NGAS.L vs. DTLA.L
Compare and contrast key facts about WisdomTree Natural Gas ETF (NGAS.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L).
NGAS.L and DTLA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NGAS.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Natural Gas Sub Total Return Index. It was launched on Sep 22, 2006. DTLA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on May 10, 2018. Both NGAS.L and DTLA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGAS.L or DTLA.L.
Key characteristics
| NGAS.L | DTLA.L | |
|---|---|---|
| YTD Return | -40.17% | -5.27% |
| 1Y Return | -54.34% | 6.55% |
| 3Y Return (Ann) | -43.40% | -11.96% |
| 5Y Return (Ann) | -32.12% | -5.62% |
| Sharpe Ratio | -1.14 | 0.38 |
| Sortino Ratio | -1.90 | 0.66 |
| Omega Ratio | 0.80 | 1.08 |
| Calmar Ratio | -0.53 | 0.13 |
| Martin Ratio | -1.38 | 0.98 |
| Ulcer Index | 38.11% | 5.77% |
| Daily Std Dev | 46.14% | 14.74% |
| Max Drawdown | -99.89% | -48.47% |
| Current Drawdown | -99.89% | -41.46% |
Correlation
The correlation between NGAS.L and DTLA.L is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
NGAS.L vs. DTLA.L - Performance Comparison
In the year-to-date period, NGAS.L achieves a -40.17% return, which is significantly lower than DTLA.L's -5.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NGAS.L vs. DTLA.L - Expense Ratio Comparison
NGAS.L has a 0.49% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.
Risk-Adjusted Performance
NGAS.L vs. DTLA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Natural Gas ETF (NGAS.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.
Dividends
NGAS.L vs. DTLA.L - Dividend Comparison
Neither NGAS.L nor DTLA.L has paid dividends to shareholders.
Drawdowns
NGAS.L vs. DTLA.L - Drawdown Comparison
The maximum NGAS.L drawdown since its inception was -99.89%, 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 NGAS.L and DTLA.L. For additional features, visit the drawdowns tool.
Volatility
NGAS.L vs. DTLA.L - Volatility Comparison
WisdomTree Natural Gas ETF (NGAS.L) has a higher volatility of 11.28% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 4.72%. This indicates that NGAS.L'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.