DTLE.L vs. SOXX
Compare and contrast key facts about iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) and iShares Semiconductor ETF (SOXX).
DTLE.L and SOXX 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. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Performance
DTLE.L vs. SOXX - Performance Comparison
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DTLE.L vs. SOXX - 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 | -1.04% | 2.25% | -9.05% | -0.58% | -32.40% | -5.28% | 15.20% | 12.29% | -4.46% | -0.11% |
SOXX iShares Semiconductor ETF | 14.22% | 24.04% | 20.38% | 62.11% | -31.06% | 54.87% | 40.13% | 66.09% | -2.10% | 10.02% |
Different Trading Currencies
DTLE.L is traded in EUR, while SOXX is traded in USD. To make them comparable, the SOXX 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 -1.04% return, which is significantly lower than SOXX's 10.93% return.
DTLE.L
- 1D
- 0.33%
- 1M
- -3.07%
- YTD
- -1.04%
- 6M
- -1.47%
- 1Y
- -2.92%
- 3Y*
- -4.38%
- 5Y*
- -7.63%
- 10Y*
- —
SOXX
- 1D
- 0.00%
- 1M
- -5.56%
- YTD
- 10.93%
- 6M
- 20.93%
- 1Y
- 64.00%
- 3Y*
- 28.52%
- 5Y*
- 18.93%
- 10Y*
- 27.82%
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DTLE.L vs. SOXX - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Return for Risk
DTLE.L vs. SOXX — Risk / Return Rank
DTLE.L
SOXX
DTLE.L vs. SOXX - 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 Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 1.55 | -1.79 |
Sortino ratioReturn per unit of downside risk | -0.26 | 2.13 | -2.38 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.29 | 3.36 | -3.64 |
Martin ratioReturn relative to average drawdown | -0.52 | 12.09 | -12.60 |
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 | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 1.55 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | 0.55 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.57 | -0.81 |
Correlation
The correlation between DTLE.L and SOXX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DTLE.L vs. SOXX - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.22%, more than SOXX's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | 4.22% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
DTLE.L vs. SOXX - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.29%, smaller than the maximum SOXX drawdown of -63.30%. Use the drawdown chart below to compare losses from any high point for DTLE.L and SOXX.
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Drawdown Indicators
| DTLE.L | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.29% | -70.21% | +17.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -18.27% | +8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | -45.75% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -47.52% | -7.95% | -39.57% |
Average DrawdownAverage peak-to-trough decline | -25.49% | -20.10% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 4.92% | +0.77% |
Volatility
DTLE.L vs. SOXX - Volatility Comparison
The current volatility for iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) is 3.45%, while iShares Semiconductor ETF (SOXX) has a volatility of 11.52%. This indicates that DTLE.L experiences smaller price fluctuations and is considered to be less risky than SOXX 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 | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 11.52% | -8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.60% | 26.10% | -19.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 41.57% | -29.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 34.72% | -19.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 32.95% | -17.36% |