DTLE.L vs. XEQT.TO
Compare and contrast key facts about iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) and iShares Core Equity ETF Portfolio (XEQT.TO).
DTLE.L and XEQT.TO 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. XEQT.TO is an actively managed fund by iShares. It was launched on Aug 7, 2019.
Performance
DTLE.L vs. XEQT.TO - Performance Comparison
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DTLE.L vs. XEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | -6.04% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.87% | 10.34% | 22.09% | 16.33% | -11.81% | 28.79% | 4.66% | 11.94% |
Different Trading Currencies
DTLE.L is traded in EUR, while XEQT.TO is traded in CAD. To make them comparable, the XEQT.TO 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 XEQT.TO's 1.87% 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*
- —
XEQT.TO
- 1D
- 0.85%
- 1M
- -3.94%
- YTD
- 1.87%
- 6M
- 4.73%
- 1Y
- 16.42%
- 3Y*
- 14.87%
- 5Y*
- 10.12%
- 10Y*
- —
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DTLE.L vs. XEQT.TO - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is lower than XEQT.TO's 0.20% 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%.
Return for Risk
DTLE.L vs. XEQT.TO — Risk / Return Rank
DTLE.L
XEQT.TO
DTLE.L vs. XEQT.TO - 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 Core Equity ETF Portfolio (XEQT.TO). 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 | XEQT.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 0.92 | -1.16 |
Sortino ratioReturn per unit of downside risk | -0.26 | 1.33 | -1.59 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.29 | 1.35 | -1.64 |
Martin ratioReturn relative to average drawdown | -0.52 | 6.18 | -6.70 |
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 | XEQT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.92 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | 0.69 | -1.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.67 | -0.91 |
Correlation
The correlation between DTLE.L and XEQT.TO is -0.07. 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. XEQT.TO - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.22%, more than XEQT.TO's 1.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.64% | 1.66% | 2.01% | 2.07% | 2.12% | 1.64% | 1.66% | 1.19% | 0.00% | 0.00% |
Drawdowns
DTLE.L vs. XEQT.TO - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than XEQT.TO's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for DTLE.L and XEQT.TO.
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Drawdown Indicators
| DTLE.L | XEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.29% | -29.74% | -22.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -11.78% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | -19.56% | -26.14% |
Current DrawdownCurrent decline from peak | -47.52% | -4.27% | -43.25% |
Average DrawdownAverage peak-to-trough decline | -25.49% | -4.20% | -21.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 2.64% | +3.05% |
Volatility
DTLE.L vs. XEQT.TO - Volatility Comparison
The current volatility for iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) is 3.45%, while iShares Core Equity ETF Portfolio (XEQT.TO) has a volatility of 5.11%. This indicates that DTLE.L experiences smaller price fluctuations and is considered to be less risky than XEQT.TO 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 | XEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 5.11% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 6.60% | 9.43% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 17.95% | -6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 14.77% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 18.12% | -2.53% |