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BWZ vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWZ vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ) 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, BWZ achieves a -1.65% return, which is significantly lower than TLT's 0.64% return. Over the past 10 years, BWZ has outperformed TLT with an annualized return of -0.57%, while TLT has yielded a comparatively lower -1.75% annualized return.


BWZ

1D
-0.45%
1M
-1.11%
YTD
-1.65%
6M
-1.18%
1Y
-1.14%
3Y*
2.15%
5Y*
-1.80%
10Y*
-0.57%

TLT

1D
-0.76%
1M
2.06%
YTD
0.64%
6M
0.41%
1Y
4.08%
3Y*
-1.93%
5Y*
-6.59%
10Y*
-1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWZ vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWZ
SPDR Bloomberg Barclays Short Term International Treasury Bond ETF
-1.65%10.47%-5.31%2.97%-10.56%-6.85%6.47%0.99%-3.36%10.18%
TLT
iShares 20+ Year Treasury Bond ETF
0.64%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between BWZ and TLT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.39

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

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2009

0.13

Over the past year, BWZ and TLT have become more correlated (0.42) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

BWZ vs. TLT — Risk / Return Rank

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

BWZ
BWZ Risk / Return Rank: 77
Overall Rank
BWZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BWZ Sortino Ratio Rank: 66
Sortino Ratio Rank
BWZ Omega Ratio Rank: 66
Omega Ratio Rank
BWZ Calmar Ratio Rank: 77
Calmar Ratio Rank
BWZ Martin Ratio Rank: 77
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: 1414
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.

BWZ vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BWZTLTDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

0.98

1.08

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.22

0.54

-0.76

Martin ratioReturn relative to average drawdown

-0.47

1.29

-1.76

BWZ vs. TLT - Sharpe Ratio Comparison

The current BWZ Sharpe Ratio is -0.17, which is lower than the TLT Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BWZ 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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Drawdowns

BWZ vs. TLT - Drawdown Comparison

The maximum BWZ drawdown since its inception was -34.23%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for BWZ and TLT.


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Drawdown Indicators


BWZTLTDifference

Max Drawdown

Largest peak-to-trough decline

-34.23%

-48.35%

+14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-5.15%

-7.58%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-19.18%

+10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

-43.70%

+21.55%

Max Drawdown (10Y)

Largest decline over 10 years

-24.90%

-48.35%

+23.45%

Current Drawdown

Current decline from peak

-23.20%

-39.89%

+16.69%

Average Drawdown

Average peak-to-trough decline

-16.12%

-13.87%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.17%

-0.77%

Volatility

BWZ vs. TLT - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ) is 1.77%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.21%. This indicates that BWZ 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


BWZTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

2.21%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

5.11%

6.63%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.87%

9.50%

-2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

15.82%

-8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.96%

14.91%

-7.95%

BWZ vs. TLT - Expense Ratio Comparison

BWZ has a 0.35% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

BWZ vs. TLT - Dividend Comparison

BWZ's dividend yield for the trailing twelve months is around 2.12%, less than TLT's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
BWZ
SPDR Bloomberg Barclays Short Term International Treasury Bond ETF
2.12%2.05%2.47%1.63%0.44%0.60%0.13%0.43%1.10%0.40%0.13%0.06%
TLT
iShares 20+ Year Treasury Bond ETF
4.55%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


BWZ and TLT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.21%) compared to BWZ (1.77%). In terms of maximum drawdown, BWZ dropped -34.23% vs TLT's -48.35%.

On 10-year performance, BWZ leads with -0.57% vs -1.75% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, BWZ has been the lower-risk option at 1.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BWZ has performed better with a -0.57% return vs -1.75%. 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 0.35% for BWZ.

TLT has the higher dividend yield at 4.55%, compared with 2.12% for BWZ.

BWZ is categorized as International Government Bonds, while TLT is Government Bonds. BWZ tracks Bloomberg Global Treasury (1-3 Y) Customized, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for BWZ and 0.15% for TLT.

TLT currently has the higher Sharpe Ratio (0.43 vs -0.17), 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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