^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:
1.80
TLT:
-0.45
^XSP:
2.42
TLT:
-0.53
^XSP:
1.33
TLT:
0.94
^XSP:
2.72
TLT:
-0.14
^XSP:
11.10
TLT:
-0.97
^XSP:
2.08%
TLT:
6.48%
^XSP:
12.84%
TLT:
13.74%
^XSP:
-25.43%
TLT:
-48.35%
^XSP:
-1.32%
TLT:
-41.78%
Returns By Period
In the year-to-date period, ^XSP achieves a 2.66% return, which is significantly higher than TLT's 1.62% return.
^XSP
2.66%
1.61%
15.23%
22.16%
N/A
N/A
TLT
1.62%
1.67%
-6.53%
-2.16%
-6.76%
-1.39%
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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 4.08% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.19%. 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.