PortfoliosLab logoPortfoliosLab logo
EDGX vs. TLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGX vs. TLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 Income Edge ETF (EDGX) and Global X Treasury Bond Enhanced Income ETF (TLTX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


EDGX

1D
-0.03%
1M
2.12%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

TLTX

1D
0.07%
1M
-2.63%
6M
-1.95%
YTD
-2.53%
1Y
-1.09%
3Y*
5Y*
10Y*
ALL TIME*
3.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$169.59K$164.97K$167.67K
$166.58K$192.01K$328.97K

EDGX vs. TLTX - Yearly Performance Comparison


Correlation

The correlation between EDGX and TLTX is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 18, 2026

0.40

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

EDGX vs. TLTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EDGX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TLTX
TLTX Risk / Return Rank: 88
Overall Rank
TLTX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TLTX Sortino Ratio Rank: 88
Sortino Ratio Rank
TLTX Omega Ratio Rank: 88
Omega Ratio Rank
TLTX Calmar Ratio Rank: 88
Calmar Ratio Rank
TLTX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EDGX vs. TLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 Income Edge ETF (EDGX) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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.


EDGXTLTXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.16

Martin ratioReturn relative to average drawdown

-0.35

EDGX vs. TLTX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

EDGX vs. TLTX - Drawdown Comparison

The maximum EDGX drawdown since its inception was -7.56%, which is greater than TLTX's maximum drawdown of -6.70%. Use the drawdown chart below to compare losses from any high point for EDGX and TLTX.


Loading charts...

Drawdown Indicators


EDGXTLTXDifference

Max Drawdown

Largest peak-to-trough decline

-7.56%

-6.70%

-0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

Current Drawdown

Current decline from peak

-0.03%

-6.14%

+6.11%

Average Drawdown

Average peak-to-trough decline

-1.53%

-2.54%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

EDGX vs. TLTX - Volatility Comparison


Loading charts...

Volatility by Period


EDGXTLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

Volatility (6M)

Calculated over the trailing 6-month period

7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

9.43%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

9.39%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.43%

9.39%

+4.04%

EDGX vs. TLTX - Expense Ratio Comparison

EDGX has a 0.00% expense ratio, which is lower than TLTX's 0.29% expense ratio.


Dividends

EDGX vs. TLTX - Dividend Comparison

EDGX's dividend yield for the trailing twelve months is around 3.94%, less than TLTX's 19.19% yield.


Frequently Asked Questions


EDGX and TLTX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EDGX is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDGX is cheaper with a 0.00% expense ratio, compared with 0.29% for TLTX.

TLTX has the higher dividend yield at 19.19%, compared with 3.94% for EDGX.

EDGX is categorized as Derivative Income, while TLTX is Government Bonds. Their fees differ too: 0.00% for EDGX and 0.29% for TLTX.

Portfolio Optimizer

Find the right allocation for EDGX and TLTX

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