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IFED vs. DTLA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFED and DTLA.L is -0.05. 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.


-0.50.00.51.0-0.0

Performance

IFED vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS IFED Invest with the Fed TR Index ETN (IFED) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
12.14%
-7.22%
IFED
DTLA.L

Key characteristics

Sharpe Ratio

IFED:

1.24

DTLA.L:

-0.05

Sortino Ratio

IFED:

1.86

DTLA.L:

0.03

Omega Ratio

IFED:

1.27

DTLA.L:

1.00

Calmar Ratio

IFED:

1.70

DTLA.L:

-0.01

Martin Ratio

IFED:

5.96

DTLA.L:

-0.09

Ulcer Index

IFED:

3.90%

DTLA.L:

6.77%

Daily Std Dev

IFED:

18.81%

DTLA.L:

14.02%

Max Drawdown

IFED:

-22.23%

DTLA.L:

-48.47%

Current Drawdown

IFED:

-3.47%

DTLA.L:

-41.64%

Returns By Period

In the year-to-date period, IFED achieves a 6.11% return, which is significantly higher than DTLA.L's 1.51% return.


IFED

YTD

6.11%

1M

0.20%

6M

12.14%

1Y

21.38%

5Y*

N/A

10Y*

N/A

DTLA.L

YTD

1.51%

1M

2.28%

6M

-7.23%

1Y

0.60%

5Y*

-7.16%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IFED vs. DTLA.L - Expense Ratio Comparison

IFED has a 0.45% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.


IFED
ETRACS IFED Invest with the Fed TR Index ETN
Expense ratio chart for IFED: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for DTLA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IFED vs. DTLA.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IFED
The Risk-Adjusted Performance Rank of IFED is 5757
Overall Rank
The Sharpe Ratio Rank of IFED is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of IFED is 5454
Sortino Ratio Rank
The Omega Ratio Rank of IFED is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IFED is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IFED is 5656
Martin Ratio Rank

DTLA.L
The Risk-Adjusted Performance Rank of DTLA.L is 77
Overall Rank
The Sharpe Ratio Rank of DTLA.L is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of DTLA.L is 66
Sortino Ratio Rank
The Omega Ratio Rank of DTLA.L is 66
Omega Ratio Rank
The Calmar Ratio Rank of DTLA.L is 77
Calmar Ratio Rank
The Martin Ratio Rank of DTLA.L is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IFED vs. DTLA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS IFED Invest with the Fed TR Index ETN (IFED) 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.


Sharpe ratio
The chart of Sharpe ratio for IFED, currently valued at 1.14, compared to the broader market0.002.004.001.14-0.08
The chart of Sortino ratio for IFED, currently valued at 1.73, compared to the broader market0.005.0010.001.73-0.01
The chart of Omega ratio for IFED, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.00
The chart of Calmar ratio for IFED, currently valued at 1.55, compared to the broader market0.005.0010.0015.0020.001.55-0.03
The chart of Martin ratio for IFED, currently valued at 5.39, compared to the broader market0.0020.0040.0060.0080.00100.005.39-0.16
IFED
DTLA.L

The current IFED Sharpe Ratio is 1.24, which is higher than the DTLA.L Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of IFED and DTLA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.14
-0.08
IFED
DTLA.L

Dividends

IFED vs. DTLA.L - Dividend Comparison

Neither IFED nor DTLA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IFED vs. DTLA.L - Drawdown Comparison

The maximum IFED drawdown since its inception was -22.23%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for IFED and DTLA.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.47%
-35.29%
IFED
DTLA.L

Volatility

IFED vs. DTLA.L - Volatility Comparison

ETRACS IFED Invest with the Fed TR Index ETN (IFED) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) have volatilities of 4.08% and 3.99%, 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.08%
3.99%
IFED
DTLA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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