DTLA.L vs. SXRL.DE
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) are both Government Bonds funds from iShares - DTLA.L tracks the ICE US Treasury 20+ Year Index while SXRL.DE tracks the ICE US Treasury 3-7 Year. Both are passively managed. Over the past 5 years, DTLA.L returned -6.06%/yr vs 0.39%/yr for SXRL.DE. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
DTLA.L vs. SXRL.DE - 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 lower than SXRL.DE's -0.31% 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*
- —
SXRL.DE
- 1D
- 0.20%
- 1M
- -0.08%
- YTD
- -0.31%
- 6M
- -0.10%
- 1Y
- 3.22%
- 3Y*
- 3.72%
- 5Y*
- 0.39%
- 10Y*
- 1.39%
DTLA.L vs. SXRL.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) | -0.98% | 4.47% | -6.97% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.77% |
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.31% | 7.42% | 1.93% | 4.32% | -9.34% | -2.31% | 6.97% | 6.13% | 2.89% |
Correlation
The correlation between DTLA.L and SXRL.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.78 |
The correlation between DTLA.L and SXRL.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
DTLA.L vs. SXRL.DE — Risk / Return Rank
DTLA.L
SXRL.DE
DTLA.L vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.
| DTLA.L | SXRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.20 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.32 | -0.79 |
| Martin ratioReturn relative to average drawdown | 1.34 | 4.12 | -2.78 |
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 | SXRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.10 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.08 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.54 | -0.62 |
Drawdowns
DTLA.L vs. SXRL.DE - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than SXRL.DE's maximum drawdown of -14.09%. Use the drawdown chart below to compare losses from any high point for DTLA.L and SXRL.DE.
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Drawdown Indicators
| DTLA.L | SXRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -14.09% | -34.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -2.43% | -5.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -3.63% | -14.98% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -13.50% | -29.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.09% | — |
Current DrawdownCurrent decline from peak | -40.52% | -1.58% | -38.94% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -2.87% | -21.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.78% | +2.18% |
Volatility
DTLA.L vs. SXRL.DE - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 3.37% compared to iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) at 1.11%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than SXRL.DE 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 | SXRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 1.11% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 2.17% | +4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 2.94% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 4.68% | +10.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 3.84% | +10.94% |
DTLA.L vs. SXRL.DE - Expense Ratio Comparison
Both DTLA.L and SXRL.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. SXRL.DE - Dividend Comparison
Neither DTLA.L nor SXRL.DE has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and SXRL.DE have a correlation of 0.76, 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 SXRL.DE have the same expense ratio: 0.07% per year.
DTLA.L tracks ICE US Treasury 20+ Year Index, while SXRL.DE tracks ICE US Treasury 3-7 Year.
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