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SXRQ.DE vs. DTLA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRQ.DE vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRQ.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, SXRQ.DE achieves a 0.06% return, which is significantly lower than DTLA.L's 0.15% return.


SXRQ.DE

1D
0.03%
1M
0.68%
YTD
0.06%
6M
-0.05%
1Y
0.15%
3Y*
2.62%
5Y*
-2.34%
10Y*
-0.18%

DTLA.L

1D
0.34%
1M
1.38%
YTD
0.15%
6M
-0.83%
1Y
2.23%
3Y*
-4.14%
5Y*
-5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRQ.DE vs. DTLA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SXRQ.DE
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
0.06%1.69%0.90%8.71%-19.90%-3.09%4.11%6.70%0.69%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.15%-7.92%-0.83%-1.36%-25.97%2.68%7.36%18.30%7.94%

Correlation

The correlation between SXRQ.DE and DTLA.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since May 15, 2018

0.55

The correlation between SXRQ.DE and DTLA.L shifts across timeframes, from 0.47 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SXRQ.DE vs. DTLA.L — Risk / Return Rank

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

SXRQ.DE
SXRQ.DE Risk / Return Rank: 99
Overall Rank
SXRQ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SXRQ.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
SXRQ.DE Omega Ratio Rank: 99
Omega Ratio Rank
SXRQ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SXRQ.DE Martin Ratio Rank: 1010
Martin Ratio Rank

DTLA.L
DTLA.L Risk / Return Rank: 1515
Overall Rank
DTLA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1414
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1616
Martin Ratio Rank
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.

SXRQ.DE vs. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.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.


SXRQ.DEDTLA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.01

1.04

-0.03

Calmar ratioReturn relative to maximum drawdown

0.04

0.30

-0.27

Martin ratioReturn relative to average drawdown

0.10

0.65

-0.55

SXRQ.DE vs. DTLA.L - Sharpe Ratio Comparison

The current SXRQ.DE Sharpe Ratio is 0.03, which is lower than the DTLA.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of SXRQ.DE 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.


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Sharpe Ratios by Period


SXRQ.DEDTLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.23

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.33

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.05

+0.46

Drawdowns

SXRQ.DE vs. DTLA.L - Drawdown Comparison

The maximum SXRQ.DE drawdown since its inception was -23.28%, smaller than the maximum DTLA.L drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for SXRQ.DE and DTLA.L.


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Drawdown Indicators


SXRQ.DEDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-46.98%

+23.70%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-7.32%

+3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-18.24%

+13.71%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-39.80%

+16.87%

Max Drawdown (10Y)

Largest decline over 10 years

-23.28%

Current Drawdown

Current decline from peak

-13.74%

-43.54%

+29.80%

Average Drawdown

Average peak-to-trough decline

-5.76%

-24.85%

+19.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

3.42%

-1.87%

Volatility

SXRQ.DE vs. DTLA.L - Volatility Comparison

The current volatility for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) is 1.84%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 2.84%. This indicates that SXRQ.DE 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.


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Volatility by Period


SXRQ.DEDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

2.84%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

6.89%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

9.90%

-4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

15.49%

-8.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

15.56%

-9.59%

SXRQ.DE vs. DTLA.L - Expense Ratio Comparison

SXRQ.DE has a 0.15% expense ratio, which is higher than DTLA.L's 0.07% 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

SXRQ.DE vs. DTLA.L - Dividend Comparison

Neither SXRQ.DE nor DTLA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRQ.DE and DTLA.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DTLA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DTLA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for SXRQ.DE.

SXRQ.DE is categorized as European Government Bonds, while DTLA.L is Government Bonds. SXRQ.DE tracks Bloomberg Euro Government Bond 10, while DTLA.L tracks ICE US Treasury 20+ Year Index. Their fees differ too: 0.15% for SXRQ.DE and 0.07% for DTLA.L.

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