DTLE.L vs. LIBD
DTLE.L (iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist) and LIBD (LifeX 2065 Inflation-Protected Longevity Income ETF) are both exchange-traded funds - DTLE.L is a Long-Term Bond fund managed by iShares, while LIBD is a Inflation-Protected Bonds fund actively managed by Stone Ridge. Over the past year, DTLE.L returned 1.77% vs 1.13% for LIBD. At a 0.43 correlation, their price movements are largely independent. DTLE.L charges 0.10%/yr vs 0.25%/yr for LIBD.
Performance
DTLE.L vs. LIBD - Performance Comparison
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Different Trading Currencies
DTLE.L is traded in EUR, while LIBD is traded in USD. To make them comparable, the LIBD 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 LIBD's 1.82% 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*
- —
LIBD
- 1D
- 0.05%
- 1M
- 1.43%
- YTD
- 1.82%
- 6M
- -0.18%
- 1Y
- 1.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DTLE.L vs. LIBD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.71% | 3.76% |
LIBD LifeX 2065 Inflation-Protected Longevity Income ETF | 1.82% | -8.57% |
Correlation
The correlation between DTLE.L and LIBD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2025 | 0.43 |
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Return for Risk
DTLE.L vs. LIBD — Risk / Return Rank
DTLE.L
LIBD
DTLE.L vs. LIBD - 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 Inflation-Protected Longevity Income ETF (LIBD). 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 | LIBD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.03 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 0.17 | +0.04 |
| Martin ratioReturn relative to average drawdown | 0.52 | 0.34 | +0.18 |
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 | LIBD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.13 | +0.05 |
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 | -0.43 | +0.19 |
Drawdowns
DTLE.L vs. LIBD - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than LIBD's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for DTLE.L and LIBD.
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Drawdown Indicators
| DTLE.L | LIBD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.29% | -15.96% | -36.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -6.58% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | — | — |
Current DrawdownCurrent decline from peak | -47.88% | -12.35% | -35.53% |
Average DrawdownAverage peak-to-trough decline | -25.92% | -11.24% | -14.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.31% | +0.06% |
Volatility
DTLE.L vs. LIBD - 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 Inflation-Protected Longevity Income ETF (LIBD) at 1.62%. This indicates that DTLE.L's price experiences larger fluctuations and is considered to be riskier than LIBD 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 | LIBD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 1.62% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 6.50% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 8.80% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 11.68% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 11.68% | +3.82% |
DTLE.L vs. LIBD - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is lower than LIBD'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. LIBD - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.25%, less than LIBD's 11.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | 4.25% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% |
LIBD LifeX 2065 Inflation-Protected Longevity Income ETF | 11.48% | 13.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DTLE.L and LIBD have a correlation of 0.41, 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 LIBD.
DTLE.L is categorized as Long-Term Bond, while LIBD is Inflation-Protected Bonds. They also come from different issuers: iShares and Stone Ridge. Their fees differ too: 0.10% for DTLE.L and 0.25% for LIBD.
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