DTLA.L vs. VDTA.L
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - DTLA.L tracks the ICE US Treasury 20+ Year Index while VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index. Both are passively managed. Over the past 5 years, DTLA.L returned -6.06%/yr vs -0.41%/yr for VDTA.L. Their correlation of 0.92 suggests significant overlap in exposure. DTLA.L charges 0.07%/yr vs 0.05%/yr for VDTA.L.
Performance
DTLA.L vs. VDTA.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTLA.L achieves a -0.98% return, which is significantly lower than VDTA.L's -0.23% 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*
- —
VDTA.L
- 1D
- 0.21%
- 1M
- 0.17%
- YTD
- -0.23%
- 6M
- 0.10%
- 1Y
- 3.61%
- 3Y*
- 2.87%
- 5Y*
- -0.41%
- 10Y*
- —
DTLA.L vs. VDTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 15.53% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.23% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | 7.64% | 6.63% |
Correlation
The correlation between DTLA.L and VDTA.L is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.92 |
The correlation between DTLA.L and VDTA.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTLA.L vs. VDTA.L — Risk / Return Rank
DTLA.L
VDTA.L
DTLA.L vs. VDTA.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 USD Treasury Bond UCITS ETF Accumulating (VDTA.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 | VDTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.23 | -0.71 |
| Martin ratioReturn relative to average drawdown | 1.34 | 3.80 | -2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DTLA.L | VDTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.02 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | -0.07 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.22 | -0.30 |
Drawdowns
DTLA.L vs. VDTA.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than VDTA.L's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for DTLA.L and VDTA.L.
Loading charts...
Drawdown Indicators
| DTLA.L | VDTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -18.82% | -29.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -2.90% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -5.15% | -13.46% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -16.41% | -26.46% |
Current DrawdownCurrent decline from peak | -40.52% | -6.97% | -33.55% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -8.11% | -15.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.94% | +2.02% |
Volatility
DTLA.L vs. VDTA.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 USD Treasury Bond UCITS ETF Accumulating (VDTA.L) at 1.37%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than VDTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTLA.L | VDTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 1.37% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 2.55% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 3.51% | +6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 5.57% | +9.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 5.35% | +9.43% |
DTLA.L vs. VDTA.L - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is higher than VDTA.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. VDTA.L - Dividend Comparison
Neither DTLA.L nor VDTA.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, DTLA.L and VDTA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VDTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTA.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 VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for DTLA.L and 0.05% for VDTA.L.
Find the right allocation for DTLA.L and VDTA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer