ICGA.DE vs. DTLA.L
Compare and contrast key facts about iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L).
ICGA.DE and DTLA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICGA.DE is a passively managed fund by iShares that tracks the performance of the MSCI China. It was launched on Jun 20, 2019. DTLA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on May 10, 2018. Both ICGA.DE and DTLA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICGA.DE or DTLA.L.
Key characteristics
| ICGA.DE | DTLA.L | |
|---|---|---|
| YTD Return | 23.65% | -5.27% |
| 1Y Return | 12.08% | 6.55% |
| 3Y Return (Ann) | -7.44% | -11.96% |
| 5Y Return (Ann) | -1.42% | -5.62% |
| Sharpe Ratio | 0.55 | 0.38 |
| Sortino Ratio | 1.03 | 0.66 |
| Omega Ratio | 1.12 | 1.08 |
| Calmar Ratio | 0.27 | 0.13 |
| Martin Ratio | 1.61 | 0.98 |
| Ulcer Index | 9.37% | 5.77% |
| Daily Std Dev | 27.62% | 14.74% |
| Max Drawdown | -55.95% | -48.47% |
| Current Drawdown | -39.69% | -41.46% |
Correlation
The correlation between ICGA.DE and DTLA.L is -0.09. 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.
Performance
ICGA.DE vs. DTLA.L - Performance Comparison
In the year-to-date period, ICGA.DE achieves a 23.65% return, which is significantly higher than DTLA.L's -5.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ICGA.DE vs. DTLA.L - Expense Ratio Comparison
ICGA.DE has a 0.28% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.
Risk-Adjusted Performance
ICGA.DE vs. DTLA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.
Dividends
ICGA.DE vs. DTLA.L - Dividend Comparison
Neither ICGA.DE nor DTLA.L has paid dividends to shareholders.
Drawdowns
ICGA.DE vs. DTLA.L - Drawdown Comparison
The maximum ICGA.DE drawdown since its inception was -55.95%, which is greater than DTLA.L's maximum drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for ICGA.DE and DTLA.L. For additional features, visit the drawdowns tool.
Volatility
ICGA.DE vs. DTLA.L - Volatility Comparison
iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a higher volatility of 11.02% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 4.72%. This indicates that ICGA.DE's price experiences larger fluctuations and is considered to be riskier than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.