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IBGA vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) 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, IBGA achieves a -0.37% return, which is significantly lower than TLT's -0.27% return.


IBGA

1D
-0.41%
1M
0.62%
YTD
-0.37%
6M
-1.42%
1Y
5.33%
3Y*
5Y*
10Y*

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)

IBGA vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
-0.37%6.09%-1.41%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-3.35%

Correlation

The correlation between IBGA and TLT is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.98

The correlation between IBGA and TLT has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

IBGA vs. TLT — Risk / Return Rank

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

IBGA
IBGA Risk / Return Rank: 2020
Overall Rank
IBGA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1919
Omega Ratio Rank
IBGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGA Martin Ratio Rank: 2020
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.

IBGA vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) 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.


IBGATLTDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.11

1.09

+0.02

Calmar ratioReturn relative to maximum drawdown

0.81

0.65

+0.16

Martin ratioReturn relative to average drawdown

2.23

1.63

+0.60

IBGA vs. TLT - Sharpe Ratio Comparison

The current IBGA Sharpe Ratio is 0.65, which is comparable to the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IBGA 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


IBGATLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.51

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.26

-0.04

Drawdowns

IBGA vs. TLT - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IBGA and TLT.


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Drawdown Indicators


IBGATLTDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-48.35%

+36.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-7.58%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

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

-4.67%

-40.44%

+35.77%

Average Drawdown

Average peak-to-trough decline

-5.05%

-13.82%

+8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.04%

-0.64%

Volatility

IBGA vs. TLT - Volatility Comparison

The current volatility for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) is 2.59%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.76%. This indicates that IBGA 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.


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Volatility by Period


IBGATLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.76%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

6.50%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

8.21%

9.77%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

15.87%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

14.91%

-5.05%

IBGA vs. TLT - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is lower than TLT's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBGA vs. TLT - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.66%, more than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


With a correlation of 0.99, IBGA and TLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TLT has higher volatility (2.76%) compared to IBGA (2.59%). In terms of maximum drawdown, IBGA dropped -11.69% vs TLT's -48.35%.

On 1-year performance, IBGA leads with 5.33% vs 4.93% for TLT. On fees, IBGA is cheaper at 0.07% per year. On volatility, IBGA has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGA has performed better with a 5.33% return vs 4.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.15% for TLT.

IBGA has the higher dividend yield at 4.66%, compared with 4.59% for TLT.

IBGA is categorized as Intermediate Core Bond, while TLT is Government Bonds. IBGA tracks ICE 2044 Maturity US Treasury Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.07% for IBGA and 0.15% for TLT.

IBGA currently has the higher Sharpe Ratio (0.65 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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