DPM.TO vs. TLT
Compare and contrast key facts about Dundee Precious Metals Inc. (DPM.TO) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DPM.TO or TLT.
Key characteristics
DPM.TO | TLT | |
---|---|---|
YTD Return | 30.00% | -7.65% |
1Y Return | 10.26% | -11.04% |
3Y Return (Ann) | 11.62% | -10.68% |
5Y Return (Ann) | 24.50% | -4.11% |
10Y Return (Ann) | 13.21% | 0.29% |
Sharpe Ratio | 0.22 | -0.61 |
Daily Std Dev | 34.38% | 16.64% |
Max Drawdown | -94.16% | -48.35% |
Current Drawdown | -17.58% | -42.45% |
Correlation
The correlation between DPM.TO and TLT is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DPM.TO vs. TLT - Performance Comparison
In the year-to-date period, DPM.TO achieves a 30.00% return, which is significantly higher than TLT's -7.65% return. Over the past 10 years, DPM.TO has outperformed TLT with an annualized return of 13.21%, while TLT has yielded a comparatively lower 0.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DPM.TO vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dundee Precious Metals Inc. (DPM.TO) 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.
Dividends
DPM.TO vs. TLT - Dividend Comparison
DPM.TO's dividend yield for the trailing twelve months is around 1.46%, less than TLT's 3.89% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dundee Precious Metals Inc. | 1.46% | 1.89% | 3.24% | 2.01% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares 20+ Year Treasury Bond ETF | 3.89% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
DPM.TO vs. TLT - Drawdown Comparison
The maximum DPM.TO drawdown since its inception was -94.16%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for DPM.TO and TLT. For additional features, visit the drawdowns tool.
Volatility
DPM.TO vs. TLT - Volatility Comparison
Dundee Precious Metals Inc. (DPM.TO) has a higher volatility of 8.55% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.35%. This indicates that DPM.TO'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.