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2BTC.DE vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2BTC.DE vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 21Shares Bitcoin ETP (2BTC.DE) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

2BTC.DE is traded in EUR, while TLT is traded in USD. To make them comparable, the TLT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2BTC.DE achieves a -26.93% return, which is significantly lower than TLT's 0.92% return.


2BTC.DE

1D
-3.67%
1M
-21.27%
YTD
-26.93%
6M
-31.43%
1Y
-41.35%
3Y*
28.78%
5Y*
11.03%
10Y*

TLT

1D
0.00%
1M
0.98%
YTD
0.92%
6M
-1.17%
1Y
1.58%
3Y*
-4.34%
5Y*
-5.43%
10Y*
-1.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2BTC.DE vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
2BTC.DE
21Shares Bitcoin ETP
-26.93%-17.79%127.95%147.44%-63.76%82.65%177.87%
TLT
iShares 20+ Year Treasury Bond ETF
1.09%-8.12%-1.98%-0.31%-26.97%2.54%-10.74%

Correlation

The correlation between 2BTC.DE and TLT is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2020

-0.07

The correlation between 2BTC.DE and TLT shifts across timeframes, from -0.07 (all time) to 0.06 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

2BTC.DE vs. TLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2BTC.DE
2BTC.DE Risk / Return Rank: 22
Overall Rank
2BTC.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
2BTC.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
2BTC.DE Omega Ratio Rank: 22
Omega Ratio Rank
2BTC.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
2BTC.DE Martin Ratio Rank: 11
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1414
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1515
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2BTC.DE vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 21Shares Bitcoin ETP (2BTC.DE) 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.


2BTC.DETLTDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

0.83

1.04

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.83

0.21

-1.04

Martin ratioReturn relative to average drawdown

-1.45

0.46

-1.91

2BTC.DE vs. TLT - Sharpe Ratio Comparison

The current 2BTC.DE Sharpe Ratio is -1.04, which is lower than the TLT Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of 2BTC.DE and TLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


2BTC.DETLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

0.16

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.34

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.22

+0.40

Drawdowns

2BTC.DE vs. TLT - Drawdown Comparison

The maximum 2BTC.DE drawdown since its inception was -74.55%, which is greater than TLT's maximum drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for 2BTC.DE and TLT.


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Drawdown Indicators


2BTC.DETLTDifference

Max Drawdown

Largest peak-to-trough decline

-74.55%

-46.77%

-27.78%

Max Drawdown (1Y)

Largest decline over 1 year

-49.73%

-7.42%

-42.31%

Max Drawdown (3Y)

Largest decline over 3 years

-49.73%

-17.36%

-32.37%

Max Drawdown (5Y)

Largest decline over 5 years

-74.55%

-39.79%

-34.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.77%

Current Drawdown

Current decline from peak

-49.12%

-44.04%

-5.08%

Average Drawdown

Average peak-to-trough decline

-30.26%

-18.49%

-11.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.45%

3.47%

+24.98%

Volatility

2BTC.DE vs. TLT - Volatility Comparison

21Shares Bitcoin ETP (2BTC.DE) has a higher volatility of 9.87% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.19%. This indicates that 2BTC.DE'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.


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Volatility by Period


2BTC.DETLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

2.19%

+7.68%

Volatility (6M)

Calculated over the trailing 6-month period

31.32%

7.05%

+24.27%

Volatility (1Y)

Calculated over the trailing 1-year period

39.83%

9.81%

+30.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.82%

16.23%

+36.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.93%

15.64%

+42.29%

2BTC.DE vs. TLT - Expense Ratio Comparison

2BTC.DE has a 1.49% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

2BTC.DE vs. TLT - Dividend Comparison

2BTC.DE has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.58%.


PositionTTM20252024202320222021202020192018201720162015
2BTC.DE
21Shares Bitcoin ETP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.58%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


2BTC.DE and TLT have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLT is cheaper with a 0.15% expense ratio, compared with 1.49% for 2BTC.DE.

2BTC.DE is categorized as Cryptocurrency, while TLT is Government Bonds. They also come from different issuers: 21Shares and iShares. Their fees differ too: 1.49% for 2BTC.DE and 0.15% for TLT.

Portfolio Optimizer

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