IDTP.L vs. DTLA.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index. Both are passively managed. Over the past 5 years, IDTP.L returned 0.96%/yr vs -6.06%/yr for DTLA.L. A 0.66 correlation means they provide meaningful diversification when combined. IDTP.L charges 0.12%/yr vs 0.07%/yr for DTLA.L.
Performance
IDTP.L vs. DTLA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTP.L achieves a 1.09% return, which is significantly higher than DTLA.L's -0.98% return.
IDTP.L
- 1D
- 0.04%
- 1M
- 0.02%
- YTD
- 1.09%
- 6M
- 1.17%
- 1Y
- 4.80%
- 3Y*
- 3.82%
- 5Y*
- 0.96%
- 10Y*
- 2.62%
DTLA.L
- 1D
- 0.48%
- 1M
- 0.71%
- YTD
- -0.98%
- 6M
- -1.10%
- 1Y
- 3.98%
- 3Y*
- -1.52%
- 5Y*
- -6.06%
- 10Y*
- —
IDTP.L vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.09% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -0.32% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -0.98% | 4.47% | -6.97% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.77% |
Correlation
The correlation between IDTP.L and DTLA.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 | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.66 |
The correlation between IDTP.L and DTLA.L shifts across timeframes, from 0.66 (all time) to 0.79 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. DTLA.L — Risk / Return Rank
IDTP.L
DTLA.L
IDTP.L vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.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.
| IDTP.L | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.07 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 0.53 | +1.96 |
| Martin ratioReturn relative to average drawdown | 6.88 | 1.34 | +5.54 |
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
| IDTP.L | DTLA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.41 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.41 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | -0.07 | +0.58 |
Drawdowns
IDTP.L vs. DTLA.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for IDTP.L and DTLA.L.
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Drawdown Indicators
| IDTP.L | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -48.47% | +33.35% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -7.52% | +5.60% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -18.61% | +14.10% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -42.87% | +27.75% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -40.52% | +39.91% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -24.06% | +19.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.96% | -2.27% |
Volatility
IDTP.L vs. DTLA.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 3.37%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTP.L | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 3.37% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 6.53% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 9.82% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 14.93% | -8.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 14.78% | -8.41% |
IDTP.L vs. DTLA.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is higher than DTLA.L's 0.07% 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
IDTP.L vs. DTLA.L - Dividend Comparison
Neither IDTP.L nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and DTLA.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, DTLA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTLA.L is cheaper with a 0.07% expense ratio, compared with 0.12% for IDTP.L.
IDTP.L is categorized as Inflation-Protected Bonds, while DTLA.L is Government Bonds. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while DTLA.L tracks ICE US Treasury 20+ Year Index. Their fees differ too: 0.12% for IDTP.L and 0.07% for DTLA.L.
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