SPPX.DE vs. DTLE.L
SPPX.DE (SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF) and DTLE.L (iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist) are both exchange-traded funds - SPPX.DE is a Government Bonds fund tracking the Bloomberg US 10+ Year Treasury Bond, while DTLE.L is a Long-Term Bond fund managed by iShares. Over the past 5 years, SPPX.DE returned -4.30%/yr vs -8.07%/yr for DTLE.L. Their correlation of 0.83 suggests significant overlap in exposure. SPPX.DE charges 0.15%/yr vs 0.10%/yr for DTLE.L.
Performance
SPPX.DE vs. DTLE.L - Performance Comparison
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Returns By Period
In the year-to-date period, SPPX.DE achieves a 0.87% return, which is significantly higher than DTLE.L's -1.71% return.
SPPX.DE
- 1D
- 0.30%
- 1M
- 1.41%
- YTD
- 0.87%
- 6M
- -0.50%
- 1Y
- 2.52%
- 3Y*
- -3.23%
- 5Y*
- -4.30%
- 10Y*
- -1.29%
DTLE.L
- 1D
- 0.51%
- 1M
- 0.69%
- YTD
- -1.71%
- 6M
- -1.87%
- 1Y
- 1.77%
- 3Y*
- -3.63%
- 5Y*
- -8.07%
- 10Y*
- —
SPPX.DE vs. DTLE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPPX.DE SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF | 0.87% | -6.01% | -0.89% | -0.77% | -24.28% | 3.04% | 6.14% | 17.91% | 2.68% | -0.89% |
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.71% | 2.25% | -9.05% | -0.58% | -32.40% | -5.28% | 15.20% | 12.29% | -4.46% | -0.11% |
Correlation
The correlation between SPPX.DE and DTLE.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2017 | 0.83 |
The correlation between SPPX.DE and DTLE.L shifts across timeframes, from 0.72 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPPX.DE vs. DTLE.L — Risk / Return Rank
SPPX.DE
DTLE.L
SPPX.DE vs. DTLE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.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.
| SPPX.DE | DTLE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.04 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.21 | +0.19 |
| Martin ratioReturn relative to average drawdown | 0.87 | 0.52 | +0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPPX.DE | DTLE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.18 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.54 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | -0.24 | +0.15 |
Drawdowns
SPPX.DE vs. DTLE.L - Drawdown Comparison
The maximum SPPX.DE drawdown since its inception was -44.56%, smaller than the maximum DTLE.L drawdown of -52.29%. Use the drawdown chart below to compare losses from any high point for SPPX.DE and DTLE.L.
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Drawdown Indicators
| SPPX.DE | DTLE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.56% | -52.29% | +7.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -8.47% | +2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -19.18% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -36.53% | -45.70% | +9.17% |
Max Drawdown (10Y)Largest decline over 10 years | -44.56% | — | — |
Current DrawdownCurrent decline from peak | -40.79% | -47.88% | +7.09% |
Average DrawdownAverage peak-to-trough decline | -22.39% | -25.92% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.37% | -0.47% |
Volatility
SPPX.DE vs. DTLE.L - Volatility Comparison
The current volatility for SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) is 2.37%, while iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a volatility of 3.46%. This indicates that SPPX.DE experiences smaller price fluctuations and is considered to be less risky than DTLE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPPX.DE | DTLE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 3.46% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 6.73% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.91% | 9.91% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.34% | 14.94% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 15.50% | -0.99% |
SPPX.DE vs. DTLE.L - Expense Ratio Comparison
SPPX.DE has a 0.15% expense ratio, which is higher than DTLE.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPPX.DE vs. DTLE.L - Dividend Comparison
SPPX.DE's dividend yield for the trailing twelve months is around 4.60%, more than DTLE.L's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | 4.25% | 4.18% | 4.75% | 3.75% | 3.05% | 1.76% | 1.69% | 2.50% | 2.88% | 0.51% | 0.00% |
SPPX.DE SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF | 4.60% | 4.77% | 4.11% | 3.16% | 2.57% | 1.63% | 2.07% | 2.42% | 2.38% | 2.77% | 1.07% |
Frequently Asked Questions
SPPX.DE and DTLE.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DTLE.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTLE.L is cheaper with a 0.10% expense ratio, compared with 0.15% for SPPX.DE.
SPPX.DE is categorized as Government Bonds, while DTLE.L is Long-Term Bond. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SPPX.DE and 0.10% for DTLE.L.
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