DTLE.L vs. U10C.L
DTLE.L (iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist) and U10C.L (Amundi US Treasury Bond 10+Y UCITS ETF Acc) are both exchange-traded funds - DTLE.L is a Long-Term Bond fund managed by iShares, while U10C.L is a Government Bonds fund tracking the Bloomberg US Long Treasury Index. Over the past 3 years, DTLE.L returned -3.63%/yr vs -3.28%/yr for U10C.L. Their correlation of 0.84 suggests significant overlap in exposure. DTLE.L charges 0.10%/yr vs 0.06%/yr for U10C.L.
Performance
DTLE.L vs. U10C.L - Performance Comparison
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Different Trading Currencies
DTLE.L is traded in EUR, while U10C.L is traded in USD. To make them comparable, the U10C.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 -1.71% return, which is significantly lower than U10C.L's 0.07% 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*
- —
U10C.L
- 1D
- 0.21%
- 1M
- 1.30%
- YTD
- 0.07%
- 6M
- -0.72%
- 1Y
- 2.47%
- 3Y*
- -3.28%
- 5Y*
- —
- 10Y*
- —
DTLE.L vs. U10C.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.71% | 2.25% | -9.05% | -0.58% | -32.40% | -1.04% |
U10C.L Amundi US Treasury Bond 10+Y UCITS ETF Acc | 0.07% | -7.01% | 0.51% | -0.47% | -24.12% | 2.02% |
Correlation
The correlation between DTLE.L and U10C.L is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2021 | 0.84 |
The correlation between DTLE.L and U10C.L shifts across timeframes, from 0.73 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DTLE.L vs. U10C.L — Risk / Return Rank
DTLE.L
U10C.L
DTLE.L vs. U10C.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 Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.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.
| DTLE.L | U10C.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.05 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 0.37 | -0.17 |
| Martin ratioReturn relative to average drawdown | 0.52 | 0.81 | -0.29 |
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 | U10C.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.27 | -0.09 |
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 | -0.46 | +0.22 |
Drawdowns
DTLE.L vs. U10C.L - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than U10C.L's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for DTLE.L and U10C.L.
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Drawdown Indicators
| DTLE.L | U10C.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.29% | -36.28% | -16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -6.57% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -15.95% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | — | — |
Current DrawdownCurrent decline from peak | -47.88% | -32.20% | -15.68% |
Average DrawdownAverage peak-to-trough decline | -25.92% | -25.08% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.04% | +0.33% |
Volatility
DTLE.L vs. U10C.L - Volatility Comparison
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a higher volatility of 3.46% compared to Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) at 2.66%. This indicates that DTLE.L's price experiences larger fluctuations and is considered to be riskier than U10C.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.L | U10C.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.66% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 6.53% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 9.05% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 14.68% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 14.68% | +0.82% |
DTLE.L vs. U10C.L - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is higher than U10C.L's 0.06% 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. U10C.L - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.25%, while U10C.L has not paid dividends to shareholders.
| 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% |
U10C.L Amundi US Treasury Bond 10+Y UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DTLE.L and U10C.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, U10C.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
U10C.L is cheaper with a 0.06% expense ratio, compared with 0.10% for DTLE.L.
DTLE.L is categorized as Long-Term Bond, while U10C.L is Government Bonds. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for DTLE.L and 0.06% for U10C.L.
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