DTLA.L vs. VDST.L
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and VDST.L (Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating) are both Government Bonds funds - DTLA.L tracks the ICE US Treasury 20+ Year Index while VDST.L tracks the Bloomberg Short Treasury Index. Both are passively managed. Over the past 5 years, DTLA.L returned -6.06%/yr vs 3.36%/yr for VDST.L. At a 0.13 correlation, their price movements are largely independent. DTLA.L charges 0.07%/yr vs 0.05%/yr for VDST.L.
Performance
DTLA.L vs. VDST.L - 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 VDST.L's 1.46% return.
DTLA.L
- 1D
- 0.48%
- 1M
- -0.15%
- YTD
- -0.98%
- 6M
- -0.47%
- 1Y
- 3.80%
- 3Y*
- -1.52%
- 5Y*
- -6.06%
- 10Y*
- —
VDST.L
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.46%
- 6M
- 1.77%
- 1Y
- 3.95%
- 3Y*
- 4.71%
- 5Y*
- 3.36%
- 10Y*
- —
DTLA.L vs. VDST.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -0.98% | 4.47% | -6.97% | 1.69% | -30.29% | -4.46% | -2.45% |
VDST.L Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 1.46% | 4.26% | 5.24% | 4.98% | 0.95% | 0.01% | 0.03% |
Correlation
The correlation between DTLA.L and VDST.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | 0.13 |
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Return for Risk
DTLA.L vs. VDST.L — Risk / Return Rank
DTLA.L
VDST.L
DTLA.L vs. VDST.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 U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.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.L | VDST.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.91 | ||
| Sortino ratioReturn per unit of downside risk | -21.52 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 4.88 | -3.81 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 36.06 | -35.53 |
| Martin ratioReturn relative to average drawdown | 1.34 | 244.57 | -243.23 |
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 | VDST.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 9.31 | -8.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 8.05 | -8.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 7.83 | -7.90 |
Drawdowns
DTLA.L vs. VDST.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than VDST.L's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for DTLA.L and VDST.L.
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Drawdown Indicators
| DTLA.L | VDST.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -0.36% | -48.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -0.11% | -7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -0.15% | -18.46% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -0.36% | -42.51% |
Current DrawdownCurrent decline from peak | -40.52% | 0.00% | -40.52% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -0.03% | -24.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.02% | +2.94% |
Volatility
DTLA.L vs. VDST.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 U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 0.12%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than VDST.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.L | VDST.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 0.12% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 0.33% | +6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 0.42% | +9.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 0.47% | +14.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 0.46% | +14.32% |
DTLA.L vs. VDST.L - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is higher than VDST.L's 0.05% expense ratio. However, 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. VDST.L - Dividend Comparison
Neither DTLA.L nor VDST.L has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and VDST.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDST.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDST.L is cheaper with a 0.05% expense ratio, compared with 0.07% for DTLA.L.
DTLA.L tracks ICE US Treasury 20+ Year Index, while VDST.L tracks Bloomberg Short Treasury Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for DTLA.L and 0.05% for VDST.L.
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