DTLA.L vs. WTMF
DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) and WTMF (WisdomTree Managed Futures Strategy Fund) are both exchange-traded funds - DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index, while WTMF is a Hedge Fund fund tracking the WisdomTree Managed Futures Index. Both are passively managed. Over the past 5 years, DTLA.L returned -6.37%/yr vs 6.05%/yr for WTMF. At a correlation of -0.01, they often move in opposite directions. DTLA.L charges 0.07%/yr vs 0.65%/yr for WTMF.
Performance
DTLA.L vs. WTMF - 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 WTMF's 7.65% 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*
- —
WTMF
- 1D
- 0.59%
- 1M
- -0.91%
- YTD
- 7.65%
- 6M
- 7.62%
- 1Y
- 20.55%
- 3Y*
- 9.45%
- 5Y*
- 6.05%
- 10Y*
- 3.15%
DTLA.L vs. WTMF - 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% |
WTMF WisdomTree Managed Futures Strategy Fund | 7.65% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | -2.75% | 0.24% |
Correlation
The correlation between DTLA.L and WTMF is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | -0.01 |
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Return for Risk
DTLA.L vs. WTMF — Risk / Return Rank
DTLA.L
WTMF
DTLA.L vs. WTMF - 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 WisdomTree Managed Futures Strategy Fund (WTMF). 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 | WTMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.44 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 5.05 | -4.60 |
| Martin ratioReturn relative to average drawdown | 1.12 | 21.53 | -20.41 |
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Drawdowns
DTLA.L vs. WTMF - Drawdown Comparison
The maximum DTLA.L drawdown since its inception was -48.41%, which is greater than WTMF's maximum drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for DTLA.L and WTMF.
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Drawdown Indicators
| DTLA.L | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.41% | -30.79% | -17.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -4.04% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -18.57% | -9.93% | -8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -42.80% | -13.21% | -29.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.62% | — |
Current DrawdownCurrent decline from peak | -40.40% | -0.91% | -39.49% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -17.67% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 0.94% | +2.06% |
Volatility
DTLA.L vs. WTMF - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a higher volatility of 3.33% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 2.76%. This indicates that DTLA.L's price experiences larger fluctuations and is considered to be riskier than WTMF 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 | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 2.76% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 7.21% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.03% | 8.93% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 9.51% | +5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 8.10% | +6.69% |
DTLA.L vs. WTMF - Expense Ratio Comparison
DTLA.L has a 0.07% expense ratio, which is lower than WTMF's 0.65% expense ratio.
Dividends
DTLA.L vs. WTMF - Dividend Comparison
DTLA.L has not paid dividends to shareholders, while WTMF's dividend yield for the trailing twelve months is around 2.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.83% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Frequently Asked Questions
DTLA.L and WTMF have a correlation of 0.04, 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 0.65% for WTMF.
DTLA.L is categorized as Government Bonds, while WTMF is Hedge Fund. DTLA.L tracks ICE US Treasury 20+ Year Index, while WTMF tracks WisdomTree Managed Futures Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.07% for DTLA.L and 0.65% for WTMF.
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