DTLE.L vs. IAU
Compare and contrast key facts about iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) and iShares Gold Trust (IAU).
DTLE.L and IAU 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. IAU is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jan 21, 2005.
Performance
DTLE.L vs. IAU - Performance Comparison
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DTLE.L vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.37% | 2.25% | -9.05% | -0.58% | -32.40% | -5.28% | 15.20% | 12.29% | -4.46% | -0.11% |
IAU iShares Gold Trust | 12.18% | 44.49% | 35.22% | 9.45% | 5.53% | 3.18% | 14.73% | 20.65% | 2.85% | -2.01% |
Different Trading Currencies
DTLE.L is traded in EUR, while IAU is traded in USD. To make them comparable, the IAU 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 -1.37% return, which is significantly lower than IAU's 12.18% return.
DTLE.L
- 1D
- -0.02%
- 1M
- -3.40%
- YTD
- -1.37%
- 6M
- -1.79%
- 1Y
- -3.24%
- 3Y*
- -4.49%
- 5Y*
- -7.69%
- 10Y*
- —
IAU
- 1D
- 1.62%
- 1M
- -9.72%
- YTD
- 12.18%
- 6M
- 24.80%
- 1Y
- 42.16%
- 3Y*
- 31.02%
- 5Y*
- 22.63%
- 10Y*
- 14.10%
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DTLE.L vs. IAU - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is lower than IAU's 0.25% 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. IAU — Risk / Return Rank
DTLE.L
IAU
DTLE.L vs. IAU - 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 Gold Trust (IAU). 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 | IAU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 1.66 | -1.84 |
Sortino ratioReturn per unit of downside risk | -0.17 | 2.10 | -2.27 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.32 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.47 | -2.78 |
Martin ratioReturn relative to average drawdown | -0.57 | 8.55 | -9.12 |
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 | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 1.66 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | 1.38 | -1.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.68 | -0.93 |
Correlation
The correlation between DTLE.L and IAU is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DTLE.L vs. IAU - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.23%, while IAU 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 | 4.23% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DTLE.L vs. IAU - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than IAU's maximum drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for DTLE.L and IAU.
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Drawdown Indicators
| DTLE.L | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.29% | -45.14% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -19.18% | +8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | -20.93% | -24.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.82% | — |
Current DrawdownCurrent decline from peak | -47.69% | -11.71% | -35.98% |
Average DrawdownAverage peak-to-trough decline | -25.48% | -15.98% | -9.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 5.23% | +0.45% |
Volatility
DTLE.L vs. IAU - Volatility Comparison
The current volatility for iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) is 3.42%, while iShares Gold Trust (IAU) has a volatility of 10.54%. This indicates that DTLE.L experiences smaller price fluctuations and is considered to be less risky than IAU 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 | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 10.54% | -7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 23.13% | -16.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 25.59% | -13.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 16.44% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 14.78% | +0.81% |