EUR=X vs. TLT
Compare and contrast key facts about USD/EUR (EUR=X) 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: EUR=X or TLT.
Correlation
The correlation between EUR=X and TLT is 0.01, 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
EUR=X vs. TLT - Performance Comparison
Key characteristics
EUR=X:
0.40
TLT:
-0.08
EUR=X:
0.62
TLT:
-0.02
EUR=X:
1.08
TLT:
1.00
EUR=X:
0.09
TLT:
-0.03
EUR=X:
1.11
TLT:
-0.17
EUR=X:
2.12%
TLT:
6.75%
EUR=X:
5.79%
TLT:
13.78%
EUR=X:
-48.28%
TLT:
-48.35%
EUR=X:
-20.86%
TLT:
-41.99%
Returns By Period
In the year-to-date period, EUR=X achieves a -0.94% return, which is significantly lower than TLT's 1.24% return. Over the past 10 years, EUR=X has outperformed TLT with an annualized return of 0.80%, while TLT has yielded a comparatively lower -1.08% annualized return.
EUR=X
-0.94%
-1.73%
6.49%
3.13%
0.58%
0.80%
TLT
1.24%
1.40%
-8.84%
-1.08%
-7.35%
-1.08%
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Risk-Adjusted Performance
EUR=X vs. TLT — Risk-Adjusted Performance Rank
EUR=X
TLT
EUR=X vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/EUR (EUR=X) 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.
Drawdowns
EUR=X vs. TLT - Drawdown Comparison
The maximum EUR=X drawdown since its inception was -48.28%, roughly equal to the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EUR=X and TLT. For additional features, visit the drawdowns tool.
Volatility
EUR=X vs. TLT - Volatility Comparison
The current volatility for USD/EUR (EUR=X) is 0.14%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.63%. This indicates that EUR=X experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.