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DTLE.L vs. BLTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTLE.L vs. BLTD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) and Bluemonte Long Term Bond ETF (BLTD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DTLE.L is traded in EUR, while BLTD is traded in USD. To make them comparable, the BLTD 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 -1.71% return, which is significantly lower than BLTD's 1.64% return.


DTLE.L

1D
0.51%
1M
0.69%
YTD
-1.71%
6M
-1.87%
1Y
1.77%
3Y*
-3.63%
5Y*
-8.07%
10Y*

BLTD

1D
0.10%
1M
1.33%
YTD
1.64%
6M
0.15%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLE.L vs. BLTD - Yearly Performance Comparison


Correlation

The correlation between DTLE.L and BLTD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

0.42

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Return for Risk

DTLE.L vs. BLTD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTLE.L
DTLE.L Risk / Return Rank: 1111
Overall Rank
DTLE.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DTLE.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
DTLE.L Omega Ratio Rank: 1111
Omega Ratio Rank
DTLE.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
DTLE.L Martin Ratio Rank: 1212
Martin Ratio Rank

BLTD
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DTLE.L vs. BLTD - 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 Bluemonte Long Term Bond ETF (BLTD). 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.LBLTDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

0.21

Martin ratioReturn relative to average drawdown

0.52

DTLE.L vs. BLTD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DTLE.LBLTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.58

-0.82

Drawdowns

DTLE.L vs. BLTD - Drawdown Comparison

The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than BLTD's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for DTLE.L and BLTD.


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Drawdown Indicators


DTLE.LBLTDDifference

Max Drawdown

Largest peak-to-trough decline

-52.29%

-5.33%

-46.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-45.70%

Current Drawdown

Current decline from peak

-47.88%

-1.89%

-45.99%

Average Drawdown

Average peak-to-trough decline

-25.92%

-1.84%

-24.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

Volatility

DTLE.L vs. BLTD - Volatility Comparison


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Volatility by Period


DTLE.LBLTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

9.91%

7.48%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

7.48%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

7.48%

+8.02%

DTLE.L vs. BLTD - Expense Ratio Comparison

DTLE.L has a 0.10% expense ratio, which is lower than BLTD's 0.23% 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%.


Dividends

DTLE.L vs. BLTD - Dividend Comparison

DTLE.L's dividend yield for the trailing twelve months is around 4.25%, more than BLTD's 3.92% yield.


PositionTTM202520242023202220212020201920182017
BLTD
Bluemonte Long Term Bond ETF
3.92%2.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DTLE.L
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist
4.25%4.18%4.75%3.75%3.05%1.76%1.69%2.50%2.88%0.51%

Frequently Asked Questions


DTLE.L and BLTD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DTLE.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DTLE.L is cheaper with a 0.10% expense ratio, compared with 0.23% for BLTD.

They also come from different issuers: iShares and Bluemonte. Their fees differ too: 0.10% for DTLE.L and 0.23% for BLTD.

Portfolio Optimizer

Find the right allocation for DTLE.L and BLTD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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