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EWW vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWW vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Mexico ETF (EWW) 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, EWW achieves a 12.62% return, which is significantly higher than TLT's -0.27% return. Over the past 10 years, EWW has outperformed TLT with an annualized return of 7.35%, while TLT has yielded a comparatively lower -1.66% annualized return.


EWW

1D
-1.26%
1M
3.21%
YTD
12.62%
6M
16.29%
1Y
34.15%
3Y*
12.42%
5Y*
13.49%
10Y*
7.35%

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)

EWW vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWW
iShares MSCI Mexico ETF
12.62%53.65%-28.22%40.32%1.24%20.27%-3.06%12.64%-14.58%14.47%
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 EWW and TLT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.18

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

0.12

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

-0.02

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

-0.17

The correlation between EWW and TLT shifts across timeframes, from -0.17 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EWW vs. TLT — Risk / Return Rank

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

EWW
EWW Risk / Return Rank: 4747
Overall Rank
EWW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EWW Sortino Ratio Rank: 4545
Sortino Ratio Rank
EWW Omega Ratio Rank: 4444
Omega Ratio Rank
EWW Calmar Ratio Rank: 4949
Calmar Ratio Rank
EWW Martin Ratio Rank: 5252
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.

EWW vs. TLT - Risk-Adjusted Trends Comparison

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


EWWTLTDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.51

+1.12

Sortino ratio

Return per unit of downside risk

2.27

0.80

+1.47

Omega ratio

Gain probability vs. loss probability

1.29

1.09

+0.20

Calmar ratio

Return relative to maximum drawdown

2.45

0.65

+1.80

Martin ratio

Return relative to average drawdown

9.08

1.63

+7.45

EWW vs. TLT - Sharpe Ratio Comparison

The current EWW Sharpe Ratio is 1.62, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of EWW 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


EWWTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.51

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

-0.40

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

-0.11

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.26

+0.05

Drawdowns

EWW vs. TLT - Drawdown Comparison

The maximum EWW drawdown since its inception was -64.94%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EWW and TLT.


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Drawdown Indicators


EWWTLTDifference

Max Drawdown

Largest peak-to-trough decline

-64.94%

-48.35%

-16.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-7.58%

-6.40%

Max Drawdown (3Y)

Largest decline over 3 years

-31.17%

-19.18%

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-43.70%

+12.53%

Max Drawdown (10Y)

Largest decline over 10 years

-53.62%

-48.35%

-5.27%

Current Drawdown

Current decline from peak

-3.88%

-40.44%

+36.56%

Average Drawdown

Average peak-to-trough decline

-18.52%

-13.82%

-4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

3.04%

+0.73%

Volatility

EWW vs. TLT - Volatility Comparison

iShares MSCI Mexico ETF (EWW) has a higher volatility of 5.79% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that EWW'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


EWWTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

2.76%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

17.75%

6.50%

+11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

9.77%

+11.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

15.87%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

14.91%

+10.48%

EWW vs. TLT - Expense Ratio Comparison

EWW has a 0.49% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

EWW vs. TLT - Dividend Comparison

EWW's dividend yield for the trailing twelve months is around 3.09%, less than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
EWW
iShares MSCI Mexico ETF
3.09%3.48%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%
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


EWW and TLT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWW has higher volatility (5.79%) compared to TLT (2.76%). In terms of maximum drawdown, EWW dropped -64.94% vs TLT's -48.35%.

On 10-year performance, EWW leads with 7.35% 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, EWW has performed better with a 7.35% 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 0.49% for EWW.

TLT has the higher dividend yield at 4.59%, compared with 3.09% for EWW.

EWW is categorized as Latin America Equities, while TLT is Government Bonds. EWW tracks MSCI Mexico IMI 25/50 Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.49% for EWW and 0.15% for TLT.

EWW currently has the higher Sharpe Ratio (1.62 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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