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

Performance

DTLE.L vs. IBTL.L - 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 USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L). 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 IBTL.L is traded in GBp. To make them comparable, the IBTL.L 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 -0.13% return, which is significantly lower than IBTL.L's 3.72% return.


DTLE.L

1D
-0.35%
1M
1.63%
YTD
-0.13%
6M
-0.13%
1Y
1.74%
3Y*
-3.31%
5Y*
-8.42%
10Y*

IBTL.L

1D
-0.43%
1M
4.03%
YTD
3.72%
6M
3.81%
1Y
6.77%
3Y*
-2.67%
5Y*
-5.63%
10Y*
-2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLE.L vs. IBTL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTLE.L
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist
-0.13%2.14%-9.03%-0.61%-32.34%-5.42%15.20%12.43%-4.47%0.71%
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
3.72%-7.87%-0.95%-1.57%-26.18%2.97%6.92%19.18%2.60%0.64%

Correlation

The correlation between DTLE.L and IBTL.L 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

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.83

The correlation between DTLE.L and IBTL.L shifts across timeframes, from 0.72 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DTLE.L vs. IBTL.L — 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: 1111
Sharpe Ratio Rank
DTLE.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
DTLE.L Omega Ratio Rank: 1010
Omega Ratio Rank
DTLE.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
DTLE.L Martin Ratio Rank: 1111
Martin Ratio Rank

IBTL.L
IBTL.L Risk / Return Rank: 2121
Overall Rank
IBTL.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTL.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
IBTL.L Omega Ratio Rank: 2020
Omega Ratio Rank
IBTL.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IBTL.L Martin Ratio Rank: 1818
Martin Ratio Rank
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. IBTL.L - 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 USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L). 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.LIBTL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.04

1.13

-0.09

Calmar ratioReturn relative to maximum drawdown

0.21

0.92

-0.72

Martin ratioReturn relative to average drawdown

0.49

1.97

-1.48

DTLE.L vs. IBTL.L - Sharpe Ratio Comparison

The current DTLE.L Sharpe Ratio is 0.17, which is lower than the IBTL.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DTLE.L and IBTL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DTLE.L vs. IBTL.L - Drawdown Comparison

The maximum DTLE.L drawdown since its inception was -52.36%, which is greater than IBTL.L's maximum drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for DTLE.L and IBTL.L.


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Drawdown Indicators


DTLE.LIBTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.36%

-46.89%

-5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-7.32%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.59%

-18.14%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-45.79%

-39.72%

-6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-46.89%

Current Drawdown

Current decline from peak

-47.11%

-41.72%

-5.39%

Average Drawdown

Average peak-to-trough decline

-26.03%

-21.86%

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.41%

+0.09%

Volatility

DTLE.L vs. IBTL.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) is 2.34%, while iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) has a volatility of 2.63%. This indicates that DTLE.L experiences smaller price fluctuations and is considered to be less risky than IBTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTLE.LIBTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.63%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

6.42%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

9.43%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

15.29%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

15.07%

+0.43%

DTLE.L vs. IBTL.L - Expense Ratio Comparison

DTLE.L has a 0.10% expense ratio, which is higher than IBTL.L's 0.07% 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. IBTL.L - Dividend Comparison

DTLE.L's dividend yield for the trailing twelve months is around 4.62%, which matches IBTL.L's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
DTLE.L
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist
4.62%4.18%4.75%3.75%3.05%1.76%1.68%2.50%2.88%0.51%0.00%0.00%
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
4.61%4.31%4.58%3.79%2.96%1.72%1.86%2.54%2.75%2.68%2.45%2.09%

Frequently Asked Questions


DTLE.L and IBTL.L 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, IBTL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTL.L is cheaper with a 0.07% expense ratio, compared with 0.10% for DTLE.L.

DTLE.L is categorized as Long-Term Bond, while IBTL.L is Government Bonds. Their fees differ too: 0.10% for DTLE.L and 0.07% for IBTL.L.

Portfolio Optimizer

Find the right allocation for DTLE.L and IBTL.L

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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