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ISIN
VN000000TLH6
CUSIP
464288653
Issuer
iShares
Inception Date
Jan 11, 2007
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE U.S. Treasury 10-20 Year Bond Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$11B

Share Price Chart


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Performance

TLH Performance Chart

iShares 10-20 Year Treasury Bond ETF (TLH) is up 0.4% since the beginning of the year. TLH is currently trading at $100 per share. Investors who bought $1,000 worth of TLH shares 5 years ago would now be looking at an investment worth $819.


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S&P 500 Index

Returns By Period

iShares 10-20 Year Treasury Bond ETF (TLH) has returned 0.37% so far this year and 5.76% over the past 12 months. Over the last ten years, TLH has returned -0.86% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


iShares 10-20 Year Treasury Bond ETF

1D
0.47%
1M
2.83%
YTD
0.37%
6M
0.37%
1Y
5.76%
3Y*
0.90%
5Y*
-3.92%
10Y*
-0.86%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLH Monthly Returns History

Based on dividend-adjusted daily data since Jan 11, 2007, TLH's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2008 with a return of +11.8%, while the worst month was Apr 2022 at -7.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, TLH closed higher 52% of trading days. The best single day was Mar 16, 2020 with a return of +5.1%, while the worst single day was Mar 17, 2020 at -5.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.07%3.73%-3.77%-0.50%0.44%0.67%0.37%
20250.72%4.62%-0.51%-0.72%-2.53%2.26%-0.74%0.81%2.43%1.16%0.60%-1.61%6.47%
2024-1.24%-2.39%1.30%-5.34%2.79%1.55%3.48%1.76%2.13%-4.93%1.75%-4.58%-4.21%
20236.20%-4.66%5.15%0.40%-2.61%-0.18%-1.90%-2.17%-6.46%-4.01%8.17%7.39%4.03%
2022-3.25%-0.96%-5.08%-7.80%-1.29%-1.43%2.96%-4.56%-7.14%-4.07%6.49%-1.72%-25.24%
2021-2.97%-5.26%-4.05%1.92%0.06%3.18%3.33%-0.21%-2.56%0.65%2.17%-1.32%-5.38%

Benchmark Metrics

iShares 10-20 Year Treasury Bond ETF has an annualized alpha of 5.23%, beta of -0.16, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since January 11, 2007.

  • This ETF captured 5.39% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -9.24%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.16 may look defensive, but with R2 of 0.09 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.23%
Beta
-0.16
0.09
Upside Capture
5.39%
Downside Capture
-9.24%

Expense Ratio

TLH has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

TLH ranks 20 for risk / return — below 20% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TLH Risk / Return Rank: 2020
Overall Rank
TLH Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 2121
Sortino Ratio Rank
TLH Omega Ratio Rank: 1919
Omega Ratio Rank
TLH Calmar Ratio Rank: 2020
Calmar Ratio Rank
TLH Martin Ratio Rank: 2020
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares 10-20 Year Treasury Bond ETF (TLH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TLHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.13

1.36

-0.23

Calmar ratioReturn relative to maximum drawdown

0.89

2.71

-1.82

Martin ratioReturn relative to average drawdown

2.35

12.15

-9.81

Dividends

Dividend History

iShares 10-20 Year Treasury Bond ETF provided a 4.44% dividend yield over the last twelve months, with an annual payout of $4.45 per share.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.45$4.24$4.26$4.14$3.01$2.22$4.21$3.32$2.89$2.49$2.54$2.86

Dividend yield

4.44%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%

Monthly Dividends

The table displays the monthly dividend distributions for iShares 10-20 Year Treasury Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.38$0.34$0.39$0.36$0.41$1.88
2025$0.00$0.35$0.25$0.37$0.36$0.35$0.36$0.38$0.37$0.35$0.37$0.74$4.24
2024$0.00$0.36$0.33$0.36$0.35$0.36$0.35$0.35$0.37$0.36$0.37$0.71$4.26
2023$0.00$0.33$0.30$0.37$0.33$0.34$0.33$0.40$0.33$0.36$0.33$0.72$4.14
2022$0.00$0.18$0.20$0.19$0.23$0.22$0.24$0.23$0.29$0.30$0.26$0.66$3.01
2021$0.00$0.16$0.14$0.16$0.17$0.18$0.19$0.20$0.20$0.20$0.21$0.42$2.22

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 iShares 10-20 Year Treasury Bond ETF. 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 iShares 10-20 Year Treasury Bond ETF was 41.14%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current iShares 10-20 Year Treasury Bond ETF drawdown is 29.20%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-41.14%Oct 2023
3y 2mo
5y 10moAug 2020 - now
Financial crisis2007–2009
-14.27%Jun 2009
5mo 11d1y 20d
1y 6moDec 2008 - Jun 2010
COVID crash2020
-11.83%Mar 2020
8d4mo 7d
4mo 15dMar 2020 - Jul 2020
2013 correction2013
-11.81%Sep 2013
1y 1mo1y 1mo
2y 2moJul 2012 - Oct 2014
Rate-hike selloffLate 2018
-11.56%Oct 2018
2y 2mo7mo 24d
2y 10moJul 2016 - May 2019

Drawdown Indicators


TLHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-56.78%

+15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-9.10%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

-18.90%

+3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

-25.43%

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-33.92%

-7.22%

Current Drawdown

Current decline from peak

-29.20%

-1.29%

-27.91%

Average Drawdown

Average peak-to-trough decline

-10.79%

-10.72%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.02%

+0.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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