DTLE.L vs. ZLC.TO
Compare and contrast key facts about iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) and BMO Long Corporate Bond Index ETF (ZLC.TO).
DTLE.L and ZLC.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. ZLC.TO is a passively managed fund by BMO that tracks the performance of the FTSE Canada Long Term Corporate Bond Index. It was launched on Jan 19, 2010.
Performance
DTLE.L vs. ZLC.TO - Performance Comparison
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DTLE.L vs. ZLC.TO - 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 | -1.37% | 2.25% | -9.05% | -0.58% | -32.40% | -5.28% | 15.20% | 12.29% | -4.46% | -0.11% |
ZLC.TO BMO Long Corporate Bond Index ETF | -0.41% | -5.45% | 2.79% | 10.62% | -19.05% | 4.81% | 2.50% | 22.95% | -5.04% | 1.90% |
Different Trading Currencies
DTLE.L is traded in EUR, while ZLC.TO is traded in CAD. To make them comparable, the ZLC.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 -1.37% return, which is significantly lower than ZLC.TO's -0.41% return.
DTLE.L
- 1D
- -0.02%
- 1M
- -4.42%
- YTD
- -1.37%
- 6M
- -1.97%
- 1Y
- -2.17%
- 3Y*
- -4.49%
- 5Y*
- -7.69%
- 10Y*
- —
ZLC.TO
- 1D
- -0.77%
- 1M
- -3.31%
- YTD
- -0.41%
- 6M
- 0.55%
- 1Y
- -3.16%
- 3Y*
- 1.27%
- 5Y*
- -1.29%
- 10Y*
- 1.79%
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DTLE.L vs. ZLC.TO - Expense Ratio Comparison
DTLE.L has a 0.10% expense ratio, which is lower than ZLC.TO's 0.33% expense ratio.
Return for Risk
DTLE.L vs. ZLC.TO — Risk / Return Rank
DTLE.L
ZLC.TO
DTLE.L vs. ZLC.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 BMO Long Corporate Bond Index ETF (ZLC.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 | ZLC.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | -0.35 | +0.17 |
Sortino ratioReturn per unit of downside risk | -0.17 | -0.40 | +0.23 |
Omega ratioGain probability vs. loss probability | 0.98 | 0.95 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.36 | +0.04 |
Martin ratioReturn relative to average drawdown | -0.57 | -0.61 | +0.04 |
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 | ZLC.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | -0.35 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | -0.11 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.33 | -0.58 |
Correlation
The correlation between DTLE.L and ZLC.TO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DTLE.L vs. ZLC.TO - Dividend Comparison
DTLE.L's dividend yield for the trailing twelve months is around 4.23%, less than ZLC.TO's 4.74% 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 | 4.23% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% | 0.00% | 0.00% |
ZLC.TO BMO Long Corporate Bond Index ETF | 4.74% | 4.75% | 4.70% | 5.01% | 5.30% | 4.12% | 3.82% | 4.02% | 4.26% | 4.01% | 4.33% | 4.53% |
Drawdowns
DTLE.L vs. ZLC.TO - Drawdown Comparison
The maximum DTLE.L drawdown since its inception was -52.29%, which is greater than ZLC.TO's maximum drawdown of -33.21%. Use the drawdown chart below to compare losses from any high point for DTLE.L and ZLC.TO.
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Drawdown Indicators
| DTLE.L | ZLC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.29% | -28.61% | -23.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -5.15% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | -24.86% | -20.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.61% | — |
Current DrawdownCurrent decline from peak | -47.69% | -7.27% | -40.42% |
Average DrawdownAverage peak-to-trough decline | -25.48% | -5.98% | -19.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 2.33% | +3.35% |
Volatility
DTLE.L vs. ZLC.TO - Volatility Comparison
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a higher volatility of 3.42% compared to BMO Long Corporate Bond Index ETF (ZLC.TO) at 3.03%. This indicates that DTLE.L's price experiences larger fluctuations and is considered to be riskier than ZLC.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 | ZLC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.03% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 5.05% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 9.14% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 11.85% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 12.45% | +3.14% |