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

Performance

DTLE.L vs. LFBE - 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 LifeX 2065 Longevity Income ETF (LFBE). 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 LFBE is traded in USD. To make them comparable, the LFBE 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 -1.71% return, which is significantly lower than LFBE's 0.95% 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*

LFBE

1D
0.05%
1M
1.07%
YTD
0.95%
6M
-0.77%
1Y
1.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLE.L vs. LFBE - Yearly Performance Comparison


Correlation

The correlation between DTLE.L and LFBE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2025

0.50

The correlation between DTLE.L and LFBE has been stable across timeframes, ranging from 0.49 to 0.50 - a consistent structural relationship.

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Return for Risk

DTLE.L vs. LFBE — 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: 1212
Sharpe Ratio Rank
DTLE.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
DTLE.L Omega Ratio Rank: 1111
Omega Ratio Rank
DTLE.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
DTLE.L Martin Ratio Rank: 1212
Martin Ratio Rank

LFBE
LFBE Risk / Return Rank: 1515
Overall Rank
LFBE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
LFBE Sortino Ratio Rank: 1414
Sortino Ratio Rank
LFBE Omega Ratio Rank: 1414
Omega Ratio Rank
LFBE Calmar Ratio Rank: 1515
Calmar Ratio Rank
LFBE Martin Ratio Rank: 1515
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. LFBE - 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 LifeX 2065 Longevity Income ETF (LFBE). 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.LLFBEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.21

0.23

-0.02

Martin ratioReturn relative to average drawdown

0.52

0.50

+0.03

DTLE.L vs. LFBE - Sharpe Ratio Comparison

The current DTLE.L Sharpe Ratio is 0.18, which is comparable to the LFBE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of DTLE.L and LFBE, 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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Sharpe Ratios by Period


DTLE.LLFBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.17

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

-0.40

+0.16

Drawdowns

DTLE.L vs. LFBE - Drawdown Comparison

The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than LFBE's maximum drawdown of -14.86%. Use the drawdown chart below to compare losses from any high point for DTLE.L and LFBE.


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Drawdown Indicators


DTLE.LLFBEDifference

Max Drawdown

Largest peak-to-trough decline

-52.29%

-14.86%

-37.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-6.48%

-1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-45.70%

Current Drawdown

Current decline from peak

-47.88%

-10.93%

-36.95%

Average Drawdown

Average peak-to-trough decline

-25.92%

-9.74%

-16.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.97%

+0.40%

Volatility

DTLE.L vs. LFBE - Volatility Comparison

iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a higher volatility of 3.46% compared to LifeX 2065 Longevity Income ETF (LFBE) at 1.90%. This indicates that DTLE.L's price experiences larger fluctuations and is considered to be riskier than LFBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTLE.LLFBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

1.90%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

6.35%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

9.91%

8.60%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

11.05%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

11.05%

+4.45%

DTLE.L vs. LFBE - Expense Ratio Comparison

DTLE.L has a 0.10% expense ratio, which is lower than LFBE'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%.


Dividends

DTLE.L vs. LFBE - Dividend Comparison

DTLE.L's dividend yield for the trailing twelve months is around 4.25%, less than LFBE's 8.27% yield.


PositionTTM202520242023202220212020201920182017
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%
LFBE
LifeX 2065 Longevity Income ETF
8.27%12.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DTLE.L and LFBE have a correlation of 0.49, 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 0.25% for LFBE.

DTLE.L is categorized as Long-Term Bond, while LFBE is Government Bonds. They also come from different issuers: iShares and Stone Ridge. Their fees differ too: 0.10% for DTLE.L and 0.25% for LFBE.

Portfolio Optimizer

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