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CSHI vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSHI vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI) 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, CSHI achieves a 2.31% return, which is significantly higher than TLT's 0.27% return.


CSHI

1D
0.06%
1M
0.31%
YTD
2.31%
6M
2.56%
1Y
5.17%
3Y*
5.42%
5Y*
10Y*

TLT

1D
-0.24%
1M
1.54%
YTD
0.27%
6M
0.45%
1Y
2.88%
3Y*
-1.38%
5Y*
-6.53%
10Y*
-1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSHI vs. TLT - Yearly Performance Comparison


2026 (YTD)2025202420232022
CSHI
NEOS Enhanced Income 1-3 Month T-Bill ETF
2.31%5.05%5.66%6.21%1.39%
TLT
iShares 20+ Year Treasury Bond ETF
0.27%4.25%-8.05%2.77%-10.60%

Correlation

The correlation between CSHI and TLT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2022

0.03

The correlation between CSHI and TLT shifts across timeframes, from 0.03 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSHI vs. TLT — Risk / Return Rank

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

CSHI
CSHI Risk / Return Rank: 9999
Overall Rank
CSHI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSHI Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHI Omega Ratio Rank: 9898
Omega Ratio Rank
CSHI Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSHI Martin Ratio Rank: 9999
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
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.

CSHI vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI) 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.


CSHITLTDifference
Sharpe ratioReturn per unit of total volatility

+5.47

Sortino ratioReturn per unit of downside risk

+9.95

Omega ratioGain probability vs. loss probability

2.60

1.06

+1.54

Calmar ratioReturn relative to maximum drawdown

24.49

0.38

+24.11

Martin ratioReturn relative to average drawdown

131.09

0.92

+130.17

CSHI vs. TLT - Sharpe Ratio Comparison

The current CSHI Sharpe Ratio is 5.77, which is higher than the TLT Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of CSHI 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

CSHI vs. TLT - Drawdown Comparison

The maximum CSHI drawdown since its inception was -1.69%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for CSHI and TLT.


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Drawdown Indicators


CSHITLTDifference

Max Drawdown

Largest peak-to-trough decline

-1.69%

-48.35%

+46.66%

Max Drawdown (1Y)

Largest decline over 1 year

-0.21%

-7.58%

+7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-1.69%

-19.18%

+17.49%

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

0.00%

-40.12%

+40.12%

Average Drawdown

Average peak-to-trough decline

-0.03%

-13.84%

+13.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

3.14%

-3.10%

Volatility

CSHI vs. TLT - Volatility Comparison

The current volatility for NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI) is 0.33%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.83%. This indicates that CSHI 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


CSHITLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

2.83%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.60%

6.64%

-6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.91%

9.68%

-8.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.33%

15.85%

-14.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.33%

14.91%

-13.58%

CSHI vs. TLT - Expense Ratio Comparison

CSHI has a 0.38% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

CSHI vs. TLT - Dividend Comparison

CSHI's dividend yield for the trailing twelve months is around 5.31%, more than TLT's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
CSHI
NEOS Enhanced Income 1-3 Month T-Bill ETF
5.31%5.11%5.72%6.15%1.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.56%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


CSHI and TLT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.83%) compared to CSHI (0.33%). In terms of maximum drawdown, CSHI dropped -1.69% vs TLT's -48.35%.

On 3-year performance, CSHI leads with 5.42% vs -1.38% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, CSHI has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CSHI has performed better with a 5.42% return vs -1.38%. 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 0.38% for CSHI.

CSHI has the higher dividend yield at 5.31%, compared with 4.56% for TLT.

CSHI is categorized as Ultrashort Bond, while TLT is Government Bonds. They also come from different issuers: Neos and iShares. Their fees differ too: 0.38% for CSHI and 0.15% for TLT.

CSHI currently has the higher Sharpe Ratio (5.77 vs 0.30), 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

Find the right allocation for CSHI and TLT

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