XDWS.L vs. DTLA.L
XDWS.L (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both exchange-traded funds - XDWS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, 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, XDWS.L returned 3.97%/yr vs -6.06%/yr for DTLA.L. At a 0.06 correlation, their price movements are largely independent. XDWS.L charges 0.25%/yr vs 0.07%/yr for DTLA.L.
Performance
XDWS.L vs. DTLA.L - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.L achieves a 3.29% return, which is significantly higher than DTLA.L's -0.98% return.
XDWS.L
- 1D
- -0.18%
- 1M
- -2.75%
- YTD
- 3.29%
- 6M
- 3.85%
- 1Y
- 0.79%
- 3Y*
- 6.17%
- 5Y*
- 3.97%
- 10Y*
- 5.57%
DTLA.L
- 1D
- 0.48%
- 1M
- 0.71%
- YTD
- -0.98%
- 6M
- -1.10%
- 1Y
- 3.98%
- 3Y*
- -1.52%
- 5Y*
- -6.06%
- 10Y*
- —
XDWS.L vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 3.29% | 9.31% | 5.69% | 1.96% | -5.24% | 12.84% | 7.75% | 22.32% | -2.06% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -0.98% | 4.47% | -6.97% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.77% |
Correlation
The correlation between XDWS.L and DTLA.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.06 |
Over the past year, XDWS.L and DTLA.L have become more correlated (0.28) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
XDWS.L vs. DTLA.L — Risk / Return Rank
XDWS.L
DTLA.L
XDWS.L vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.
| XDWS.L | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.07 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.53 | -0.45 |
| Martin ratioReturn relative to average drawdown | 0.18 | 1.34 | -1.16 |
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
| XDWS.L | DTLA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.41 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | -0.41 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | -0.07 | +0.55 |
Drawdowns
XDWS.L vs. DTLA.L - Drawdown Comparison
The maximum XDWS.L drawdown since its inception was -23.72%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for XDWS.L and DTLA.L.
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Drawdown Indicators
| XDWS.L | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -48.47% | +24.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -7.52% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -11.52% | -18.61% | +7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.53% | -42.87% | +25.34% |
Max Drawdown (10Y)Largest decline over 10 years | -23.72% | — | — |
Current DrawdownCurrent decline from peak | -8.95% | -40.52% | +31.57% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -24.06% | +19.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 2.96% | +1.42% |
Volatility
XDWS.L vs. DTLA.L - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) has a higher volatility of 4.62% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 3.37%. This indicates that XDWS.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.
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Volatility by Period
| XDWS.L | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.37% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 6.53% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 9.82% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.11% | 14.93% | -2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.48% | 14.78% | -2.30% |
XDWS.L vs. DTLA.L - Expense Ratio Comparison
XDWS.L has a 0.25% 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
XDWS.L vs. DTLA.L - Dividend Comparison
Neither XDWS.L nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
XDWS.L and DTLA.L have a correlation of 0.28, 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 0.25% for XDWS.L.
XDWS.L is categorized as Consumer Staples Equities, while DTLA.L is Government Bonds. XDWS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while DTLA.L tracks ICE US Treasury 20+ Year Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWS.L and 0.07% for DTLA.L.
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