ESGD vs. TLT
Compare and contrast key facts about iShares ESG Aware MSCI EAFE ETF (ESGD) and iShares 20+ Year Treasury Bond ETF (TLT).
ESGD and TLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. TLT is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 20+ Year Bond Index. It was launched on Jul 22, 2002. Both ESGD and TLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGD vs. TLT - Performance Comparison
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ESGD vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 0.56% | 29.63% | 3.95% | 18.53% | -15.17% | 11.79% | 8.20% | 23.12% | -13.33% | 25.10% |
TLT iShares 20+ Year Treasury Bond ETF | 0.17% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
Returns By Period
In the year-to-date period, ESGD achieves a 0.56% return, which is significantly higher than TLT's 0.17% return.
ESGD
- 1D
- 3.29%
- 1M
- -8.25%
- YTD
- 0.56%
- 6M
- 4.79%
- 1Y
- 21.50%
- 3Y*
- 13.70%
- 5Y*
- 7.69%
- 10Y*
- —
TLT
- 1D
- -0.10%
- 1M
- -4.23%
- YTD
- 0.17%
- 6M
- -0.87%
- 1Y
- -0.49%
- 3Y*
- -2.78%
- 5Y*
- -5.85%
- 10Y*
- -1.38%
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ESGD vs. TLT - Expense Ratio Comparison
ESGD has a 0.20% expense ratio, which is higher than TLT's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ESGD vs. TLT — Risk / Return Rank
ESGD
TLT
ESGD vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) 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.
| ESGD | TLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | -0.04 | +1.26 |
Sortino ratioReturn per unit of downside risk | 1.75 | 0.02 | +1.73 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.00 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.05 | +1.70 |
Martin ratioReturn relative to average drawdown | 6.75 | 0.11 | +6.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGD | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | -0.04 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | -0.37 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.26 | +0.28 |
Correlation
The correlation between ESGD and TLT is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ESGD vs. TLT - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 3.58%, less than TLT's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 3.58% | 3.60% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.49% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Drawdowns
ESGD vs. TLT - Drawdown Comparison
The maximum ESGD drawdown since its inception was -33.70%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ESGD and TLT.
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Drawdown Indicators
| ESGD | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -48.35% | +14.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -9.23% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -43.70% | +13.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.35% | — |
Current DrawdownCurrent decline from peak | -8.42% | -40.17% | +31.75% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -13.62% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 4.38% | -1.35% |
Volatility
ESGD vs. TLT - Volatility Comparison
iShares ESG Aware MSCI EAFE ETF (ESGD) has a higher volatility of 7.99% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. This indicates that ESGD'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
| ESGD | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 3.71% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 6.61% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 11.44% | +6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 15.90% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 14.93% | +2.01% |