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BGRN vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGRN vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Green Bond ETF (BGRN) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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BGRN vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BGRN
iShares USD Green Bond ETF
-0.27%7.27%2.77%6.50%-13.06%-2.80%6.86%9.70%1.14%
TLT
iShares 20+ Year Treasury Bond ETF
0.17%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%6.15%

Returns By Period

In the year-to-date period, BGRN achieves a -0.27% return, which is significantly lower than TLT's 0.17% return.


BGRN

1D
0.51%
1M
-1.53%
YTD
-0.27%
6M
0.73%
1Y
4.57%
3Y*
4.37%
5Y*
0.31%
10Y*

TLT

1D
-0.10%
1M
-4.23%
YTD
0.17%
6M
-0.87%
1Y
-0.49%
3Y*
-2.78%
5Y*
-5.85%
10Y*
-1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGRN vs. TLT - Expense Ratio Comparison

BGRN 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%.


Return for Risk

BGRN vs. TLT — Risk / Return Rank

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

BGRN
BGRN Risk / Return Rank: 7474
Overall Rank
BGRN Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BGRN Sortino Ratio Rank: 7575
Sortino Ratio Rank
BGRN Omega Ratio Rank: 6767
Omega Ratio Rank
BGRN Calmar Ratio Rank: 8080
Calmar Ratio Rank
BGRN Martin Ratio Rank: 7575
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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.

BGRN vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Green Bond ETF (BGRN) 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.


BGRNTLTDifference

Sharpe ratio

Return per unit of total volatility

1.30

-0.04

+1.34

Sortino ratio

Return per unit of downside risk

1.86

0.02

+1.84

Omega ratio

Gain probability vs. loss probability

1.24

1.00

+0.24

Calmar ratio

Return relative to maximum drawdown

2.20

0.05

+2.15

Martin ratio

Return relative to average drawdown

7.69

0.11

+7.58

BGRN vs. TLT - Sharpe Ratio Comparison

The current BGRN Sharpe Ratio is 1.30, which is higher than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of BGRN and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGRNTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

-0.04

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.37

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.26

+0.18

Correlation

The correlation between BGRN and TLT is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BGRN vs. TLT - Dividend Comparison

BGRN's dividend yield for the trailing twelve months is around 4.26%, less than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
BGRN
iShares USD Green Bond ETF
4.26%4.21%4.07%3.52%2.66%0.78%1.82%3.66%0.21%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Drawdowns

BGRN vs. TLT - Drawdown Comparison

The maximum BGRN drawdown since its inception was -19.16%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for BGRN and TLT.


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Drawdown Indicators


BGRNTLTDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-48.35%

+29.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-9.23%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.73%

-43.70%

+24.97%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-1.53%

-40.17%

+38.64%

Average Drawdown

Average peak-to-trough decline

-5.91%

-13.62%

+7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

4.38%

-3.74%

Volatility

BGRN vs. TLT - Volatility Comparison

The current volatility for iShares USD Green Bond ETF (BGRN) is 1.45%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.71%. This indicates that BGRN 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


BGRNTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

3.71%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

6.61%

-4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

11.44%

-7.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.46%

15.90%

-10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

14.93%

-9.90%