DTLE.L vs. FIYY
DTLE.L (iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both exchange-traded funds - DTLE.L is a Long-Term Bond fund managed by iShares, while FIYY is a Derivative Income fund actively managed by GraniteShares. At a 0.12 correlation, their price movements are largely independent. DTLE.L charges 0.10%/yr vs 1.07%/yr for FIYY.
Performance
DTLE.L vs. FIYY - Performance Comparison
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Different Trading Currencies
DTLE.L is traded in EUR, while FIYY is traded in USD. To make them comparable, the FIYY values have been converted to EUR using the latest available exchange rates.
Returns By Period
DTLE.L
- 1D
- 0.73%
- 1M
- -1.93%
- 6M
- -2.27%
- YTD
- -2.60%
- 1Y
- 1.67%
- 3Y*
- -3.94%
- 5Y*
- -9.39%
- 10Y*
- —
FIYY
- 1D
- 0.03%
- 1M
- 0.12%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DTLE.L vs. FIYY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -0.89% |
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | 0.38% |
Correlation
The correlation between DTLE.L and FIYY is 0.12, 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 May 5, 2026 | 0.12 |
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Return for Risk
DTLE.L vs. FIYY — Risk / Return Rank
DTLE.L
FIYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DTLE.L vs. FIYY - 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 GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). 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.
| DTLE.L | FIYY | Difference | |
|---|---|---|---|
| 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 | 0.20 | — | — |
| Martin ratioReturn relative to average drawdown | 0.45 | — | — |
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Drawdowns
DTLE.L vs. FIYY - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.36%, which is greater than FIYY's maximum drawdown of -1.89%. Use the drawdown chart below to compare losses from any high point for DTLE.L and FIYY.
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Drawdown Indicators
| DTLE.L | FIYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.36% | -1.89% | -50.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.79% | — | — |
Current DrawdownCurrent decline from peak | -48.42% | -1.33% | -47.09% |
Average DrawdownAverage peak-to-trough decline | -26.16% | -0.94% | -25.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | — | — |
Volatility
DTLE.L vs. FIYY - Volatility Comparison
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Volatility by Period
| DTLE.L | FIYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 5.66% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 5.66% | +9.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 5.66% | +9.80% |
DTLE.L vs. FIYY - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is lower than FIYY's 1.07% expense ratio.
Dividends
DTLE.L vs. FIYY - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.73%, more than FIYY's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | 4.73% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.68% | 2.50% | 2.88% | 0.51% |
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DTLE.L and FIYY have a correlation of 0.12, 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 1.07% for FIYY.
DTLE.L is categorized as Long-Term Bond, while FIYY is Derivative Income. They also come from different issuers: iShares and GraniteShares. Their fees differ too: 0.10% for DTLE.L and 1.07% for FIYY.
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