DTLA.L vs. SXRS.DE
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, DTLA.L returned -6.37%/yr vs 9.88%/yr for SXRS.DE. At a correlation of -0.12, they often move in opposite directions. DTLA.L charges 0.07%/yr vs 0.19%/yr for SXRS.DE.
Performance
DTLA.L vs. SXRS.DE - Performance Comparison
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Different Trading Currencies
DTLA.L is traded in USD, while SXRS.DE is traded in EUR. To make them comparable, the SXRS.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 SXRS.DE's 17.04% 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*
- —
SXRS.DE
- 1D
- -1.66%
- 1M
- -8.12%
- YTD
- 17.04%
- 6M
- 20.60%
- 1Y
- 28.08%
- 3Y*
- 13.48%
- 5Y*
- 9.88%
- 10Y*
- —
DTLA.L vs. SXRS.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% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 17.04% | 18.17% | 4.70% | -7.67% | 13.97% | 28.96% | -4.91% | 7.56% | -12.91% |
Correlation
The correlation between DTLA.L and SXRS.DE is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | -0.12 |
The correlation between DTLA.L and SXRS.DE shifts across timeframes, from -0.21 (1 year) to -0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DTLA.L vs. SXRS.DE — Risk / Return Rank
DTLA.L
SXRS.DE
DTLA.L vs. SXRS.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 Diversified Commodity Swap UCITS ETF (SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.30 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.06 | -2.61 |
| Martin ratioReturn relative to average drawdown | 1.12 | 8.55 | -7.42 |
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Drawdowns
DTLA.L vs. SXRS.DE - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.41%, which is greater than SXRS.DE's maximum drawdown of -45.31%. Use the drawdown chart below to compare losses from any high point for DTLA.L and SXRS.DE.
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Drawdown Indicators
| DTLA.L | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.41% | -45.31% | -3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -9.68% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.57% | -11.48% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -42.80% | -26.40% | -16.40% |
Current DrawdownCurrent decline from peak | -40.40% | -9.68% | -30.72% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -18.36% | -5.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.48% | -0.48% |
Volatility
DTLA.L vs. SXRS.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) is 3.33%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.02%. This indicates that DTLA.L experiences smaller price fluctuations and is considered to be less risky than SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 5.02% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 16.38% | -9.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.03% | 18.26% | -8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 17.16% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 16.84% | -2.05% |
DTLA.L vs. SXRS.DE - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is lower than SXRS.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DTLA.L vs. SXRS.DE - Dividend Comparison
Neither DTLA.L nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and SXRS.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.
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 0.19% for SXRS.DE.
DTLA.L is categorized as Government Bonds, while SXRS.DE is Commodities. DTLA.L tracks ICE US Treasury 20+ Year Index, while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.07% for DTLA.L and 0.19% for SXRS.DE.
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