PortfoliosLab logoPortfoliosLab logo
CRQ.NEO vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRQ.NEO vs. TLT - Performance Comparison

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

Loading charts...

Different Trading Currencies

CRQ.NEO is traded in CAD, while TLT is traded in USD. To make them comparable, the TLT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRQ.NEO achieves a 15.93% return, which is significantly higher than TLT's 1.00% return. Over the past 10 years, CRQ.NEO has outperformed TLT with an annualized return of 13.44%, while TLT has yielded a comparatively lower -0.94% annualized return.


CRQ.NEO

1D
-0.32%
1M
3.58%
YTD
15.93%
6M
18.90%
1Y
42.87%
3Y*
26.01%
5Y*
17.59%
10Y*
13.44%

TLT

1D
0.01%
1M
2.82%
YTD
1.00%
6M
-2.40%
1Y
6.28%
3Y*
-0.66%
5Y*
-3.63%
10Y*
-0.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRQ.NEO vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRQ.NEO
iShares Canadian Fundamental Index ETF
15.93%31.87%22.17%9.76%0.89%33.95%-2.73%19.66%-10.18%6.98%
TLT
iShares 20+ Year Treasury Bond ETF
1.00%-0.53%-0.15%0.50%-26.33%-5.46%16.16%8.51%6.73%2.23%

Correlation

The correlation between CRQ.NEO and TLT is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.11

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

-0.07

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

-0.22

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

-0.32

The correlation between CRQ.NEO and TLT shifts across timeframes, from -0.32 (all time) to 0.11 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CRQ.NEO vs. TLT — Risk / Return Rank

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

CRQ.NEO
CRQ.NEO Risk / Return Rank: 9696
Overall Rank
CRQ.NEO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CRQ.NEO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CRQ.NEO Omega Ratio Rank: 9898
Omega Ratio Rank
CRQ.NEO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CRQ.NEO Martin Ratio Rank: 9595
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.

CRQ.NEO vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Fundamental Index ETF (CRQ.NEO) 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.


CRQ.NEOTLTDifference
Sharpe ratioReturn per unit of total volatility

+3.81

Sortino ratioReturn per unit of downside risk

+5.22

Omega ratioGain probability vs. loss probability

2.00

1.11

+0.89

Calmar ratioReturn relative to maximum drawdown

6.30

0.68

+5.61

Martin ratioReturn relative to average drawdown

30.78

1.50

+29.27

CRQ.NEO vs. TLT - Sharpe Ratio Comparison

The current CRQ.NEO Sharpe Ratio is 4.41, which is higher than the TLT Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CRQ.NEO 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.


Loading charts...

Sharpe Ratios by Period


CRQ.NEOTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.41

0.61

+3.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.43

-0.22

+1.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

-0.06

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.20

+0.49

Drawdowns

CRQ.NEO vs. TLT - Drawdown Comparison

The maximum CRQ.NEO drawdown since its inception was -41.75%, smaller than the maximum TLT drawdown of -49.81%. Use the drawdown chart below to compare losses from any high point for CRQ.NEO and TLT.


Loading charts...

Drawdown Indicators


CRQ.NEOTLTDifference

Max Drawdown

Largest peak-to-trough decline

-41.75%

-49.81%

+8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-9.23%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-11.70%

-16.36%

+4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

-39.82%

+24.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

-49.81%

+8.06%

Current Drawdown

Current decline from peak

-0.32%

-41.37%

+41.05%

Average Drawdown

Average peak-to-trough decline

-5.62%

-18.24%

+12.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

4.19%

-2.79%

Volatility

CRQ.NEO vs. TLT - Volatility Comparison

iShares Canadian Fundamental Index ETF (CRQ.NEO) has a higher volatility of 2.99% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.78%. This indicates that CRQ.NEO'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.


Loading charts...

Volatility by Period


CRQ.NEOTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

2.78%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

7.46%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

9.76%

10.41%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.41%

16.62%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

16.32%

-0.05%

CRQ.NEO vs. TLT - Expense Ratio Comparison

CRQ.NEO has a 0.72% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

CRQ.NEO vs. TLT - Dividend Comparison

CRQ.NEO's dividend yield for the trailing twelve months is around 1.90%, less than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
CRQ.NEO
iShares Canadian Fundamental Index ETF
1.90%2.18%2.72%2.97%2.90%2.17%2.98%2.71%2.46%1.91%1.89%3.09%
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


CRQ.NEO and TLT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLT is cheaper with a 0.15% expense ratio, compared with 0.72% for CRQ.NEO.

CRQ.NEO is categorized as Canada Equities, while TLT is Government Bonds. CRQ.NEO tracks FTSE RAFI Canada Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.72% for CRQ.NEO and 0.15% for TLT.

Portfolio Optimizer

Find the right allocation for CRQ.NEO and TLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer