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EDV vs. TLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDV vs. TLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDV achieves a -0.72% return, which is significantly lower than TLTW's 1.21% return.


EDV

1D
-0.48%
1M
1.42%
YTD
-0.72%
6M
-3.69%
1Y
4.85%
3Y*
-5.25%
5Y*
-10.02%
10Y*
-3.32%

TLTW

1D
-0.23%
1M
0.76%
YTD
1.21%
6M
-0.20%
1Y
10.46%
3Y*
0.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDV vs. TLTW - Yearly Performance Comparison


2026 (YTD)2025202420232022
EDV
Vanguard Extended Duration Treasury ETF
-0.72%0.65%-12.78%1.65%-13.15%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
1.21%11.36%-2.18%0.73%-11.09%

Correlation

The correlation between EDV and TLTW is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.95

The correlation between EDV and TLTW has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

EDV vs. TLTW — Risk / Return Rank

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

EDV
EDV Risk / Return Rank: 1313
Overall Rank
EDV Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 1313
Sortino Ratio Rank
EDV Omega Ratio Rank: 1212
Omega Ratio Rank
EDV Calmar Ratio Rank: 1313
Calmar Ratio Rank
EDV Martin Ratio Rank: 1313
Martin Ratio Rank

TLTW
TLTW Risk / Return Rank: 3636
Overall Rank
TLTW Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 3737
Sortino Ratio Rank
TLTW Omega Ratio Rank: 3535
Omega Ratio Rank
TLTW Calmar Ratio Rank: 3535
Calmar Ratio Rank
TLTW Martin Ratio Rank: 3434
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.

EDV vs. TLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.


EDVTLTWDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.06

1.24

-0.18

Calmar ratioReturn relative to maximum drawdown

0.39

1.76

-1.37

Martin ratioReturn relative to average drawdown

0.90

5.28

-4.37

EDV vs. TLTW - Sharpe Ratio Comparison

The current EDV Sharpe Ratio is 0.33, which is lower than the TLTW Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of EDV and TLTW, 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


EDVTLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.37

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.03

+0.15

Drawdowns

EDV vs. TLTW - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than TLTW's maximum drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for EDV and TLTW.


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Drawdown Indicators


EDVTLTWDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

-18.61%

-41.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-5.97%

-6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-26.99%

-17.19%

-9.80%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

Current Drawdown

Current decline from peak

-54.45%

-3.20%

-51.25%

Average Drawdown

Average peak-to-trough decline

-23.43%

-8.25%

-15.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

1.99%

+3.39%

Volatility

EDV vs. TLTW - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 4.06% compared to iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) at 2.48%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than TLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDVTLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

2.48%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

5.79%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

7.70%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

11.39%

+10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

11.39%

+8.42%

EDV vs. TLTW - Expense Ratio Comparison

EDV has a 0.05% expense ratio, which is lower than TLTW's 0.35% expense ratio.


Dividends

EDV vs. TLTW - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.99%, less than TLTW's 11.76% yield.


PositionTTM20252024202320222021202020192018201720162015
EDV
Vanguard Extended Duration Treasury ETF
4.99%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
11.76%14.82%14.47%19.59%8.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, EDV and TLTW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EDV has higher volatility (4.06%) compared to TLTW (2.48%). In terms of maximum drawdown, EDV dropped -59.96% vs TLTW's -18.61%.

On 3-year performance, TLTW leads with 0.74% vs -5.25% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, TLTW has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TLTW has performed better with a 0.74% return vs -5.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EDV is cheaper with a 0.05% expense ratio, compared with 0.35% for TLTW.

TLTW has the higher dividend yield at 11.76%, compared with 4.99% for EDV.

EDV is categorized as Government Bonds, while TLTW is Options Trading. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while TLTW tracks CBOE TLT 2% OTM Buywrite Index (USD). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for EDV and 0.35% for TLTW.

TLTW currently has the higher Sharpe Ratio (1.37 vs 0.33), 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

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