and SXR8.DE shifts across timeframes, from -0.10 (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. SXR8.DE — Risk / Return Rank
DTLA.L
SXR8.DE
DTLA.L vs. SXR8.DE - 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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.36 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.83 | -2.39 |
| Martin ratioReturn relative to average drawdown | 1.12 | 11.70 | -10.58 |
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Drawdowns
DTLA.L vs. SXR8.DE - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.41%, which is greater than SXR8.DE's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for DTLA.L and SXR8.DE.
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Drawdown Indicators
| DTLA.L | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.41% | -34.26% | -14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -8.57% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.57% | -19.47% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -42.80% | -24.36% | -18.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.26% | — |
Current DrawdownCurrent decline from peak | -40.40% | -2.26% | -38.14% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -5.49% | -18.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.08% | +0.92% |
Volatility
DTLA.L vs. SXR8.DE - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.33% and 3.34%, 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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.34% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 8.46% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.03% | 11.81% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 15.91% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 16.34% | -1.55% |
DTLA.L vs. SXR8.DE - Expense Ratio Comparison
Both DTLA.L and SXR8.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
DTLA.L vs. SXR8.DE - Dividend Comparison
Neither DTLA.L nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and SXR8.DE 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.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DTLA.L and SXR8.DE have the same expense ratio: 0.07% per year.
DTLA.L is categorized as Government Bonds, while SXR8.DE is S&P 500. DTLA.L tracks ICE US Treasury 20+ Year Index, while SXR8.DE tracks S&P 500 Index.
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