^AW03 vs. DTLA.L
Compare and contrast key facts about FTSE All World ex UK Index (^AW03) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW03 or DTLA.L.
Key characteristics
| ^AW03 | DTLA.L | |
|---|---|---|
| YTD Return | 10.45% | 4.53% |
| 1Y Return | 18.46% | 11.77% |
| 3Y Return (Ann) | 2.39% | -9.14% |
| 5Y Return (Ann) | 8.96% | -4.74% |
| Sharpe Ratio | 1.77 | 0.72 |
| Daily Std Dev | 10.62% | 15.39% |
| Max Drawdown | -58.89% | -48.47% |
| Current Drawdown | -3.67% | -35.40% |
Correlation
The correlation between ^AW03 and DTLA.L is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
^AW03 vs. DTLA.L - Performance Comparison
In the year-to-date period, ^AW03 achieves a 10.45% return, which is significantly higher than DTLA.L's 4.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^AW03 vs. DTLA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex UK Index (^AW03) 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.
Drawdowns
^AW03 vs. DTLA.L - Drawdown Comparison
The maximum ^AW03 drawdown since its inception was -58.89%, which is greater than DTLA.L's maximum drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for ^AW03 and DTLA.L. For additional features, visit the drawdowns tool.
Volatility
^AW03 vs. DTLA.L - Volatility Comparison
The current volatility for FTSE All World ex UK Index (^AW03) is 3.51%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 3.76%. This indicates that ^AW03 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.