DTLE.L vs. DJAD.DE
DTLE.L (iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist) and DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) are both exchange-traded funds - DTLE.L is a Long-Term Bond fund managed by iShares, while DJAD.DE is a Government Bonds fund tracking the Bloomberg US Long Treasury Index. Over the past 5 years, DTLE.L returned -8.07%/yr vs -4.32%/yr for DJAD.DE. Their correlation of 0.85 suggests significant overlap in exposure. DTLE.L charges 0.10%/yr vs 0.06%/yr for DJAD.DE.
Performance
DTLE.L vs. DJAD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTLE.L achieves a -1.71% return, which is significantly lower than DJAD.DE's 0.70% 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*
- —
DJAD.DE
- 1D
- 0.26%
- 1M
- 1.26%
- YTD
- 0.70%
- 6M
- -0.72%
- 1Y
- 2.28%
- 3Y*
- -3.33%
- 5Y*
- -4.32%
- 10Y*
- —
DTLE.L vs. DJAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.71% | 2.25% | -9.05% | -0.58% | -32.40% | -5.28% | 15.20% | 12.29% | 6.18% |
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -0.74% | -24.23% | 3.18% | 6.09% | 17.33% | 3.33% |
Correlation
The correlation between DTLE.L and DJAD.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | 0.85 |
The correlation between DTLE.L and DJAD.DE shifts across timeframes, from 0.72 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTLE.L vs. DJAD.DE — Risk / Return Rank
DTLE.L
DJAD.DE
DTLE.L vs. DJAD.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 Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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 | DJAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.05 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 0.36 | -0.15 |
| Martin ratioReturn relative to average drawdown | 0.52 | 0.78 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DTLE.L | DJAD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.26 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | -0.30 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | -0.06 | -0.18 |
Drawdowns
DTLE.L vs. DJAD.DE - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than DJAD.DE's maximum drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for DTLE.L and DJAD.DE.
Loading charts...
Drawdown Indicators
| DTLE.L | DJAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.29% | -44.43% | -7.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -6.37% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -16.67% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | -36.54% | -9.16% |
Current DrawdownCurrent decline from peak | -47.88% | -40.73% | -7.15% |
Average DrawdownAverage peak-to-trough decline | -25.92% | -25.24% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.93% | +0.44% |
Volatility
DTLE.L vs. DJAD.DE - Volatility Comparison
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a higher volatility of 3.46% compared to Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) at 2.36%. This indicates that DTLE.L's price experiences larger fluctuations and is considered to be riskier than DJAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTLE.L | DJAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.36% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 6.00% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 8.81% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 14.28% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 14.57% | +0.93% |
DTLE.L vs. DJAD.DE - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is higher than DJAD.DE's 0.06% expense ratio. However, 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. DJAD.DE - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.25%, more than DJAD.DE's 3.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.47% | 3.50% | 3.53% | 2.89% | 3.36% | 2.22% | 2.38% | 2.87% | 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 DJAD.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.10% for DTLE.L.
DTLE.L is categorized as Long-Term Bond, while DJAD.DE is Government Bonds. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for DTLE.L and 0.06% for DJAD.DE.
Find the right allocation for DTLE.L and DJAD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer