This is from BigCee.com. Pretty much covers the question you have. I am not very familiar with the DL, but I do know it is more dirt oriented, has a much smaller fuel capacity and is air cooled as opposed to water cooled. It is a great bike for more off road type riding.
Is a KLR right for me?
The KLR650 is a great all-around bike. It's relatively cheap, is getting an increasing amount of aftermarket respect, and easy to work on. An experienced rider (and some not-so-experienced ones) can work it over black-diamond single-track, it can carve through the twisties, and roll out on the highway. However, because it can do all of these things, it doesn't do any of them particularly well. It can be a lot of work to ride offroad, especially in sand or deep gravel. It doesn't have the best wind protection, and the light weight and upright riding position lets it get blown around by wind on the highway. If you want something more dirt-oriented, you might want an XR, DR or KLX; if you want something for the highway, you may want a standard or sport-tourer. But, if you want to ride a thousand or more miles, go offroading, and ride home, the KLR is a great choice. The KLR's capabilities can be tilted towards dirt or street through changes in tires, gear ratio, suspension, and other areas.