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:
-0.76
TLT:
0.24
EUR=X:
-0.94
TLT:
0.43
EUR=X:
0.87
TLT:
1.05
EUR=X:
-0.20
TLT:
0.08
EUR=X:
-1.69
TLT:
0.48
EUR=X:
3.27%
TLT:
7.30%
EUR=X:
6.90%
TLT:
14.25%
EUR=X:
-48.28%
TLT:
-48.35%
EUR=X:
-27.21%
TLT:
-41.46%
Returns By Period
In the year-to-date period, EUR=X achieves a -8.89% return, which is significantly lower than TLT's 2.17% return. Over the past 10 years, EUR=X has outperformed TLT with an annualized return of -0.47%, while TLT has yielded a comparatively lower -1.41% annualized return.
EUR=X
-8.89%
-3.88%
-4.42%
-6.55%
-0.80%
-0.47%
TLT
2.17%
-2.20%
-5.38%
4.18%
-9.70%
-1.41%
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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 0.51%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 5.41%. 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.