PortfoliosLab logo
iShares 10-20 Year Treasury Bond ETF (TLH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

VN000000TLH6

CUSIP

464288653

Issuer

iShares

Inception Date

Jan 11, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Barclays Capital U.S. 10-20 Year Treasury Bond Index

Asset Class

Bond

Expense Ratio

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


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

Returns By Period

iShares 10-20 Year Treasury Bond ETF (TLH) returned 1.94% year-to-date (YTD) and 3.27% over the past 12 months. Over the past 10 years, TLH returned -0.31% annually, underperforming the S&P 500 benchmark at 10.46%.


TLH

YTD

1.94%

1M

0.99%

6M

-1.35%

1Y

3.27%

5Y*

-6.85%

10Y*

-0.31%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of TLH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.72%4.62%-0.51%-0.72%-2.07%1.94%
2024-1.24%-2.39%1.30%-5.34%2.79%1.55%3.48%1.76%2.12%-4.93%1.75%-4.58%-4.21%
20236.20%-4.66%5.15%0.41%-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%
20205.74%4.79%5.65%0.46%-0.43%0.18%2.80%-3.66%0.76%-2.81%1.06%-1.06%13.78%
20190.44%-0.80%3.89%-1.18%4.63%1.19%0.31%6.65%-1.80%-0.49%-0.77%-1.99%10.11%
2018-2.60%-1.57%1.76%-1.61%1.20%0.27%-0.89%1.19%-1.84%-1.08%1.66%4.09%0.37%
20170.46%1.09%-0.16%1.30%0.94%-0.30%0.10%2.09%-1.68%-0.09%-0.15%0.58%4.21%
20163.70%1.86%0.13%-0.38%0.29%4.18%0.66%-1.12%-0.32%-2.28%-5.24%-0.30%0.84%
20154.95%-2.88%0.91%-1.10%-0.52%-1.99%2.50%-0.54%1.83%-0.78%-0.39%-0.36%1.40%
20144.09%0.53%0.04%1.13%2.18%-0.29%0.06%2.67%-1.30%1.80%1.21%1.42%14.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TLH is 29, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TLH is 2929
Overall Rank
The Sharpe Ratio Rank of TLH is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of TLH is 3131
Sortino Ratio Rank
The Omega Ratio Rank of TLH is 2828
Omega Ratio Rank
The Calmar Ratio Rank of TLH is 2424
Calmar Ratio Rank
The Martin Ratio Rank of TLH is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares 10-20 Year Treasury Bond ETF (TLH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares 10-20 Year Treasury Bond ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.24
  • 5-Year: -0.54
  • 10-Year: -0.03
  • All Time: 0.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares 10-20 Year Treasury Bond ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

iShares 10-20 Year Treasury Bond ETF provided a 4.18% dividend yield over the last twelve months, with an annual payout of $4.19 per share. The fund has been increasing its distributions for 3 consecutive years.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$1.00$2.00$3.00$4.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$4.19$4.26$4.14$3.01$2.22$4.21$3.32$2.89$2.49$2.54$2.86$2.87

Dividend yield

4.18%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%2.12%

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
2025$0.00$0.35$0.25$0.37$0.36$1.32
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
2020$0.00$0.25$0.23$0.22$0.20$0.19$0.18$0.17$0.17$0.16$0.15$2.30$4.21
2019$0.00$0.28$0.26$0.28$0.28$0.29$0.29$0.28$0.27$0.26$0.26$0.57$3.32
2018$0.00$0.21$0.20$0.21$0.23$0.26$0.25$0.26$0.26$0.25$0.27$0.50$2.89
2017$0.00$0.20$0.18$0.20$0.21$0.21$0.21$0.21$0.21$0.21$0.22$0.45$2.49
2016$0.00$0.22$0.20$0.22$0.23$0.24$0.22$0.21$0.20$0.19$0.20$0.40$2.54
2015$0.00$0.24$0.22$0.24$0.24$0.25$0.24$0.24$0.23$0.24$0.24$0.48$2.86
2014$0.24$0.22$0.23$0.23$0.25$0.24$0.26$0.24$0.24$0.24$0.48$2.87

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.


Loading data...

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 32.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.14%Aug 5, 2020808Oct 19, 2023
-14.27%Dec 31, 2008111Jun 10, 2009266Jun 30, 2010377
-11.83%Mar 10, 20207Mar 18, 202088Jul 23, 202095
-11.81%Jul 25, 2012280Sep 5, 2013278Oct 13, 2014558
-11.56%Jul 11, 2016567Oct 8, 2018160May 30, 2019727

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...