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XUT3.L vs. DTLA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUT3.L vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) 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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Returns By Period

In the year-to-date period, XUT3.L achieves a 0.54% return, which is significantly higher than DTLA.L's -0.98% return.


XUT3.L

1D
0.10%
1M
0.12%
YTD
0.54%
6M
0.93%
1Y
3.45%
3Y*
4.17%
5Y*
1.86%
10Y*
1.74%

DTLA.L

1D
0.48%
1M
0.71%
YTD
-0.98%
6M
-1.10%
1Y
3.98%
3Y*
-1.52%
5Y*
-6.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUT3.L vs. DTLA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
0.54%5.06%4.13%4.10%-3.60%-0.62%2.95%3.56%1.82%
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 XUT3.L and DTLA.L is 0.61, 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

0.61

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

0.62

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

0.60

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

0.59

The correlation between XUT3.L and DTLA.L has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.

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Return for Risk

XUT3.L vs. DTLA.L — Risk / Return Rank

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

XUT3.L
XUT3.L Risk / Return Rank: 9191
Overall Rank
XUT3.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9494
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 8989
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.

XUT3.L vs. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.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.


XUT3.LDTLA.LDifference
Sharpe ratioReturn per unit of total volatility

+2.65

Sortino ratioReturn per unit of downside risk

+4.40

Omega ratioGain probability vs. loss probability

1.67

1.07

+0.60

Calmar ratioReturn relative to maximum drawdown

5.10

0.53

+4.57

Martin ratioReturn relative to average drawdown

20.02

1.34

+18.68

XUT3.L vs. DTLA.L - Sharpe Ratio Comparison

The current XUT3.L Sharpe Ratio is 3.06, which is higher than the DTLA.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of XUT3.L 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


XUT3.LDTLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

0.41

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

-0.41

+1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

-0.07

+1.21

Drawdowns

XUT3.L vs. DTLA.L - Drawdown Comparison

The maximum XUT3.L drawdown since its inception was -5.45%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for XUT3.L and DTLA.L.


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Drawdown Indicators


XUT3.LDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.45%

-48.47%

+43.02%

Max Drawdown (1Y)

Largest decline over 1 year

-0.67%

-7.52%

+6.85%

Max Drawdown (3Y)

Largest decline over 3 years

-0.91%

-18.61%

+17.70%

Max Drawdown (5Y)

Largest decline over 5 years

-5.45%

-42.87%

+37.42%

Max Drawdown (10Y)

Largest decline over 10 years

-5.45%

Current Drawdown

Current decline from peak

-0.12%

-40.52%

+40.40%

Average Drawdown

Average peak-to-trough decline

-0.72%

-24.06%

+23.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

2.96%

-2.79%

Volatility

XUT3.L vs. DTLA.L - Volatility Comparison

The current volatility for Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) is 0.41%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 3.37%. This indicates that XUT3.L 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


XUT3.LDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

3.37%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

0.80%

6.53%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.13%

9.82%

-8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.90%

14.93%

-13.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.50%

14.78%

-13.28%

XUT3.L vs. DTLA.L - Expense Ratio Comparison

XUT3.L has a 0.06% expense ratio, which is lower than DTLA.L's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XUT3.L vs. DTLA.L - Dividend Comparison

XUT3.L's dividend yield for the trailing twelve months is around 2.84%, while DTLA.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.84%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%

Frequently Asked Questions


XUT3.L and DTLA.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUT3.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUT3.L is cheaper with a 0.06% expense ratio, compared with 0.07% for DTLA.L.

XUT3.L tracks iBoxx USD Treasuries 1-3 Index, while DTLA.L tracks ICE US Treasury 20+ Year Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.06% for XUT3.L and 0.07% for DTLA.L.

Portfolio Optimizer

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