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

Performance

CSUS.L vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) 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, CSUS.L achieves a 10.32% return, which is significantly higher than TLT's -0.05% return. Over the past 10 years, CSUS.L has outperformed TLT with an annualized return of 15.12%, while TLT has yielded a comparatively lower -1.56% annualized return.


CSUS.L

1D
0.06%
1M
4.70%
YTD
10.32%
6M
10.98%
1Y
27.52%
3Y*
22.49%
5Y*
13.29%
10Y*
15.12%

TLT

1D
0.22%
1M
0.48%
YTD
-0.05%
6M
-1.27%
1Y
3.48%
3Y*
-1.67%
5Y*
-6.27%
10Y*
-1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUS.L vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc
10.32%17.22%25.83%26.72%-20.46%28.02%20.30%30.38%-5.82%21.66%
TLT
iShares 20+ Year Treasury Bond ETF
-0.05%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between CSUS.L and TLT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.13

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

0.03

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

-0.09

The correlation between CSUS.L and TLT shifts across timeframes, from -0.09 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSUS.L vs. TLT — Risk / Return Rank

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

CSUS.L
CSUS.L Risk / Return Rank: 7373
Overall Rank
CSUS.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSUS.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSUS.L Omega Ratio Rank: 7373
Omega Ratio Rank
CSUS.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CSUS.L Martin Ratio Rank: 7575
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.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.


CSUS.LTLTDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.42

1.07

+0.36

Calmar ratioReturn relative to maximum drawdown

3.30

0.46

+2.84

Martin ratioReturn relative to average drawdown

13.91

1.14

+12.77

CSUS.L vs. TLT - Sharpe Ratio Comparison

The current CSUS.L Sharpe Ratio is 2.32, which is higher than the TLT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of CSUS.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


CSUS.LTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

0.36

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

-0.40

+1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

-0.11

+1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.26

+0.87

Drawdowns

CSUS.L vs. TLT - Drawdown Comparison

The maximum CSUS.L drawdown since its inception was -34.38%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for CSUS.L and TLT.


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Drawdown Indicators


CSUS.LTLTDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-48.35%

+13.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-7.58%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-19.18%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-43.70%

+18.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-48.35%

+13.97%

Current Drawdown

Current decline from peak

-0.47%

-40.31%

+39.84%

Average Drawdown

Average peak-to-trough decline

-4.13%

-13.82%

+9.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

3.05%

-1.08%

Volatility

CSUS.L vs. TLT - Volatility Comparison

iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) has a higher volatility of 3.25% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.71%. This indicates that CSUS.L'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.


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Volatility by Period


CSUS.LTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.71%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

6.50%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

9.77%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

15.86%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

14.90%

+2.24%

CSUS.L vs. TLT - Expense Ratio Comparison

CSUS.L has a 0.33% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

CSUS.L vs. TLT - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD 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


CSUS.L and TLT have a correlation of 0.14, 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 0.33% for CSUS.L.

CSUS.L is categorized as Large Cap Blend Equities, while TLT is Government Bonds. CSUS.L tracks Russell 1000 TR USD, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.33% for CSUS.L and 0.15% for TLT.

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