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IBTR vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTR vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2036 Term Treasury ETF (IBTR) 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


IBTR

1D
-0.38%
1M
-1.56%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

TLT

1D
-0.66%
1M
-3.81%
6M
-3.46%
YTD
-3.49%
1Y
-2.45%
3Y*
-1.80%
5Y*
-8.18%
10Y*
-2.38%
ALL TIME*
3.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$481.12K$362.65K$277.01K
$2.33B$2.02B$2.19B

IBTR vs. TLT - Yearly Performance Comparison


Correlation

The correlation between IBTR and TLT is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.91

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Return for Risk

IBTR vs. TLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBTR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TLT
TLT Risk / Return Rank: 99
Overall Rank
TLT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 88
Sortino Ratio Rank
TLT Omega Ratio Rank: 88
Omega Ratio Rank
TLT Calmar Ratio Rank: 99
Calmar Ratio Rank
TLT Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBTR vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2036 Term Treasury ETF (IBTR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBTRTLTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.14

Martin ratioReturn relative to average drawdown

-0.30

IBTR vs. TLT - Sharpe Ratio Comparison


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Drawdowns

IBTR vs. TLT - Drawdown Comparison

The maximum IBTR drawdown since its inception was -2.88%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IBTR and TLT.


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Drawdown Indicators


IBTRTLTDifference

Max Drawdown

Largest peak-to-trough decline

-2.88%

-48.35%

+45.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.79%

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

-2.36%

-42.36%

+40.00%

Average Drawdown

Average peak-to-trough decline

-1.07%

-13.99%

+12.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

Volatility

IBTR vs. TLT - Volatility Comparison


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Volatility by Period


IBTRTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

9.32%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.28%

15.74%

-10.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

14.83%

-9.55%

IBTR vs. TLT - Expense Ratio Comparison

IBTR 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

IBTR vs. TLT - Dividend Comparison

IBTR's dividend yield for the trailing twelve months is around 1.01%, less than TLT's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTR
iShares iBonds Dec 2036 Term Treasury ETF
1.01%0.00%0.00%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
4.34%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 0.91, IBTR 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.

On fees, IBTR is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

TLT has the higher dividend yield at 4.34%, compared with 1.01% for IBTR.

IBTR tracks ICE 2036 Maturity US Treasury Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.07% for IBTR and 0.15% for TLT.

Portfolio Optimizer

Find the right allocation for IBTR 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.

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