DTLA.L vs. VDTY.L
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and VDTY.L (Vanguard USD Treasury Bond UCITS ETF) are both Government Bonds funds - DTLA.L tracks the ICE US Treasury 20+ Year Index while VDTY.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 -0.36%/yr for VDTY.L. Their correlation of 0.93 suggests significant overlap in exposure. DTLA.L charges 0.07%/yr vs 0.05%/yr for VDTY.L.
Performance
DTLA.L vs. VDTY.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 VDTY.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*
- —
VDTY.L
- 1D
- 0.24%
- 1M
- 0.17%
- YTD
- -0.23%
- 6M
- 0.04%
- 1Y
- 3.47%
- 3Y*
- 2.95%
- 5Y*
- -0.36%
- 10Y*
- 0.95%
DTLA.L vs. VDTY.L - 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% |
VDTY.L Vanguard USD Treasury Bond UCITS ETF | -0.23% | 6.26% | 1.10% | 3.77% | -12.32% | -2.40% | 7.68% | 7.08% | 2.94% |
Correlation
The correlation between DTLA.L and VDTY.L is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.93 |
The correlation between DTLA.L and VDTY.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
DTLA.L vs. VDTY.L — Risk / Return Rank
DTLA.L
VDTY.L
DTLA.L vs. VDTY.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 (VDTY.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 | VDTY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.17 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.16 | -0.64 |
| Martin ratioReturn relative to average drawdown | 1.34 | 3.67 | -2.33 |
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 | VDTY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.97 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | -0.07 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.20 | -0.27 |
Drawdowns
DTLA.L vs. VDTY.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.47%, which is greater than VDTY.L's maximum drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for DTLA.L and VDTY.L.
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Drawdown Indicators
| DTLA.L | VDTY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -18.99% | -29.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -2.97% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -5.35% | -13.26% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -16.60% | -26.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.99% | — |
Current DrawdownCurrent decline from peak | -40.52% | -6.76% | -33.76% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -6.62% | -17.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.94% | +2.02% |
Volatility
DTLA.L vs. VDTY.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 (VDTY.L) at 1.42%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than VDTY.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 | VDTY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 1.42% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 2.50% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 3.58% | +6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 5.54% | +9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 4.86% | +9.92% |
DTLA.L vs. VDTY.L - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is higher than VDTY.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. VDTY.L - Dividend Comparison
DTLA.L has not paid dividends to shareholders, while VDTY.L's dividend yield for the trailing twelve months is around 4.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDTY.L Vanguard USD Treasury Bond UCITS ETF | 4.25% | 4.29% | 4.31% | 3.40% | 2.09% | 1.21% | 1.54% | 2.34% | 2.33% | 1.57% | 0.99% |
Frequently Asked Questions
With a correlation of 0.92, DTLA.L and VDTY.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, VDTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTY.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 VDTY.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 VDTY.L.
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