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DTLA.L vs. V3GD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTLA.L vs. V3GD.L - 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 Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L). The values are adjusted to include any dividend payments, if applicable.

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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 V3GD.L's 0.61% 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*

V3GD.L

1D
0.21%
1M
0.73%
YTD
0.61%
6M
0.81%
1Y
4.54%
3Y*
5.67%
5Y*
1.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLA.L vs. V3GD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
-0.98%4.47%-6.97%1.69%-30.29%7.84%
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
0.61%6.28%3.93%8.62%-13.27%1.15%

Correlation

The correlation between DTLA.L and V3GD.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

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

0.86

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

0.84

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.84

The correlation between DTLA.L and V3GD.L has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

DTLA.L vs. V3GD.L — 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: 1616
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1414
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1616
Martin Ratio Rank

V3GD.L
V3GD.L Risk / Return Rank: 3636
Overall Rank
V3GD.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
V3GD.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
V3GD.L Omega Ratio Rank: 3333
Omega Ratio Rank
V3GD.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
V3GD.L Martin Ratio Rank: 3939
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. V3GD.L - 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 Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L). 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.LV3GD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.07

1.22

-0.14

Calmar ratioReturn relative to maximum drawdown

0.53

1.78

-1.25

Martin ratioReturn relative to average drawdown

1.34

5.96

-4.62

DTLA.L vs. V3GD.L - Sharpe Ratio Comparison

The current DTLA.L Sharpe Ratio is 0.41, which is lower than the V3GD.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of DTLA.L and V3GD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DTLA.LV3GD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

1.23

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.19

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.21

-0.28

Drawdowns

DTLA.L vs. V3GD.L - Drawdown Comparison

The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than V3GD.L's maximum drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for DTLA.L and V3GD.L.


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Drawdown Indicators


DTLA.LV3GD.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.47%

-19.16%

-29.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.52%

-2.54%

-4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.61%

-3.65%

-14.96%

Max Drawdown (5Y)

Largest decline over 5 years

-42.87%

-19.16%

-23.71%

Current Drawdown

Current decline from peak

-40.52%

-0.59%

-39.93%

Average Drawdown

Average peak-to-trough decline

-24.06%

-6.40%

-17.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.76%

+2.20%

Volatility

DTLA.L vs. V3GD.L - Volatility Comparison

iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 3.37% compared to Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) at 1.47%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than V3GD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTLA.LV3GD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

1.47%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

2.85%

+3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

9.82%

3.69%

+6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

5.49%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

5.48%

+9.30%

DTLA.L vs. V3GD.L - Expense Ratio Comparison

DTLA.L has a 0.07% expense ratio, which is lower than V3GD.L's 0.15% 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. V3GD.L - Dividend Comparison

DTLA.L has not paid dividends to shareholders, while V3GD.L's dividend yield for the trailing twelve months is around 4.37%.


PositionTTM20252024202320222021
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
4.37%4.45%4.35%4.05%2.44%0.70%

Frequently Asked Questions


DTLA.L and V3GD.L have a correlation of 0.81, 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 0.15% for V3GD.L.

DTLA.L is categorized as Government Bonds, while V3GD.L is Global Corporate Bonds. DTLA.L tracks ICE US Treasury 20+ Year Index, while V3GD.L tracks Bloomberg Gbl Agg Corp 0901 TR Hdg USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for DTLA.L and 0.15% for V3GD.L.

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