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BBBL vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBBL vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) 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, BBBL achieves a 1.22% return, which is significantly higher than TLT's -0.27% return.


BBBL

1D
-0.39%
1M
1.64%
YTD
1.22%
6M
0.19%
1Y
7.90%
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)

BBBL vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
1.22%7.02%0.89%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-3.24%

Correlation

The correlation between BBBL and TLT is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.91

The correlation between BBBL and TLT has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

BBBL vs. TLT — Risk / Return Rank

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

BBBL
BBBL Risk / Return Rank: 2828
Overall Rank
BBBL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BBBL Sortino Ratio Rank: 2727
Sortino Ratio Rank
BBBL Omega Ratio Rank: 2727
Omega Ratio Rank
BBBL Calmar Ratio Rank: 3030
Calmar Ratio Rank
BBBL Martin Ratio Rank: 2727
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.

BBBL vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) 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.


BBBLTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.18

1.09

+0.09

Calmar ratioReturn relative to maximum drawdown

1.46

0.65

+0.80

Martin ratioReturn relative to average drawdown

3.65

1.63

+2.02

BBBL vs. TLT - Sharpe Ratio Comparison

The current BBBL Sharpe Ratio is 1.01, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BBBL 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


BBBLTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.51

+0.50

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

0.39

0.26

+0.14

Drawdowns

BBBL vs. TLT - Drawdown Comparison

The maximum BBBL drawdown since its inception was -9.43%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for BBBL and TLT.


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Drawdown Indicators


BBBLTLTDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-48.35%

+38.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

-7.58%

+2.13%

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

-1.89%

-40.44%

+38.55%

Average Drawdown

Average peak-to-trough decline

-3.31%

-13.82%

+10.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

3.04%

-0.87%

Volatility

BBBL vs. TLT - Volatility Comparison

The current volatility for Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) is 2.45%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.76%. This indicates that BBBL 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


BBBLTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

2.76%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.75%

6.50%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

7.86%

9.77%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.80%

15.87%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.80%

14.91%

-5.11%

BBBL vs. TLT - Expense Ratio Comparison

BBBL has a 0.19% 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

BBBL vs. TLT - Dividend Comparison

BBBL's dividend yield for the trailing twelve months is around 5.74%, more than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.74%5.77%5.19%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


BBBL and TLT have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.76%) compared to BBBL (2.45%). In terms of maximum drawdown, BBBL dropped -9.43% vs TLT's -48.35%.

On 1-year performance, BBBL leads with 7.90% vs 4.93% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, BBBL has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BBBL has performed better with a 7.90% 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 0.19% for BBBL.

BBBL has the higher dividend yield at 5.74%, compared with 4.59% for TLT.

BBBL is categorized as Long-Term Bond, while TLT is Government Bonds. BBBL tracks Bloomberg U.S. Corporate BBB 10+ Year Index - Benchmark TR Gross, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.19% for BBBL and 0.15% for TLT.

BBBL currently has the higher Sharpe Ratio (1.01 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.

Portfolio Optimizer

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