^XSP vs. TLT
Compare and contrast key facts about S&P 500 Mini-SPX Options Index (^XSP) 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: ^XSP or TLT.
Correlation
The correlation between ^XSP and TLT is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^XSP vs. TLT - Performance Comparison
Key characteristics
^XSP:
0.48
TLT:
0.03
^XSP:
0.80
TLT:
0.14
^XSP:
1.12
TLT:
1.02
^XSP:
0.49
TLT:
0.01
^XSP:
1.90
TLT:
0.05
^XSP:
4.90%
TLT:
7.78%
^XSP:
19.37%
TLT:
14.44%
^XSP:
-25.43%
TLT:
-48.35%
^XSP:
-7.82%
TLT:
-42.17%
Returns By Period
In the year-to-date period, ^XSP achieves a -3.70% return, which is significantly lower than TLT's 0.93% return.
^XSP
-3.70%
13.67%
-5.18%
9.18%
N/A
N/A
TLT
0.93%
-1.26%
-2.78%
0.41%
-9.53%
-0.61%
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Risk-Adjusted Performance
^XSP vs. TLT — Risk-Adjusted Performance Rank
^XSP
TLT
^XSP vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) 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
^XSP vs. TLT - Drawdown Comparison
The maximum ^XSP drawdown since its inception was -25.43%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ^XSP and TLT. For additional features, visit the drawdowns tool.
Volatility
^XSP vs. TLT - Volatility Comparison
S&P 500 Mini-SPX Options Index (^XSP) has a higher volatility of 11.21% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.71%. This indicates that ^XSP's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.