PortfoliosLab logoPortfoliosLab logo
EWZ vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWZ vs. TLT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EWZ achieves a 9.03% return, which is significantly higher than TLT's -0.27% return. Over the past 10 years, EWZ has outperformed TLT with an annualized return of 7.81%, while TLT has yielded a comparatively lower -1.66% annualized return.


EWZ

1D
-3.19%
1M
-11.27%
YTD
9.03%
6M
4.84%
1Y
32.42%
3Y*
11.04%
5Y*
4.31%
10Y*
7.81%

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)

EWZ vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWZ
iShares MSCI Brazil ETF
9.03%48.81%-30.41%32.62%12.09%-17.32%-20.35%27.67%-2.52%23.62%
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 EWZ and TLT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.21

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

0.09

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

-0.14

The correlation between EWZ and TLT shifts across timeframes, from -0.14 (all time) to 0.21 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EWZ vs. TLT — Risk / Return Rank

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

EWZ
EWZ Risk / Return Rank: 3636
Overall Rank
EWZ Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EWZ Sortino Ratio Rank: 3333
Sortino Ratio Rank
EWZ Omega Ratio Rank: 3434
Omega Ratio Rank
EWZ Calmar Ratio Rank: 3838
Calmar Ratio Rank
EWZ Martin Ratio Rank: 3838
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.

EWZ vs. TLT - Risk-Adjusted Trends Comparison

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


EWZTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.23

1.09

+0.14

Calmar ratioReturn relative to maximum drawdown

1.92

0.65

+1.26

Martin ratioReturn relative to average drawdown

6.10

1.63

+4.48

EWZ vs. TLT - Sharpe Ratio Comparison

The current EWZ Sharpe Ratio is 1.31, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of EWZ 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.


Loading charts...

Sharpe Ratios by Period


EWZTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.51

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.40

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

-0.11

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.26

-0.09

Drawdowns

EWZ vs. TLT - Drawdown Comparison

The maximum EWZ drawdown since its inception was -77.25%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EWZ and TLT.


Loading charts...

Drawdown Indicators


EWZTLTDifference

Max Drawdown

Largest peak-to-trough decline

-77.25%

-48.35%

-28.90%

Max Drawdown (1Y)

Largest decline over 1 year

-16.99%

-7.58%

-9.41%

Max Drawdown (3Y)

Largest decline over 3 years

-31.36%

-19.18%

-12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-32.24%

-43.70%

+11.46%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-48.35%

-8.64%

Current Drawdown

Current decline from peak

-24.07%

-40.44%

+16.37%

Average Drawdown

Average peak-to-trough decline

-35.95%

-13.82%

-22.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

3.04%

+2.29%

Volatility

EWZ vs. TLT - Volatility Comparison

iShares MSCI Brazil ETF (EWZ) has a higher volatility of 7.84% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that EWZ'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.


Loading charts...

Volatility by Period


EWZTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

2.76%

+5.08%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

6.50%

+14.28%

Volatility (1Y)

Calculated over the trailing 1-year period

24.97%

9.77%

+15.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.68%

15.87%

+11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.10%

14.91%

+19.19%

EWZ vs. TLT - Expense Ratio Comparison

EWZ has a 0.59% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

EWZ vs. TLT - Dividend Comparison

EWZ's dividend yield for the trailing twelve months is around 4.76%, more than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
EWZ
iShares MSCI Brazil ETF
4.76%5.19%8.91%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.08%
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


EWZ and TLT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWZ has higher volatility (7.84%) compared to TLT (2.76%). In terms of maximum drawdown, EWZ dropped -77.25% vs TLT's -48.35%.

On 10-year performance, EWZ leads with 7.81% 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, EWZ has performed better with a 7.81% 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 0.59% for EWZ.

EWZ has the higher dividend yield at 4.76%, compared with 4.59% for TLT.

EWZ is categorized as Latin America Equities, while TLT is Government Bonds. EWZ tracks MSCI Brazil 25/50 Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.59% for EWZ and 0.15% for TLT.

EWZ currently has the higher Sharpe Ratio (1.31 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

Find the right allocation for EWZ and TLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer