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IBTG vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTG vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2026 Term Treasury ETF (IBTG) 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, IBTG achieves a 1.44% return, which is significantly higher than TLT's -0.27% return.


IBTG

1D
0.00%
1M
0.28%
YTD
1.44%
6M
1.80%
1Y
4.14%
3Y*
4.11%
5Y*
0.84%
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)

IBTG vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
1.44%4.40%3.97%4.34%-8.18%-3.04%3.99%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-8.05%2.77%-31.23%-4.60%2.90%

Correlation

The correlation between IBTG and TLT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.52

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

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.64

Over the past year, the correlation between IBTG and TLT has dropped to 0.18 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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Return for Risk

IBTG vs. TLT — Risk / Return Rank

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

IBTG
IBTG Risk / Return Rank: 9999
Overall Rank
IBTG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTG Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTG Omega Ratio Rank: 9999
Omega Ratio Rank
IBTG Calmar Ratio Rank: 100100
Calmar Ratio Rank
IBTG Martin Ratio Rank: 9999
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.

IBTG vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Treasury ETF (IBTG) 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.


IBTGTLTDifference

Sharpe ratio

Return per unit of total volatility

8.02

0.51

+7.51

Sortino ratio

Return per unit of downside risk

20.36

0.80

+19.56

Omega ratio

Gain probability vs. loss probability

4.40

1.09

+3.31

Calmar ratio

Return relative to maximum drawdown

63.59

0.65

+62.94

Martin ratio

Return relative to average drawdown

256.63

1.63

+255.00

IBTG vs. TLT - Sharpe Ratio Comparison

The current IBTG Sharpe Ratio is 8.02, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IBTG 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


IBTGTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.02

0.51

+7.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.40

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.26

+0.03

Drawdowns

IBTG vs. TLT - Drawdown Comparison

The maximum IBTG drawdown since its inception was -13.62%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IBTG and TLT.


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Drawdown Indicators


IBTGTLTDifference

Max Drawdown

Largest peak-to-trough decline

-13.62%

-48.35%

+34.73%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-7.58%

+7.51%

Max Drawdown (3Y)

Largest decline over 3 years

-1.33%

-19.18%

+17.85%

Max Drawdown (5Y)

Largest decline over 5 years

-12.31%

-43.70%

+31.39%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

0.00%

-40.44%

+40.44%

Average Drawdown

Average peak-to-trough decline

-4.90%

-13.82%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

3.04%

-3.02%

Volatility

IBTG vs. TLT - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Treasury ETF (IBTG) is 0.12%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.76%. This indicates that IBTG 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


IBTGTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

2.76%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

0.32%

6.50%

-6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.52%

9.77%

-9.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.27%

15.87%

-12.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

14.91%

-11.46%

IBTG vs. TLT - Expense Ratio Comparison

IBTG 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

IBTG vs. TLT - Dividend Comparison

IBTG's dividend yield for the trailing twelve months is around 3.96%, less than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
3.96%4.03%4.08%3.61%2.06%0.66%0.53%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


IBTG and TLT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.76%) compared to IBTG (0.12%). In terms of maximum drawdown, IBTG dropped -13.62% vs TLT's -48.35%.

On 5-year performance, IBTG leads with 0.84% vs -6.31% for TLT. On fees, IBTG is cheaper at 0.07% per year. On volatility, IBTG has been the lower-risk option at 0.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBTG has performed better with a 0.84% return vs -6.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

TLT has the higher dividend yield at 4.59%, compared with 3.96% for IBTG.

IBTG tracks ICE 2026 Maturity US Treasury Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.07% for IBTG and 0.15% for TLT.

IBTG currently has the higher Sharpe Ratio (8.02 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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