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CE31.L vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE31.L vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE31.L is traded in GBp, while TLT is traded in USD. To make them comparable, the TLT values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE31.L achieves a -0.69% return, which is significantly lower than TLT's 0.36% return. Over the past 10 years, CE31.L has outperformed TLT with an annualized return of 1.34%, while TLT has yielded a comparatively lower -0.83% annualized return.


CE31.L

1D
0.18%
1M
0.53%
YTD
-0.69%
6M
-0.65%
1Y
3.69%
3Y*
2.80%
5Y*
0.96%
10Y*
1.34%

TLT

1D
0.22%
1M
1.40%
YTD
0.36%
6M
-1.95%
1Y
4.49%
3Y*
-4.14%
5Y*
-5.26%
10Y*
-0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE31.L vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%
TLT
iShares 20+ Year Treasury Bond ETF
0.36%-3.18%-6.45%-2.37%-23.06%-3.70%14.68%9.78%4.22%-0.26%

Correlation

The correlation between CE31.L 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 (3Y)
Calculated over the trailing 3-year period

0.27

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

0.26

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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2013

0.32

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Return for Risk

CE31.L vs. TLT — Risk / Return Rank

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

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
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.

CE31.L vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) 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.


CE31.LTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.15

1.08

+0.07

Calmar ratioReturn relative to maximum drawdown

1.40

0.54

+0.86

Martin ratioReturn relative to average drawdown

3.13

1.17

+1.96

CE31.L vs. TLT - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.88, which is higher than the TLT Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CE31.L 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


CE31.LTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.45

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

-0.32

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

-0.05

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.30

-0.22

Drawdowns

CE31.L vs. TLT - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, smaller than the maximum TLT drawdown of -50.13%. Use the drawdown chart below to compare losses from any high point for CE31.L and TLT.


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Drawdown Indicators


CE31.LTLTDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-50.13%

+31.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-8.29%

+5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-18.29%

+15.24%

Max Drawdown (5Y)

Largest decline over 5 years

-5.98%

-40.04%

+34.06%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

-50.13%

+36.99%

Current Drawdown

Current decline from peak

-3.78%

-46.61%

+42.83%

Average Drawdown

Average peak-to-trough decline

-7.24%

-19.55%

+12.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

3.84%

-2.67%

Volatility

CE31.L vs. TLT - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 1.27%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.25%. This indicates that CE31.L 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


CE31.LTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

2.25%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

7.24%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

10.09%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

16.41%

-11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

16.97%

-9.90%

CE31.L vs. TLT - Expense Ratio Comparison

Both CE31.L and TLT have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CE31.L vs. TLT - Dividend Comparison

CE31.L has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.58%.


PositionTTM20252024202320222021202020192018201720162015
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%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
4.58%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


CE31.L 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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CE31.L and TLT have the same expense ratio: 0.15% per year.

CE31.L is categorized as European Government Bonds, while TLT is Government Bonds. CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index.

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