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IBHH vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHH vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2028 Term High Yield and Income ETF (IBHH) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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IBHH vs. TLT - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
0.17%8.02%7.53%12.87%-6.70%
TLT
iShares 20+ Year Treasury Bond ETF
0.17%4.25%-8.05%2.77%-24.42%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IBHH at 0.17% and TLT at 0.17%.


IBHH

1D
0.56%
1M
-0.42%
YTD
0.17%
6M
1.39%
1Y
7.04%
3Y*
8.04%
5Y*
10Y*

TLT

1D
-0.10%
1M
-4.23%
YTD
0.17%
6M
-0.87%
1Y
-0.49%
3Y*
-2.78%
5Y*
-5.85%
10Y*
-1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHH vs. TLT - Expense Ratio Comparison

IBHH has a 0.35% expense ratio, which is higher than TLT's 0.15% expense ratio.


Return for Risk

IBHH vs. TLT — Risk / Return Rank

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

IBHH
IBHH Risk / Return Rank: 7878
Overall Rank
IBHH Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 7272
Sortino Ratio Rank
IBHH Omega Ratio Rank: 8787
Omega Ratio Rank
IBHH Calmar Ratio Rank: 6868
Calmar Ratio Rank
IBHH Martin Ratio Rank: 8888
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.

IBHH vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2028 Term High Yield and Income ETF (IBHH) 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.


IBHHTLTDifference

Sharpe ratio

Return per unit of total volatility

1.38

-0.04

+1.42

Sortino ratio

Return per unit of downside risk

1.83

0.02

+1.81

Omega ratio

Gain probability vs. loss probability

1.36

1.00

+0.35

Calmar ratio

Return relative to maximum drawdown

1.72

0.05

+1.66

Martin ratio

Return relative to average drawdown

10.94

0.11

+10.83

IBHH vs. TLT - Sharpe Ratio Comparison

The current IBHH Sharpe Ratio is 1.38, which is higher than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of IBHH 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.


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Sharpe Ratios by Period


IBHHTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

-0.04

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.26

+0.44

Correlation

The correlation between IBHH and TLT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBHH vs. TLT - Dividend Comparison

IBHH's dividend yield for the trailing twelve months is around 6.37%, more than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.37%6.39%6.93%6.65%5.36%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

IBHH vs. TLT - Drawdown Comparison

The maximum IBHH drawdown since its inception was -12.05%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IBHH and TLT.


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Drawdown Indicators


IBHHTLTDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-48.35%

+36.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-9.23%

+5.15%

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

-0.63%

-40.17%

+39.54%

Average Drawdown

Average peak-to-trough decline

-2.39%

-13.62%

+11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

4.38%

-3.74%

Volatility

IBHH vs. TLT - Volatility Comparison

The current volatility for iShares iBonds 2028 Term High Yield and Income ETF (IBHH) is 1.43%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.71%. This indicates that IBHH 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


IBHHTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

3.71%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

6.61%

-4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.13%

11.44%

-6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

15.90%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.39%

14.93%

-7.54%