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AGRH vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGRH vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGRH achieves a 1.78% return, which is significantly higher than TLT's -0.05% return.


AGRH

1D
0.00%
1M
0.58%
YTD
1.78%
6M
2.46%
1Y
6.24%
3Y*
5.92%
5Y*
10Y*

TLT

1D
0.22%
1M
0.48%
YTD
-0.05%
6M
-1.27%
1Y
3.48%
3Y*
-1.67%
5Y*
-6.27%
10Y*
-1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGRH vs. TLT - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGRH
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
1.78%6.00%5.93%6.40%1.76%
TLT
iShares 20+ Year Treasury Bond ETF
-0.05%4.25%-8.05%2.77%-10.16%

Correlation

The correlation between AGRH and TLT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2022

0.27

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Return for Risk

AGRH vs. TLT — Risk / Return Rank

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

AGRH
AGRH Risk / Return Rank: 9797
Overall Rank
AGRH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AGRH Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGRH Omega Ratio Rank: 9898
Omega Ratio Rank
AGRH Calmar Ratio Rank: 9696
Calmar Ratio Rank
AGRH Martin Ratio Rank: 9797
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.

AGRH vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) 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.


AGRHTLTDifference
Sharpe ratioReturn per unit of total volatility

+4.01

Sortino ratioReturn per unit of downside risk

+7.01

Omega ratioGain probability vs. loss probability

2.11

1.07

+1.04

Calmar ratioReturn relative to maximum drawdown

9.35

0.46

+8.88

Martin ratioReturn relative to average drawdown

44.47

1.14

+43.33

AGRH vs. TLT - Sharpe Ratio Comparison

The current AGRH Sharpe Ratio is 4.37, which is higher than the TLT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of AGRH 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


AGRHTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.37

0.36

+4.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

3.13

0.26

+2.87

Drawdowns

AGRH vs. TLT - Drawdown Comparison

The maximum AGRH drawdown since its inception was -1.73%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for AGRH and TLT.


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Drawdown Indicators


AGRHTLTDifference

Max Drawdown

Largest peak-to-trough decline

-1.73%

-48.35%

+46.62%

Max Drawdown (1Y)

Largest decline over 1 year

-0.67%

-7.58%

+6.91%

Max Drawdown (3Y)

Largest decline over 3 years

-1.73%

-19.18%

+17.45%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-0.07%

-40.31%

+40.24%

Average Drawdown

Average peak-to-trough decline

-0.16%

-13.82%

+13.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

3.05%

-2.91%

Volatility

AGRH vs. TLT - Volatility Comparison

The current volatility for iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) is 0.41%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.71%. This indicates that AGRH experiences smaller price fluctuations and is considered to be less risky 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


AGRHTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

2.71%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.00%

6.50%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.43%

9.77%

-8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.78%

15.86%

-14.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.78%

14.90%

-13.12%

AGRH vs. TLT - Expense Ratio Comparison

AGRH has a 0.13% expense ratio, which is lower than TLT's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AGRH vs. TLT - Dividend Comparison

AGRH's dividend yield for the trailing twelve months is around 4.18%, less than TLT's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
AGRH
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
4.18%4.63%5.17%4.69%1.24%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


AGRH and TLT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.71%) compared to AGRH (0.41%). In terms of maximum drawdown, AGRH dropped -1.73% vs TLT's -48.35%.

On 3-year performance, AGRH leads with 5.92% vs -1.67% for TLT. On fees, AGRH is cheaper at 0.13% per year. On volatility, AGRH has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AGRH has performed better with a 5.92% return vs -1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGRH is cheaper with a 0.13% expense ratio, compared with 0.15% for TLT.

TLT has the higher dividend yield at 4.58%, compared with 4.18% for AGRH.

AGRH is categorized as Ultrashort Bond, while TLT is Government Bonds. AGRH tracks BlackRock Interest Rate Hedged U.S. Aggregate Bond Index - Benchmark TR Gross, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.13% for AGRH and 0.15% for TLT.

AGRH currently has the higher Sharpe Ratio (4.37 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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