^DXY vs. TLT
Compare and contrast key facts about US Dollar Currency Index (^DXY) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DXY or TLT.
Correlation
The correlation between ^DXY and TLT 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
^DXY vs. TLT - Performance Comparison
Key characteristics
^DXY:
0.45
TLT:
0.04
^DXY:
0.68
TLT:
0.15
^DXY:
1.08
TLT:
1.02
^DXY:
0.07
TLT:
0.01
^DXY:
1.17
TLT:
0.08
^DXY:
2.30%
TLT:
6.85%
^DXY:
5.88%
TLT:
13.80%
^DXY:
-56.70%
TLT:
-48.35%
^DXY:
-35.26%
TLT:
-41.00%
Returns By Period
In the year-to-date period, ^DXY achieves a -1.70% return, which is significantly lower than TLT's 2.98% return. Over the past 10 years, ^DXY has outperformed TLT with an annualized return of 1.10%, while TLT has yielded a comparatively lower -1.16% annualized return.
^DXY
-1.70%
-1.41%
5.88%
2.58%
1.28%
1.10%
TLT
2.98%
2.77%
-7.02%
0.75%
-7.19%
-1.16%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^DXY vs. TLT — Risk-Adjusted Performance Rank
^DXY
TLT
^DXY vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for US Dollar Currency Index (^DXY) and iShares 20+ Year Treasury Bond ETF (TLT). 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
^DXY vs. TLT - Drawdown Comparison
The maximum ^DXY drawdown since its inception was -56.70%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ^DXY and TLT. For additional features, visit the drawdowns tool.
Volatility
^DXY vs. TLT - Volatility Comparison
The current volatility for US Dollar Currency Index (^DXY) is 2.04%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.81%. This indicates that ^DXY experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.