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XTLT.TO vs. DTLE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTLT.TO vs. DTLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 20+ Year U.S. Treasury Bond Index ETF (XTLT.TO) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTLT.TO vs. DTLE.L - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

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

DTLE.L
DTLE.L Risk / Return Rank: 1111
Overall Rank
DTLE.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DTLE.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
DTLE.L Omega Ratio Rank: 1111
Omega Ratio Rank
DTLE.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
DTLE.L Martin Ratio Rank: 1212
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.

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.TODTLE.LDifference
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

XTLT.TO vs. DTLE.L - Sharpe Ratio Comparison

The current XTLT.TO Sharpe Ratio is 0.45, which is comparable to the DTLE.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of XTLT.TO and DTLE.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


XTLT.TODTLE.LDifference

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.TODTLE.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.30%

-46.26%

+36.96%

Average Drawdown

Average peak-to-trough decline

-8.98%

-28.14%

+19.16%

Ulcer Index

Depth 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.TODTLE.LDifference

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.


PositionTTM202520242023202220212020201920182017
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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