PLNUSD=X vs. DTLA.L
Compare and contrast key facts about PLN/USD (PLNUSD=X) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PLNUSD=X or DTLA.L.
Key characteristics
| PLNUSD=X | DTLA.L | |
|---|---|---|
| YTD Return | 1.77% | 4.13% |
| 1Y Return | 12.64% | 11.64% |
| 3Y Return (Ann) | -0.13% | -10.06% |
| 5Y Return (Ann) | 0.21% | -3.77% |
| Sharpe Ratio | 0.63 | 0.78 |
| Daily Std Dev | 8.66% | 15.45% |
| Max Drawdown | -65.59% | -48.47% |
| Current Drawdown | -55.45% | -35.65% |
Correlation
The correlation between PLNUSD=X and DTLA.L is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PLNUSD=X vs. DTLA.L - Performance Comparison
In the year-to-date period, PLNUSD=X achieves a 1.77% return, which is significantly lower than DTLA.L's 4.13% 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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Risk-Adjusted Performance
PLNUSD=X vs. DTLA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PLN/USD (PLNUSD=X) 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.
Drawdowns
PLNUSD=X vs. DTLA.L - Drawdown Comparison
The maximum PLNUSD=X drawdown since its inception was -65.59%, 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 PLNUSD=X and DTLA.L. For additional features, visit the drawdowns tool.
Volatility
PLNUSD=X vs. DTLA.L - Volatility Comparison
The current volatility for PLN/USD (PLNUSD=X) is 2.68%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 4.06%. This indicates that PLNUSD=X 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.