EUFN vs. TLT
Compare and contrast key facts about iShares MSCI Europe Financials ETF (EUFN) and iShares 20+ Year Treasury Bond ETF (TLT).
EUFN and TLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUFN is a passively managed fund by iShares that tracks the performance of the MSCI Europe Financials Index. It was launched on Jan 20, 2010. 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 EUFN 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
EUFN vs. TLT - Performance Comparison
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EUFN vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUFN iShares MSCI Europe Financials ETF | -6.04% | 65.73% | 17.20% | 26.15% | -8.78% | 19.13% | -8.55% | 20.73% | -23.14% | 26.94% |
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, EUFN achieves a -6.04% return, which is significantly lower than TLT's 0.17% return. Over the past 10 years, EUFN has outperformed TLT with an annualized return of 11.63%, while TLT has yielded a comparatively lower -1.38% annualized return.
EUFN
- 1D
- 4.25%
- 1M
- -7.58%
- YTD
- -6.04%
- 6M
- 2.94%
- 1Y
- 27.35%
- 3Y*
- 29.23%
- 5Y*
- 17.62%
- 10Y*
- 11.63%
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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EUFN vs. TLT - Expense Ratio Comparison
EUFN has a 0.48% expense ratio, which is higher than TLT's 0.15% expense ratio.
Return for Risk
EUFN vs. TLT — Risk / Return Rank
EUFN
TLT
EUFN vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) 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.
| EUFN | TLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | -0.04 | +1.28 |
Sortino ratioReturn per unit of downside risk | 1.76 | 0.02 | +1.74 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.00 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.05 | +1.69 |
Martin ratioReturn relative to average drawdown | 6.10 | 0.11 | +5.99 |
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
| EUFN | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | -0.04 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | -0.37 | +1.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | -0.09 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.26 | -0.01 |
Correlation
The correlation between EUFN and TLT is -0.27. 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
EUFN vs. TLT - Dividend Comparison
EUFN's dividend yield for the trailing twelve months is around 3.80%, less than TLT's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUFN iShares MSCI Europe Financials ETF | 3.80% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
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
EUFN vs. TLT - Drawdown Comparison
The maximum EUFN drawdown since its inception was -53.25%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EUFN and TLT.
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Drawdown Indicators
| EUFN | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.25% | -48.35% | -4.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -9.23% | -5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -35.15% | -43.70% | +8.55% |
Max Drawdown (10Y)Largest decline over 10 years | -53.25% | -48.35% | -4.90% |
Current DrawdownCurrent decline from peak | -10.30% | -40.17% | +29.87% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -13.62% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 4.38% | -0.16% |
Volatility
EUFN vs. TLT - Volatility Comparison
iShares MSCI Europe Financials ETF (EUFN) has a higher volatility of 9.84% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. This indicates that EUFN'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
| EUFN | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.84% | 3.71% | +6.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.70% | 6.61% | +8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.21% | 11.44% | +10.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.57% | 15.90% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.53% | 14.93% | +9.60% |