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^IDCOT10TR vs. TLH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^IDCOT10TR vs. TLH

Last updated May 12, 2025

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 -0.40. 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

^IDCOT10TR vs. TLH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and iShares 10-20 Year Treasury Bond ETF (TLH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

^IDCOT10TR:

10.25%

TLH:

10.52%

Max Drawdown

^IDCOT10TR:

-1.01%

TLH:

-1.04%

Current Drawdown

^IDCOT10TR:

-0.86%

TLH:

-0.88%

Returns By Period

^IDCOT10TR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

TLH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^IDCOT10TR vs. TLH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^IDCOT10TR
The Risk-Adjusted Performance Rank of ^IDCOT10TR is 3333
Overall Rank
The Sharpe Ratio Rank of ^IDCOT10TR is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IDCOT10TR is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^IDCOT10TR is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^IDCOT10TR is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ^IDCOT10TR is 3131
Martin Ratio Rank
TLH
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.

^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.

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Drawdowns

^IDCOT10TR vs. TLH - Drawdown Comparison

The maximum ^IDCOT10TR drawdown since its inception was -1.01%, roughly equal to the maximum TLH drawdown of -1.04%. Use the drawdown chart below to compare losses from any high point for ^IDCOT10TR and TLH. For additional features, visit the drawdowns tool.

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Volatility

^IDCOT10TR vs. TLH - Volatility Comparison

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