IWQU.L vs. DTLA.L
IWQU.L (iShares MSCI World Quality Factor UCITS) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both exchange-traded funds - IWQU.L is a Global Equities fund tracking the MSCI ACWI NR 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, IWQU.L returned 10.27%/yr vs -6.37%/yr for DTLA.L. At a correlation of -0.06, they often move in opposite directions. IWQU.L charges 0.30%/yr vs 0.07%/yr for DTLA.L.
Performance
IWQU.L vs. DTLA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IWQU.L achieves a 8.72% return, which is significantly higher than DTLA.L's -0.86% return.
IWQU.L
- 1D
- 1.73%
- 1M
- 1.38%
- YTD
- 8.72%
- 6M
- 9.99%
- 1Y
- 21.34%
- 3Y*
- 17.83%
- 5Y*
- 10.27%
- 10Y*
- 12.75%
DTLA.L
- 1D
- 0.44%
- 1M
- 1.10%
- YTD
- -0.86%
- 6M
- 0.88%
- 1Y
- 4.30%
- 3Y*
- -1.20%
- 5Y*
- -6.37%
- 10Y*
- —
IWQU.L vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IWQU.L iShares MSCI World Quality Factor UCITS | 8.72% | 15.28% | 17.17% | 25.90% | -19.26% | 23.70% | 14.95% | 29.64% | -7.88% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -0.86% | 4.49% | -6.90% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.65% |
Correlation
The correlation between IWQU.L and DTLA.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | -0.06 |
The correlation between IWQU.L and DTLA.L shifts across timeframes, from -0.06 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IWQU.L vs. DTLA.L — Risk / Return Rank
IWQU.L
DTLA.L
IWQU.L vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.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.
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.
| IWQU.L | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.06 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 0.45 | +1.94 |
| Martin ratioReturn relative to average drawdown | 9.90 | 1.12 | +8.78 |
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Drawdowns
IWQU.L vs. DTLA.L - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, smaller than the maximum DTLA.L drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for IWQU.L and DTLA.L.
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Drawdown Indicators
| IWQU.L | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.05% | -48.41% | +15.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -7.50% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.09% | -18.57% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -42.80% | +15.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.05% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -40.40% | +40.40% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -24.06% | +19.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.00% | -0.94% |
Volatility
IWQU.L vs. DTLA.L - Volatility Comparison
iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) have volatilities of 3.28% and 3.33%, 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.
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Volatility by Period
| IWQU.L | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.33% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 6.74% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 10.03% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 14.95% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 14.79% | +0.97% |
IWQU.L vs. DTLA.L - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.
Dividends
IWQU.L vs. DTLA.L - Dividend Comparison
Neither IWQU.L nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
IWQU.L and DTLA.L have a correlation of 0.34, 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 0.30% for IWQU.L.
IWQU.L is categorized as Global Equities, while DTLA.L is Government Bonds. IWQU.L tracks MSCI ACWI NR USD, while DTLA.L tracks ICE US Treasury 20+ Year Index. Their fees differ too: 0.30% for IWQU.L and 0.07% for DTLA.L.
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