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EWA vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWA vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI-Australia ETF (EWA) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWA achieves a 11.26% return, which is significantly higher than TLT's -0.27% return. Over the past 10 years, EWA has outperformed TLT with an annualized return of 8.41%, while TLT has yielded a comparatively lower -1.66% annualized return.


EWA

1D
-1.12%
1M
0.90%
YTD
11.26%
6M
13.42%
1Y
15.43%
3Y*
12.60%
5Y*
5.51%
10Y*
8.41%

TLT

1D
-0.40%
1M
0.81%
YTD
-0.27%
6M
-2.02%
1Y
4.93%
3Y*
-1.80%
5Y*
-6.31%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWA vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWA
iShares MSCI-Australia ETF
11.26%13.35%1.60%13.81%-5.92%8.93%8.29%22.45%-12.04%19.88%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between EWA and TLT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2002

-0.17

The correlation between EWA and TLT shifts across timeframes, from -0.17 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EWA vs. TLT — Risk / Return Rank

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

EWA
EWA Risk / Return Rank: 2727
Overall Rank
EWA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EWA Sortino Ratio Rank: 2424
Sortino Ratio Rank
EWA Omega Ratio Rank: 2424
Omega Ratio Rank
EWA Calmar Ratio Rank: 3131
Calmar Ratio Rank
EWA Martin Ratio Rank: 3030
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1616
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1515
Omega Ratio Rank
TLT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLT Martin Ratio Rank: 1616
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.

EWA vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI-Australia ETF (EWA) 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.


EWATLTDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.17

1.09

+0.08

Calmar ratioReturn relative to maximum drawdown

1.55

0.65

+0.89

Martin ratioReturn relative to average drawdown

4.43

1.63

+2.81

EWA vs. TLT - Sharpe Ratio Comparison

The current EWA Sharpe Ratio is 0.92, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of EWA and TLT, 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


EWATLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.51

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.40

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.11

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.26

+0.04

Drawdowns

EWA vs. TLT - Drawdown Comparison

The maximum EWA drawdown since its inception was -66.98%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EWA and TLT.


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Drawdown Indicators


EWATLTDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-48.35%

-18.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-7.58%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-19.18%

-2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-43.70%

+18.83%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

-48.35%

+2.81%

Current Drawdown

Current decline from peak

-3.70%

-40.44%

+36.74%

Average Drawdown

Average peak-to-trough decline

-11.33%

-13.82%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.04%

+0.45%

Volatility

EWA vs. TLT - Volatility Comparison

iShares MSCI-Australia ETF (EWA) has a higher volatility of 5.46% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that EWA'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


EWATLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

2.76%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

6.50%

+7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

9.77%

+7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

15.87%

+3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

14.91%

+7.70%

EWA vs. TLT - Expense Ratio Comparison

EWA has a 0.50% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

EWA vs. TLT - Dividend Comparison

EWA's dividend yield for the trailing twelve months is around 2.89%, less than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
EWA
iShares MSCI-Australia ETF
2.89%3.21%3.71%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%
TLT
iShares 20+ Year Treasury Bond ETF
4.59%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


EWA and TLT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWA has higher volatility (5.46%) compared to TLT (2.76%). In terms of maximum drawdown, EWA dropped -66.98% vs TLT's -48.35%.

On 10-year performance, EWA leads with 8.41% vs -1.66% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EWA has performed better with a 8.41% return vs -1.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.50% for EWA.

TLT has the higher dividend yield at 4.59%, compared with 2.89% for EWA.

EWA is categorized as Asia Pacific Equities, while TLT is Government Bonds. EWA tracks MSCI Australia Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.50% for EWA and 0.15% for TLT.

EWA currently has the higher Sharpe Ratio (0.92 vs 0.51), 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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