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

XUTD.L vs. DTLA.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L).

XUTD.L and DTLA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUTD.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 7, 2009. DTLA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on May 10, 2018. Both XUTD.L and DTLA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XUTD.L vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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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XUTD.L vs. DTLA.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D		-0.11%6.38%0.77%3.91%-12.78%-2.45%7.94%7.21%2.89%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)		-0.48%4.47%-6.97%1.69%-30.29%-4.46%17.00%15.69%3.77%

Returns By Period

In the year-to-date period, XUTD.L achieves a -0.11% return, which is significantly higher than DTLA.L's -0.48% return.

XUTD.L

1D
0.21%
1M
-1.19%
YTD
-0.11%
6M
0.87%
1Y
3.07%
3Y*
2.68%
5Y*
-0.25%
10Y*
0.97%

DTLA.L

1D
0.45%
1M
-2.75%
YTD
-0.48%
6M
-0.36%
1Y
-0.88%
3Y*
-2.22%
5Y*
-5.60%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Xtrackers II US Treasuries UCITS ETF 1D

iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)

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Often compared with DTLA.L:
DTLA.L vs. TLTDTLA.L vs. IDTL.LDTLA.L vs. IBTLDTLA.L vs. VWRA.LDTLA.L vs. VUTA.LDTLA.L vs. CEUR.LDTLA.L vs. IEF

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

Both XUTD.L and DTLA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUTD.L
XUTD.L Risk / Return Rank: 3232
Overall Rank
XUTD.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XUTD.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
XUTD.L Omega Ratio Rank: 2929
Omega Ratio Rank
XUTD.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
XUTD.L Martin Ratio Rank: 2828
Martin Ratio Rank
DTLA.L
DTLA.L Risk / Return Rank: 1010
Overall Rank
DTLA.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 99
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 99
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1111
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.

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

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

XUTD.LDTLA.LDifference

Sharpe ratio

Return per unit of total volatility

0.73

-0.07

+0.80

Sortino ratio

Return per unit of downside risk

1.04

-0.02

+1.06

Omega ratio

Gain probability vs. loss probability

1.13

1.00

+0.13

Calmar ratio

Return relative to maximum drawdown

1.05

-0.07

+1.12

Martin ratio

Return relative to average drawdown

2.73

-0.14

+2.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XUTD.L Sharpe Ratio is 0.73, which is higher than the DTLA.L Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of XUTD.L and DTLA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XUTD.LDTLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

-0.07

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.37

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.07

+0.51

Correlation

The correlation between XUTD.L and DTLA.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XUTD.L vs. DTLA.L - Dividend Comparison

XUTD.L's dividend yield for the trailing twelve months is around 3.38%, while DTLA.L has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D		3.38%3.27%3.65%2.39%1.95%3.42%1.08%1.47%1.35%1.34%2.12%
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%0.00%

Drawdowns

XUTD.L vs. DTLA.L - Drawdown Comparison

The maximum XUTD.L drawdown since its inception was -19.61%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for XUTD.L and DTLA.L.

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Drawdown Indicators

XUTD.LDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-48.47%

+28.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-9.64%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-42.87%

+25.86%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

—

—

Current Drawdown

Current decline from peak

-7.43%

-40.22%

+32.79%

Average Drawdown

Average peak-to-trough decline

-5.53%

-23.71%

+18.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

4.76%

-3.59%

Volatility

XUTD.L vs. DTLA.L - Volatility Comparison

The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) is 1.37%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 3.20%. This indicates that XUTD.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

XUTD.LDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

3.20%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

6.33%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

11.77%

-7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

14.93%

-9.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

14.87%

-9.83%