XTLT.TO vs. DTLE.L
XTLT.TO (iShares 20+ Year U.S. Treasury Bond Index ETF) and DTLE.L (iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist) are both exchange-traded funds - XTLT.TO is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while DTLE.L is a Long-Term Bond fund managed by iShares. Over the past 3 years, XTLT.TO returned -1.19%/yr vs 0.13%/yr for DTLE.L. A 0.62 correlation means they provide meaningful diversification when combined. XTLT.TO charges 0.18%/yr vs 0.10%/yr for DTLE.L.
Performance
XTLT.TO vs. DTLE.L - Performance Comparison
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Different Trading Currencies
XTLT.TO is traded in CAD, while DTLE.L is traded in EUR. To make them comparable, the DTLE.L values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XTLT.TO achieves a 1.24% return, which is significantly higher than DTLE.L's -1.49% return.
XTLT.TO
- 1D
- 0.33%
- 1M
- 2.59%
- YTD
- 1.24%
- 6M
- -2.26%
- 1Y
- 4.49%
- 3Y*
- -1.19%
- 5Y*
- —
- 10Y*
- —
DTLE.L
- 1D
- 0.74%
- 1M
- 2.14%
- YTD
- -1.49%
- 6M
- -2.47%
- 1Y
- 5.28%
- 3Y*
- 0.13%
- 5Y*
- -6.30%
- 10Y*
- —
XTLT.TO vs. DTLE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XTLT.TO iShares 20+ Year U.S. Treasury Bond Index ETF | 1.24% | -1.07% | -1.47% | -2.80% |
DTLE.L iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist | -1.49% | 10.67% | -7.34% | -1.34% |
Correlation
The correlation between XTLT.TO and DTLE.L is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2023 | 0.62 |
The correlation between XTLT.TO and DTLE.L has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.
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Return for Risk
XTLT.TO vs. DTLE.L — Risk / Return Rank
XTLT.TO
DTLE.L
XTLT.TO vs. DTLE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year U.S. Treasury Bond Index ETF (XTLT.TO) 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.
| XTLT.TO | DTLE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.08 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 0.51 | -0.05 |
| Martin ratioReturn relative to average drawdown | 1.01 | 1.26 | -0.25 |
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
| XTLT.TO | DTLE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.43 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | -0.15 | +0.06 |
Drawdowns
XTLT.TO vs. DTLE.L - Drawdown Comparison
The maximum XTLT.TO drawdown since its inception was -21.04%, smaller than the maximum DTLE.L drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for XTLT.TO and DTLE.L.
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Drawdown Indicators
| XTLT.TO | DTLE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.04% | -55.76% | +34.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -10.23% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | -19.44% | +3.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.52% | — |
Current DrawdownCurrent decline from peak | -9.30% | -46.26% | +36.96% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -28.14% | +19.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 4.18% | +0.29% |
Volatility
XTLT.TO vs. DTLE.L - Volatility Comparison
The current volatility for iShares 20+ Year U.S. Treasury Bond Index ETF (XTLT.TO) is 3.11%, while iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a volatility of 4.12%. This indicates that XTLT.TO 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
| XTLT.TO | DTLE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 4.12% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 8.48% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 12.35% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 17.34% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 17.78% | -3.62% |
XTLT.TO vs. DTLE.L - Expense Ratio Comparison
XTLT.TO has a 0.18% 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
XTLT.TO vs. DTLE.L - Dividend Comparison
XTLT.TO's dividend yield for the trailing twelve months is around 4.95%, more than DTLE.L's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XTLT.TO iShares 20+ Year U.S. Treasury Bond Index ETF | 4.95% | 4.60% | 4.17% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XTLT.TO and DTLE.L have a correlation of 0.68, 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 0.18% for XTLT.TO.
XTLT.TO is categorized as Government Bonds, while DTLE.L is Long-Term Bond. Their fees differ too: 0.18% for XTLT.TO and 0.10% for DTLE.L.
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