^IDCOT10TR vs. TLH
Compare and contrast key facts about ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and iShares 10-20 Year Treasury Bond ETF (TLH).
TLH is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 10-20 Year Treasury Bond Index. It was launched on Jan 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IDCOT10TR or TLH.
Correlation
The correlation between ^IDCOT10TR and TLH is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^IDCOT10TR vs. TLH - Performance Comparison
Key characteristics
^IDCOT10TR:
-0.30
TLH:
-0.30
^IDCOT10TR:
-0.33
TLH:
-0.34
^IDCOT10TR:
0.96
TLH:
0.96
^IDCOT10TR:
-0.10
TLH:
-0.10
^IDCOT10TR:
-0.69
TLH:
-0.70
^IDCOT10TR:
5.03%
TLH:
5.05%
^IDCOT10TR:
11.63%
TLH:
11.58%
^IDCOT10TR:
-41.24%
TLH:
-41.14%
^IDCOT10TR:
-33.71%
TLH:
-33.67%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^IDCOT10TR having a -3.91% return and TLH slightly lower at -4.10%. Over the past 10 years, ^IDCOT10TR has outperformed TLH with an annualized return of -0.45%, while TLH has yielded a comparatively lower -0.51% annualized return.
^IDCOT10TR
-3.91%
-1.64%
-2.69%
-3.46%
-4.42%
-0.45%
TLH
-4.10%
-1.62%
-2.70%
-3.52%
-4.45%
-0.51%
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Risk-Adjusted Performance
^IDCOT10TR vs. TLH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and iShares 10-20 Year Treasury Bond ETF (TLH). 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
^IDCOT10TR vs. TLH - Drawdown Comparison
The maximum ^IDCOT10TR drawdown since its inception was -41.24%, roughly equal to the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for ^IDCOT10TR and TLH. For additional features, visit the drawdowns tool.
Volatility
^IDCOT10TR vs. TLH - Volatility Comparison
ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) has a higher volatility of 3.75% compared to iShares 10-20 Year Treasury Bond ETF (TLH) at 3.42%. This indicates that ^IDCOT10TR's price experiences larger fluctuations and is considered to be riskier than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.