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AQLT vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQLT vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Quality Factor ETF (AQLT) 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, AQLT achieves a 12.40% return, which is significantly higher than TLT's -0.27% return.


AQLT

1D
-0.37%
1M
4.34%
YTD
12.40%
6M
12.67%
1Y
29.00%
3Y*
5Y*
10Y*

TLT

1D
-0.40%
1M
0.81%
YTD
-0.27%
6M
-2.02%
1Y
4.93%
3Y*
-1.80%
5Y*
-6.31%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQLT vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024
AQLT
iShares MSCI Global Quality Factor ETF
12.40%17.65%-3.14%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-3.74%

Correlation

The correlation between AQLT and TLT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2024

0.21

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Return for Risk

AQLT vs. TLT — Risk / Return Rank

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

AQLT
AQLT Risk / Return Rank: 6464
Overall Rank
AQLT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AQLT Sortino Ratio Rank: 6767
Sortino Ratio Rank
AQLT Omega Ratio Rank: 6464
Omega Ratio Rank
AQLT Calmar Ratio Rank: 5555
Calmar Ratio Rank
AQLT Martin Ratio Rank: 6767
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1616
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1515
Omega Ratio Rank
TLT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLT Martin Ratio Rank: 1616
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.

AQLT vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) 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.


AQLTTLTDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.39

1.09

+0.30

Calmar ratioReturn relative to maximum drawdown

2.73

0.65

+2.07

Martin ratioReturn relative to average drawdown

12.25

1.63

+10.62

AQLT vs. TLT - Sharpe Ratio Comparison

The current AQLT Sharpe Ratio is 2.18, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AQLT 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


AQLTTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

0.51

+1.67

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

1.09

0.26

+0.84

Drawdowns

AQLT vs. TLT - Drawdown Comparison

The maximum AQLT drawdown since its inception was -16.84%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for AQLT and TLT.


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Drawdown Indicators


AQLTTLTDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-48.35%

+31.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-7.58%

-3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

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

-0.37%

-40.44%

+40.07%

Average Drawdown

Average peak-to-trough decline

-2.32%

-13.82%

+11.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

3.04%

-0.67%

Volatility

AQLT vs. TLT - Volatility Comparison

iShares MSCI Global Quality Factor ETF (AQLT) has a higher volatility of 3.54% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that AQLT'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


AQLTTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

2.76%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

6.50%

+4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

9.77%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

15.87%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

14.91%

+2.08%

AQLT vs. TLT - Expense Ratio Comparison

AQLT has a 0.20% expense ratio, which is higher than TLT's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AQLT vs. TLT - Dividend Comparison

AQLT's dividend yield for the trailing twelve months is around 0.93%, less than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
AQLT
iShares MSCI Global Quality Factor ETF
0.93%1.05%0.02%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
4.59%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


AQLT and TLT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AQLT has higher volatility (3.54%) compared to TLT (2.76%). In terms of maximum drawdown, AQLT dropped -16.84% vs TLT's -48.35%.

On 1-year performance, AQLT leads with 29.00% vs 4.93% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AQLT has performed better with a 29.00% return vs 4.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.20% for AQLT.

TLT has the higher dividend yield at 4.59%, compared with 0.93% for AQLT.

AQLT is categorized as Global Equities, while TLT is Government Bonds. AQLT tracks MSCI ACWI Quality Index (Net), while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.20% for AQLT and 0.15% for TLT.

AQLT currently has the higher Sharpe Ratio (2.18 vs 0.51), 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.

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