IUST.DE vs. DTLA.L
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both exchange-traded funds - IUST.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, 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, IUST.DE returned 1.71%/yr vs -5.51%/yr for DTLA.L. A 0.61 correlation means they provide meaningful diversification when combined. IUST.DE charges 0.10%/yr vs 0.07%/yr for DTLA.L.
Performance
IUST.DE vs. DTLA.L - Performance Comparison
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Different Trading Currencies
IUST.DE is traded in EUR, while DTLA.L is traded in USD. To make them comparable, the DTLA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUST.DE achieves a 2.64% return, which is significantly higher than DTLA.L's 0.67% return.
IUST.DE
- 1D
- -0.39%
- 1M
- 0.47%
- YTD
- 2.64%
- 6M
- 2.82%
- 1Y
- 4.81%
- 3Y*
- 1.52%
- 5Y*
- 1.71%
- 10Y*
- 2.20%
DTLA.L
- 1D
- 0.52%
- 1M
- 1.99%
- YTD
- 0.67%
- 6M
- 2.37%
- 1Y
- 4.14%
- 3Y*
- -3.47%
- 5Y*
- -5.51%
- 10Y*
- —
IUST.DE vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUST.DE iShares USD TIPS UCITS ETF USD (Acc) | 2.64% | -4.87% | 7.83% | -0.00% | -7.02% | 14.86% | 0.99% | 11.24% | 3.05% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.67% | -7.91% | -0.76% | -1.36% | -25.97% | 2.68% | 7.36% | 18.30% | 7.78% |
Correlation
The correlation between IUST.DE and DTLA.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | 0.61 |
The correlation between IUST.DE and DTLA.L shifts across timeframes, from 0.44 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUST.DE vs. DTLA.L — Risk / Return Rank
IUST.DE
DTLA.L
IUST.DE vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS UCITS ETF USD (Acc) (IUST.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUST.DE | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.06 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.48 | +0.65 |
| Martin ratioReturn relative to average drawdown | 2.97 | 1.03 | +1.94 |
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Drawdowns
IUST.DE vs. DTLA.L - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum DTLA.L drawdown of -46.97%. Use the drawdown chart below to compare losses from any high point for IUST.DE and DTLA.L.
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Drawdown Indicators
| IUST.DE | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -46.97% | +27.04% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -7.33% | +3.33% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -18.22% | +7.47% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -39.80% | +24.61% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | — | — |
Current DrawdownCurrent decline from peak | -7.98% | -43.20% | +35.22% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -24.85% | +18.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 3.44% | -1.91% |
Volatility
IUST.DE vs. DTLA.L - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.85%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 2.95%. This indicates that IUST.DE 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
| IUST.DE | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 2.95% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 7.07% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 10.15% | -4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.28% | 15.52% | -7.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.99% | 15.57% | -7.58% |
IUST.DE vs. DTLA.L - Expense Ratio Comparison
IUST.DE has a 0.10% 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
IUST.DE vs. DTLA.L - Dividend Comparison
Neither IUST.DE nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
IUST.DE and DTLA.L have a correlation of 0.44, 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 0.10% for IUST.DE.
IUST.DE is categorized as Inflation-Protected Bonds, while DTLA.L is Government Bonds. IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while DTLA.L tracks ICE US Treasury 20+ Year Index. Their fees differ too: 0.10% for IUST.DE and 0.07% for DTLA.L.
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