SXR8.DE vs. DTLA.L
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index. Both are passively managed. Over the past 5 years, SXR8.DE returned 14.24%/yr vs -5.51%/yr for DTLA.L. At a correlation of -0.04, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
SXR8.DE vs. DTLA.L - Performance Comparison
Loading charts...
Different Trading Currencies
SXR8.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, SXR8.DE achieves a 9.96% return, which is significantly higher than DTLA.L's 0.67% return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 0.10%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.90%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
DTLA.L
- 1D
- 0.52%
- 1M
- 1.99%
- YTD
- 0.67%
- 6M
- 2.37%
- 1Y
- 4.14%
- 3Y*
- -3.47%
- 5Y*
- -5.51%
- 10Y*
- —
SXR8.DE vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -2.05% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.67% | -7.91% | -0.76% | -1.36% | -25.97% | 2.68% | 7.36% | 18.30% | 7.78% |
Correlation
The correlation between SXR8.DE and DTLA.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | -0.04 |
The correlation between SXR8.DE and DTLA.L shifts across timeframes, from -0.04 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXR8.DE vs. DTLA.L — Risk / Return Rank
SXR8.DE
DTLA.L
SXR8.DE vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| SXR8.DE | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.06 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 0.48 | +3.04 |
| Martin ratioReturn relative to average drawdown | 12.50 | 1.03 | +11.47 |
Loading charts...
Drawdowns
SXR8.DE vs. DTLA.L - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum DTLA.L drawdown of -46.97%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and DTLA.L.
Loading charts...
Drawdown Indicators
| SXR8.DE | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -46.97% | +13.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -7.33% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -18.22% | -5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -39.80% | +16.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | -43.20% | +41.48% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -24.85% | +19.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.44% | -1.48% |
Volatility
SXR8.DE vs. DTLA.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) have volatilities of 3.08% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXR8.DE | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.95% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 7.07% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 10.15% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 15.52% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 15.57% | +0.51% |
SXR8.DE vs. DTLA.L - Expense Ratio Comparison
Both SXR8.DE and DTLA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXR8.DE vs. DTLA.L - Dividend Comparison
Neither SXR8.DE nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and DTLA.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE and DTLA.L have the same expense ratio: 0.07% per year.
SXR8.DE is categorized as S&P 500, while DTLA.L is Government Bonds. SXR8.DE tracks S&P 500 Index, while DTLA.L tracks ICE US Treasury 20+ Year Index.
Find the right allocation for SXR8.DE and DTLA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer