ILTB vs. DTLE.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core 10+ Year USD Bond ETF (ILTB) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L).

ILTB and DTLE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILTB is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Universal 10+ Year Index (USD). It was launched on Dec 8, 2009. DTLE.L is managed by iShares.

Performance

ILTB vs. DTLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 10+ Year USD Bond ETF (ILTB) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L). The values are adjusted to include any dividend payments, if applicable.

ILTB vs. DTLE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ILTB iShares Core 10+ Year USD Bond ETF	-0.57%	7.22%	-3.00%	8.04%	-26.62%	-2.67%	16.10%	19.61%	-5.10%	2.17%
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist	-2.31%	15.98%	-14.67%	2.57%	-36.47%	-11.73%	25.40%	10.10%	-8.92%	1.21%

Different Trading Currencies

ILTB is traded in USD, while DTLE.L is traded in EUR. To make them comparable, the DTLE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ILTB achieves a -0.57% return, which is significantly higher than DTLE.L's -2.31% return.

ILTB

• 1D: 0.09%
• 1M: -2.75%
• YTD: -0.57%
• 6M: -0.94%
• 1Y: 2.46%
• 3Y*: 1.69%
• 5Y*: -2.64%
• 10Y*: 1.54%

DTLE.L

• 1D: 0.70%
• 1M: -3.86%
• YTD: -2.31%
• 6M: -2.61%
• 1Y: 4.31%
• 3Y*: -2.22%
• 5Y*: -7.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ILTB vs. DTLE.L - Expense Ratio Comparison

ILTB has a 0.06% expense ratio, which is lower than DTLE.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

DTLE.L

iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist

ILTB

iShares Core 10+ Year USD Bond ETF

Return for Risk

ILTB vs. DTLE.L — Risk / Return Rank

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

ILTB

ILTB Risk / Return Rank: 18
ILTB Sharpe Ratio Rank: 18
ILTB Sortino Ratio Rank: 16
ILTB Omega Ratio Rank: 16
ILTB Calmar Ratio Rank: 22
ILTB Martin Ratio Rank: 20

DTLE.L

DTLE.L Risk / Return Rank: 7
DTLE.L Sharpe Ratio Rank: 7
DTLE.L Sortino Ratio Rank: 7
DTLE.L Omega Ratio Rank: 7
DTLE.L Calmar Ratio Rank: 7
DTLE.L Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ILTB vs. DTLE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.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.

	ILTB	DTLE.L	Difference
Sharpe ratio Return per unit of total volatility	0.26	0.29	-0.03
Sortino ratio Return per unit of downside risk	0.41	0.51	-0.10
Omega ratio Gain probability vs. loss probability	1.05	1.06	-0.01
Calmar ratio Return relative to maximum drawdown	0.49	0.47	+0.02
Martin ratio Return relative to average drawdown	1.20	1.07	+0.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILTB vs. DTLE.L - Sharpe Ratio Comparison

The current ILTB Sharpe Ratio is 0.26, which is comparable to the DTLE.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of ILTB and DTLE.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.

Sharpe Ratios by Period

	ILTB	DTLE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	0.29	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	-0.44	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	-0.22	+0.57

Correlation

The correlation between ILTB and DTLE.L is 0.67, 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

ILTB vs. DTLE.L - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.94%, more than DTLE.L's 4.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILTB iShares Core 10+ Year USD Bond ETF	4.94%	4.83%	4.91%	4.38%	4.31%	3.04%	3.32%	3.45%	4.13%	3.97%	3.99%	4.20%
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist	4.22%	4.18%	4.75%	3.75%	3.05%	1.76%	1.69%	2.50%	2.88%	0.51%	0.00%	0.00%

Drawdowns

ILTB vs. DTLE.L - Drawdown Comparison

The maximum ILTB drawdown since its inception was -36.88%, smaller than the maximum DTLE.L drawdown of -56.35%. Use the drawdown chart below to compare losses from any high point for ILTB and DTLE.L.

Drawdown Indicators

	ILTB	DTLE.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.88%	-52.29%	+15.41%
Max Drawdown (1Y) Largest decline over 1 year	-5.93%	-10.27%	+4.34%
Max Drawdown (5Y) Largest decline over 5 years	-35.22%	-45.70%	+10.48%
Max Drawdown (10Y) Largest decline over 10 years	-36.88%	—	—
Current Drawdown Current decline from peak	-21.96%	-47.52%	+25.56%
Average Drawdown Average peak-to-trough decline	-9.80%	-25.49%	+15.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	5.69%	-3.27%

Volatility

ILTB vs. DTLE.L - Volatility Comparison

The current volatility for iShares Core 10+ Year USD Bond ETF (ILTB) is 3.39%, while iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a volatility of 4.86%. This indicates that ILTB experiences smaller price fluctuations and is considered to be less risky than DTLE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILTB	DTLE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	4.86%	-1.47%
Volatility (6M) Calculated over the trailing 6-month period	5.32%	8.75%	-3.43%
Volatility (1Y) Calculated over the trailing 1-year period	9.57%	14.95%	-5.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.65%	17.92%	-5.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.55%	17.97%	-6.42%