DTLA.L vs. WSML.L
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and WSML.L (iShares MSCI World Small Cap UCITS ETF USD (Acc)) are both exchange-traded funds - DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index, while WSML.L is a Global Equities fund tracking the MSCI World Small Cap Index. Both are passively managed. Over the past 5 years, DTLA.L returned -6.37%/yr vs 7.00%/yr for WSML.L. At a correlation of -0.07, they often move in opposite directions. DTLA.L charges 0.07%/yr vs 0.35%/yr for WSML.L.
Performance
DTLA.L vs. WSML.L - Performance Comparison
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Returns By Period
In the year-to-date period, DTLA.L achieves a -0.86% return, which is significantly lower than WSML.L's 14.98% 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*
- —
WSML.L
- 1D
- 2.86%
- 1M
- 2.45%
- YTD
- 14.98%
- 6M
- 14.98%
- 1Y
- 32.15%
- 3Y*
- 16.81%
- 5Y*
- 7.00%
- 10Y*
- —
DTLA.L vs. WSML.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) | -0.86% | 4.49% | -6.90% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.65% |
WSML.L iShares MSCI World Small Cap UCITS ETF USD (Acc) | 14.98% | 19.95% | 7.38% | 17.11% | -18.62% | 15.23% | 16.50% | 24.35% | -15.20% |
Correlation
The correlation between DTLA.L and WSML.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
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 | -0.07 |
The correlation between DTLA.L and WSML.L shifts across timeframes, from -0.07 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DTLA.L vs. WSML.L — Risk / Return Rank
DTLA.L
WSML.L
DTLA.L vs. WSML.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 iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.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.
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 | WSML.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.46 | -3.02 |
| Martin ratioReturn relative to average drawdown | 1.12 | 12.61 | -11.49 |
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Drawdowns
DTLA.L vs. WSML.L - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.41%, which is greater than WSML.L's maximum drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for DTLA.L and WSML.L.
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Drawdown Indicators
| DTLA.L | WSML.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.41% | -41.14% | -7.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -9.05% | +1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.57% | -20.10% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -42.80% | -30.50% | -12.30% |
Current DrawdownCurrent decline from peak | -40.40% | 0.00% | -40.40% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -8.76% | -15.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.49% | +0.51% |
Volatility
DTLA.L vs. WSML.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) is 3.33%, while iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) has a volatility of 4.87%. This indicates that DTLA.L experiences smaller price fluctuations and is considered to be less risky than WSML.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 | WSML.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 4.87% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 11.71% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.03% | 15.07% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 18.55% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 19.58% | -4.79% |
DTLA.L vs. WSML.L - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is lower than WSML.L's 0.35% expense ratio.
Dividends
DTLA.L vs. WSML.L - Dividend Comparison
Neither DTLA.L nor WSML.L has paid dividends to shareholders.
Frequently Asked Questions
DTLA.L and WSML.L have a correlation of 0.32, 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 0.35% for WSML.L.
DTLA.L is categorized as Government Bonds, while WSML.L is Global Equities. DTLA.L tracks ICE US Treasury 20+ Year Index, while WSML.L tracks MSCI World Small Cap Index. Their fees differ too: 0.07% for DTLA.L and 0.35% for WSML.L.
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