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LYTR.DE vs. DTLA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYTR.DE vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYTR.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, LYTR.DE achieves a 18.70% return, which is significantly higher than DTLA.L's 4.46% return.


LYTR.DE

1D
0.85%
1M
-9.80%
YTD
18.70%
6M
21.20%
1Y
45.80%
3Y*
17.11%
5Y*
14.89%
10Y*
7.78%

DTLA.L

1D
-0.07%
1M
5.47%
YTD
4.46%
6M
5.42%
1Y
7.83%
3Y*
-2.73%
5Y*
-5.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYTR.DE vs. DTLA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
18.70%17.59%13.34%-15.11%27.02%52.42%-19.47%14.16%-12.18%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
4.46%-7.91%-0.76%-1.36%-25.97%2.68%7.36%18.30%7.78%

Correlation

The correlation between LYTR.DE and DTLA.L is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

-0.10

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Return for Risk

LYTR.DE vs. DTLA.L — Risk / Return Rank

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

LYTR.DE
LYTR.DE Risk / Return Rank: 6969
Overall Rank
LYTR.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 6767
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 7171
Martin Ratio Rank

DTLA.L
DTLA.L Risk / Return Rank: 1717
Overall Rank
DTLA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1515
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1717
Martin Ratio Rank
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.

LYTR.DE vs. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.


LYTR.DEDTLA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.35

1.13

+0.22

Calmar ratioReturn relative to maximum drawdown

3.27

1.06

+2.20

Martin ratioReturn relative to average drawdown

11.51

2.29

+9.21

LYTR.DE vs. DTLA.L - Sharpe Ratio Comparison

The current LYTR.DE Sharpe Ratio is 2.01, which is higher than the DTLA.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of LYTR.DE and DTLA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LYTR.DE vs. DTLA.L - Drawdown Comparison

The maximum LYTR.DE drawdown since its inception was -67.76%, which is greater than DTLA.L's maximum drawdown of -46.97%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and DTLA.L.


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Drawdown Indicators


LYTR.DEDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.76%

-46.97%

-20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-7.33%

-6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.04%

-18.22%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

-39.80%

+9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-44.61%

Current Drawdown

Current decline from peak

-13.23%

-41.06%

+27.83%

Average Drawdown

Average peak-to-trough decline

-32.82%

-24.93%

-7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

3.41%

+0.56%

Volatility

LYTR.DE vs. DTLA.L - Volatility Comparison

Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a higher volatility of 4.59% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 2.73%. This indicates that LYTR.DE's price experiences larger fluctuations and is considered to be riskier 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


LYTR.DEDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

2.73%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

7.16%

+13.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

10.26%

+12.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

15.48%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

15.56%

+2.80%

LYTR.DE vs. DTLA.L - Expense Ratio Comparison

LYTR.DE has a 0.30% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.


Dividends

LYTR.DE vs. DTLA.L - Dividend Comparison

Neither LYTR.DE nor DTLA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYTR.DE and DTLA.L have a correlation of -0.18, 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 LYTR.DE.

LYTR.DE is categorized as Commodities, while DTLA.L is Government Bonds. LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while DTLA.L tracks ICE US Treasury 20+ Year Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LYTR.DE and 0.07% for DTLA.L.

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