MTUAY vs. DTLA.L

Last updated Jun 4, 2026

MTUAY (MTU Aero Engines AG) is a stock, while DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) is Government Bonds fund tracking the ICE US Treasury 20+ Year Index. Over the past 5 years, MTUAY returned 7.30%/yr vs -6.15%/yr for DTLA.L. At a correlation of -0.06, they often move in opposite directions.

Performance

MTUAY vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MTU Aero Engines AG (MTUAY) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MTUAY achieves a -17.22% return, which is significantly lower than DTLA.L's -1.45% return.

MTUAY

• 1D: -2.13%
• 1M: 4.70%
• YTD: -17.22%
• 6M: -14.76%
• 1Y: -15.65%
• 3Y*: 14.18%
• 5Y*: 7.30%
• 10Y*: 15.13%

DTLA.L

• 1D: -0.64%
• 1M: -0.14%
• YTD: -1.45%
• 6M: -1.73%
• 1Y: 4.77%
• 3Y*: -1.81%
• 5Y*: -6.15%
• 10Y*: —

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

MTUAY vs. DTLA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MTUAY MTU Aero Engines AG	-17.22%	26.67%	54.85%	1.39%	7.65%	-21.51%	-8.19%	63.25%	2.24%
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)	-1.45%	4.47%	-6.97%	1.69%	-30.29%	-4.46%	17.00%	15.69%	3.77%

Correlation

The correlation between MTUAY and DTLA.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (All Time) Calculated using the full available price history since May 15, 2018	-0.06

The correlation between MTUAY and DTLA.L shifts across timeframes, from -0.06 (all time) to 0.08 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

MTUAY vs. DTLA.L — Risk / Return Rank

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

MTUAY

MTUAY Risk / Return Rank: 20
MTUAY Sharpe Ratio Rank: 21
MTUAY Sortino Ratio Rank: 20
MTUAY Omega Ratio Rank: 21
MTUAY Calmar Ratio Rank: 25
MTUAY Martin Ratio Rank: 15

DTLA.L

DTLA.L Risk / Return Rank: 16
DTLA.L Sharpe Ratio Rank: 16
DTLA.L Sortino Ratio Rank: 15
DTLA.L Omega Ratio Rank: 14
DTLA.L Calmar Ratio Rank: 17
DTLA.L Martin Ratio Rank: 16

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.

MTUAY vs. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MTU Aero Engines AG (MTUAY) 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.

	MTUAY	DTLA.L	Difference
Sharpe ratio Return per unit of total volatility	-0.47	0.48	-0.95
Sortino ratio Return per unit of downside risk	-0.50	0.77	-1.26
Omega ratio Gain probability vs. loss probability	0.94	1.09	-0.14
Calmar ratio Return relative to maximum drawdown	-0.48	0.63	-1.11
Martin ratio Return relative to average drawdown	-1.18	1.61	-2.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTUAY vs. DTLA.L - Sharpe Ratio Comparison

The current MTUAY Sharpe Ratio is -0.47, which is lower than the DTLA.L Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of MTUAY 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.

Sharpe Ratios by Period

	MTUAY	DTLA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	0.48	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	-0.41	+0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	-0.08	+0.61

Drawdowns

MTUAY vs. DTLA.L - Drawdown Comparison

The maximum MTUAY drawdown since its inception was -64.31%, which is greater than DTLA.L's maximum drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for MTUAY and DTLA.L.

Drawdown Indicators

	MTUAY	DTLA.L	Difference
Max Drawdown Largest peak-to-trough decline	-64.31%	-48.47%	-15.84%
Max Drawdown (1Y) Largest decline over 1 year	-32.62%	-7.52%	-25.10%
Max Drawdown (3Y) Largest decline over 3 years	-34.69%	-18.61%	-16.08%
Max Drawdown (5Y) Largest decline over 5 years	-43.53%	-42.87%	-0.66%
Max Drawdown (10Y) Largest decline over 10 years	-64.31%	—	—
Current Drawdown Current decline from peak	-27.45%	-40.80%	+13.35%
Average Drawdown Average peak-to-trough decline	-12.27%	-24.06%	+11.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.24%	2.95%	+10.29%

Volatility

MTUAY vs. DTLA.L - Volatility Comparison

MTU Aero Engines AG (MTUAY) has a higher volatility of 14.99% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 3.36%. This indicates that MTUAY'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.

Volatility by Period

	MTUAY	DTLA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.99%	3.36%	+11.63%
Volatility (6M) Calculated over the trailing 6-month period	28.07%	6.58%	+21.49%
Volatility (1Y) Calculated over the trailing 1-year period	33.47%	9.82%	+23.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.23%	14.93%	+17.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.65%	14.78%	+20.87%

Dividends

MTUAY vs. DTLA.L - Dividend Comparison

MTUAY's dividend yield for the trailing twelve months is around 1.24%, while DTLA.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MTUAY MTU Aero Engines AG	1.24%	0.60%	0.66%	1.63%	1.07%	0.73%	1.02%	0.79%	1.11%	1.85%	2.87%

Frequently Asked Questions

Can I hold both MTUAY and DTLA.L in my portfolio?

MTUAY and DTLA.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.