DTLE.L vs. CEMC.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) and iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) (CEMC.DE).

DTLE.L and CEMC.DE 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. CEMC.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 10-20 Year Bond Index. It was launched on Sep 25, 2025.

Performance

DTLE.L vs. CEMC.DE - 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 iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) (CEMC.DE). The values are adjusted to include any dividend payments, if applicable.

DTLE.L vs. CEMC.DE - Yearly Performance Comparison

	2026 (YTD)	2025
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist	-1.04%	1.94%
CEMC.DE iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc)	-0.71%	2.22%

Returns By Period

In the year-to-date period, DTLE.L achieves a -1.04% return, which is significantly lower than CEMC.DE's -0.71% 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*: —

CEMC.DE

• 1D: 0.36%
• 1M: -2.92%
• YTD: -0.71%
• 6M: -0.97%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLE.L vs. CEMC.DE - Expense Ratio Comparison

Both DTLE.L and CEMC.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

DTLE.L

iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist

CEMC.DE

iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc)

Return for Risk

DTLE.L vs. CEMC.DE — 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: 7
DTLE.L Sharpe Ratio Rank: 7
DTLE.L Sortino Ratio Rank: 7
DTLE.L Omega Ratio Rank: 7
DTLE.L Calmar Ratio Rank: 7
DTLE.L Martin Ratio Rank: 7

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. CEMC.DE - 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 iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) (CEMC.DE). 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	CEMC.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.25	—	—
Sortino ratio Return per unit of downside risk	-0.26	—	—
Omega ratio Gain probability vs. loss probability	0.97	—	—
Calmar ratio Return relative to maximum drawdown	-0.29	—	—
Martin ratio Return relative to average drawdown	-0.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DTLE.L	CEMC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	—	—
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	0.25	-0.49

Correlation

The correlation between DTLE.L and CEMC.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DTLE.L vs. CEMC.DE - Dividend Comparison

DTLE.L's dividend yield for the trailing twelve months is around 4.22%, while CEMC.DE has not paid dividends to shareholders.

	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%
CEMC.DE iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DTLE.L vs. CEMC.DE - Drawdown Comparison

The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than CEMC.DE's maximum drawdown of -4.88%. Use the drawdown chart below to compare losses from any high point for DTLE.L and CEMC.DE.

Drawdown Indicators

	DTLE.L	CEMC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-52.29%	-4.88%	-47.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.27%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-45.70%	—	—
Current Drawdown Current decline from peak	-47.52%	-3.64%	-43.88%
Average Drawdown Average peak-to-trough decline	-25.49%	-1.64%	-23.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.69%	—	—

Volatility

Volatility by Period

	DTLE.L	CEMC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	7.80%	+4.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.94%	7.80%	+7.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.59%	7.80%	+7.79%