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

Performance

HBND.TO vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.TO) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HBND.TO vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023
HBND.TO
Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged)
-1.01%4.05%-7.02%4.80%
TLT
iShares 20+ Year Treasury Bond ETF
1.53%-0.53%-0.15%5.54%
Different Trading Currencies

HBND.TO is traded in CAD, while TLT is traded in USD. To make them comparable, the TLT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HBND.TO achieves a -1.01% return, which is significantly lower than TLT's 1.72% return.


HBND.TO

1D
-0.72%
1M
-4.53%
YTD
-1.01%
6M
-1.85%
1Y
-1.37%
3Y*
5Y*
10Y*

TLT

1D
0.00%
1M
-2.15%
YTD
1.72%
6M
-0.77%
1Y
-3.62%
3Y*
-1.79%
5Y*
-3.85%
10Y*
-0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


HBND.TO vs. TLT - Expense Ratio Comparison

HBND.TO has a 0.45% expense ratio, which is higher than TLT's 0.15% expense ratio.


Return for Risk

HBND.TO vs. TLT — Risk / Return Rank

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

HBND.TO
HBND.TO Risk / Return Rank: 99
Overall Rank
HBND.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HBND.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
HBND.TO Omega Ratio Rank: 88
Omega Ratio Rank
HBND.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
HBND.TO Martin Ratio Rank: 1111
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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.

HBND.TO vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.TO) 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.


HBND.TOTLTDifference

Sharpe ratio

Return per unit of total volatility

-0.13

-0.30

+0.16

Sortino ratio

Return per unit of downside risk

-0.11

-0.32

+0.21

Omega ratio

Gain probability vs. loss probability

0.99

0.96

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.07

-0.18

+0.11

Martin ratio

Return relative to average drawdown

-0.16

-0.32

+0.17

HBND.TO vs. TLT - Sharpe Ratio Comparison

The current HBND.TO Sharpe Ratio is -0.13, which is higher than the TLT Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of HBND.TO and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HBND.TOTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

-0.30

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.15

-0.14

Correlation

The correlation between HBND.TO and TLT is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HBND.TO vs. TLT - Dividend Comparison

HBND.TO's dividend yield for the trailing twelve months is around 10.88%, more than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
HBND.TO
Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged)
10.88%11.84%11.51%2.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Drawdowns

HBND.TO vs. TLT - Drawdown Comparison

The maximum HBND.TO drawdown since its inception was -13.65%, smaller than the maximum TLT drawdown of -49.81%. Use the drawdown chart below to compare losses from any high point for HBND.TO and TLT.


Loading graphics...

Drawdown Indicators


HBND.TOTLTDifference

Max Drawdown

Largest peak-to-trough decline

-13.65%

-48.35%

+34.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-9.23%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-8.67%

-40.17%

+31.50%

Average Drawdown

Average peak-to-trough decline

-6.39%

-13.62%

+7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

4.38%

-0.43%

Volatility

HBND.TO vs. TLT - Volatility Comparison

The current volatility for Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.TO) is 3.46%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.06%. This indicates that HBND.TO 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.


Loading graphics...

Volatility by Period


HBND.TOTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

4.06%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.93%

7.52%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

10.30%

12.40%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.57%

16.66%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

16.41%

-4.84%