ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) returned 1.69% year-to-date (YTD) and 3.34% over the past 12 months. Over the past 10 years, ^IDCOT10TR returned -0.25% annually, underperforming the S&P 500 benchmark at 10.46%.
^IDCOT10TR
1.69%
0.97%
-1.30%
3.34%
-6.82%
-0.25%
^GSPC (Benchmark)
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
Monthly Returns
The table below presents the monthly returns of ^IDCOT10TR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.46% | 4.61% | -0.46% | -0.30% | -2.49% | 1.69% | |||||||
| 2024 | -1.04% | -2.47% | 1.29% | -4.56% | 2.05% | 1.48% | 3.59% | 1.74% | 2.13% | -4.92% | 1.74% | -4.31% | -3.72% |
| 2023 | 5.50% | -4.52% | 4.73% | 0.67% | -2.61% | -0.31% | -1.67% | -2.16% | -6.41% | -4.10% | 7.85% | 7.60% | 3.30% |
| 2022 | -3.03% | -3.10% | -3.38% | -7.12% | 0.06% | -3.81% | 4.65% | -4.49% | -7.26% | -4.92% | 6.69% | -1.31% | -24.68% |
| 2021 | -2.63% | -7.73% | -1.77% | 1.94% | -0.07% | 2.88% | 3.21% | 0.64% | -3.13% | 0.89% | 0.64% | -0.15% | -5.66% |
| 2020 | 5.30% | 4.94% | 5.65% | 0.94% | -0.78% | 0.09% | 2.75% | -3.17% | 0.41% | -2.59% | 0.86% | -1.14% | 13.56% |
| 2019 | 0.75% | -0.62% | 3.70% | -1.07% | 4.52% | 1.46% | 0.13% | 6.62% | -1.72% | -0.43% | -0.76% | -1.76% | 10.96% |
| 2018 | -2.69% | -1.58% | 1.83% | -1.52% | 1.36% | 0.03% | -0.96% | 1.32% | -1.90% | -1.20% | 1.66% | 3.84% | -0.01% |
| 2017 | 0.29% | 1.10% | -0.15% | 1.29% | 1.05% | -0.43% | 0.05% | 2.21% | -1.59% | -0.14% | -0.13% | 0.62% | 4.19% |
| 2016 | 3.43% | 1.89% | 0.16% | -0.27% | 0.32% | 4.04% | 0.68% | -0.98% | -0.52% | -2.16% | -4.93% | -0.34% | 1.03% |
| 2015 | 4.57% | -2.70% | 1.00% | -1.13% | -0.41% | -1.88% | 2.03% | -0.19% | 1.70% | -0.71% | -0.45% | -0.18% | 1.45% |
| 2014 | 3.73% | 0.72% | 0.09% | 1.18% | 2.26% | -0.30% | 0.06% | 2.58% | -1.35% | 1.86% | 1.87% | 0.99% | 14.46% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^IDCOT10TR is 33, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ICE U.S. Treasury 10-20 Year TR Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ICE U.S. Treasury 10-20 Year TR Index was 41.24%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current ICE U.S. Treasury 10-20 Year TR Index drawdown is 32.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.24% | Mar 10, 2020 | 910 | Oct 19, 2023 | — | — | — |
| -14.33% | Dec 31, 2008 | 111 | Jun 10, 2009 | 264 | Jun 29, 2010 | 375 |
| -11.56% | Jul 25, 2012 | 279 | Sep 5, 2013 | 276 | Oct 14, 2014 | 555 |
| -11.3% | Jul 11, 2016 | 566 | Oct 5, 2018 | 160 | May 29, 2019 | 726 |
| -10.58% | Oct 7, 2010 | 84 | Feb 8, 2011 | 121 | Aug 2, 2011 | 205 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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