IDTL.L vs. DTLA.L
Compare and contrast key facts about iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L).
IDTL.L 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. IDTL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jan 20, 2015. 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 IDTL.L 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: IDTL.L or DTLA.L.
Key characteristics
| IDTL.L | DTLA.L | |
|---|---|---|
| YTD Return | -4.65% | -4.70% |
| 1Y Return | 8.53% | 8.30% |
| 3Y Return (Ann) | -12.04% | -12.11% |
| 5Y Return (Ann) | -5.58% | -5.60% |
| Sharpe Ratio | 0.41 | 0.40 |
| Sortino Ratio | 0.70 | 0.67 |
| Omega Ratio | 1.08 | 1.08 |
| Calmar Ratio | 0.14 | 0.13 |
| Martin Ratio | 1.08 | 1.03 |
| Ulcer Index | 5.70% | 5.71% |
| Daily Std Dev | 14.94% | 14.91% |
| Max Drawdown | -48.31% | -48.47% |
| Current Drawdown | -40.80% | -41.10% |
Correlation
The correlation between IDTL.L and DTLA.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IDTL.L vs. DTLA.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with IDTL.L having a -4.65% return and DTLA.L slightly lower at -4.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IDTL.L vs. DTLA.L - Expense Ratio Comparison
Both IDTL.L and DTLA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IDTL.L vs. DTLA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.L) 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
IDTL.L vs. DTLA.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.32%, while DTLA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.32% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.60% | 2.63% | 2.14% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDTL.L vs. DTLA.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, roughly equal to the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for IDTL.L and DTLA.L. For additional features, visit the drawdowns tool.
Volatility
IDTL.L vs. DTLA.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) have volatilities of 5.06% and 5.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.