DTLE.L vs. BBBL
Compare and contrast key facts about iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL).
DTLE.L and BBBL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTLE.L is managed by iShares. BBBL is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg U.S. Corporate BBB 10+ Year Index - Benchmark TR Gross. It was launched on Jan 23, 2024.
Performance
DTLE.L vs. BBBL - Performance Comparison
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DTLE.L vs. BBBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.04% | 2.25% | -4.04% |
BBBL Bondbloxx BBB Rated 10+ Year Corporate Bond ETF | 1.01% | -5.68% | 5.69% |
Different Trading Currencies
DTLE.L is traded in EUR, while BBBL is traded in USD. To make them comparable, the BBBL values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DTLE.L achieves a -1.04% return, which is significantly lower than BBBL's 1.01% return.
DTLE.L
- 1D
- 0.33%
- 1M
- -3.07%
- YTD
- -1.04%
- 6M
- -1.47%
- 1Y
- -2.92%
- 3Y*
- -4.38%
- 5Y*
- -7.63%
- 10Y*
- —
BBBL
- 1D
- -0.06%
- 1M
- -1.43%
- YTD
- 1.01%
- 6M
- -0.26%
- 1Y
- -3.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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DTLE.L vs. BBBL - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is lower than BBBL's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DTLE.L vs. BBBL — Risk / Return Rank
DTLE.L
BBBL
DTLE.L vs. BBBL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). 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.
| DTLE.L | BBBL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | -0.26 | +0.01 |
Sortino ratioReturn per unit of downside risk | -0.26 | -0.25 | 0.00 |
Omega ratioGain probability vs. loss probability | 0.97 | 0.96 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.22 | -0.07 |
Martin ratioReturn relative to average drawdown | -0.52 | -0.49 | -0.03 |
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
| DTLE.L | BBBL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | -0.26 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.03 | -0.27 |
Correlation
The correlation between DTLE.L and BBBL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DTLE.L vs. BBBL - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.22%, less than BBBL's 5.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | 4.22% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% |
BBBL Bondbloxx BBB Rated 10+ Year Corporate Bond ETF | 5.79% | 5.77% | 5.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DTLE.L vs. BBBL - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than BBBL's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for DTLE.L and BBBL.
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Drawdown Indicators
| DTLE.L | BBBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.29% | -9.43% | -42.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -5.70% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | — | — |
Current DrawdownCurrent decline from peak | -47.52% | -3.58% | -43.94% |
Average DrawdownAverage peak-to-trough decline | -25.49% | -3.36% | -22.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 2.37% | +3.32% |
Volatility
DTLE.L vs. BBBL - Volatility Comparison
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a higher volatility of 3.45% compared to Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) at 3.22%. This indicates that DTLE.L's price experiences larger fluctuations and is considered to be riskier than BBBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTLE.L | BBBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.22% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 6.60% | 6.18% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 12.29% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 10.74% | +4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 10.74% | +4.85% |