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IETC vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IETC vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Evolved U.S. Technology ETF (IETC) 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, IETC achieves a 13.88% return, which is significantly higher than TLT's -0.27% return.


IETC

1D
-2.13%
1M
11.52%
YTD
13.88%
6M
12.87%
1Y
30.45%
3Y*
30.53%
5Y*
18.23%
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)

IETC vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IETC
iShares Evolved U.S. Technology ETF
13.88%19.56%37.57%54.35%-32.78%29.73%46.59%43.09%-3.52%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%3.44%

Correlation

The correlation between IETC and TLT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.11

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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2018

-0.04

The correlation between IETC and TLT shifts across timeframes, from -0.04 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IETC vs. TLT — Risk / Return Rank

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

IETC
IETC Risk / Return Rank: 3434
Overall Rank
IETC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IETC Sortino Ratio Rank: 3838
Sortino Ratio Rank
IETC Omega Ratio Rank: 3737
Omega Ratio Rank
IETC Calmar Ratio Rank: 2929
Calmar Ratio Rank
IETC Martin Ratio Rank: 2828
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.

IETC vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Evolved U.S. Technology ETF (IETC) 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.


IETCTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.25

1.09

+0.16

Calmar ratioReturn relative to maximum drawdown

1.44

0.65

+0.79

Martin ratioReturn relative to average drawdown

4.06

1.63

+2.44

IETC vs. TLT - Sharpe Ratio Comparison

The current IETC Sharpe Ratio is 1.46, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IETC 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


IETCTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.51

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

-0.40

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.26

+0.61

Drawdowns

IETC vs. TLT - Drawdown Comparison

The maximum IETC drawdown since its inception was -38.48%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IETC and TLT.


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Drawdown Indicators


IETCTLTDifference

Max Drawdown

Largest peak-to-trough decline

-38.48%

-48.35%

+9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

-7.58%

-13.61%

Max Drawdown (3Y)

Largest decline over 3 years

-25.17%

-19.18%

-5.99%

Max Drawdown (5Y)

Largest decline over 5 years

-38.48%

-43.70%

+5.22%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-2.25%

-40.44%

+38.19%

Average Drawdown

Average peak-to-trough decline

-8.14%

-13.82%

+5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.51%

3.04%

+4.47%

Volatility

IETC vs. TLT - Volatility Comparison

iShares Evolved U.S. Technology ETF (IETC) has a higher volatility of 6.43% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that IETC's price experiences larger fluctuations and is considered to be riskier 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


IETCTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

2.76%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.49%

6.50%

+9.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

9.77%

+11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

15.87%

+8.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

14.91%

+10.46%

IETC vs. TLT - Expense Ratio Comparison

IETC has a 0.18% expense ratio, which is higher than TLT's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IETC vs. TLT - Dividend Comparison

IETC's dividend yield for the trailing twelve months is around 0.34%, less than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IETC
iShares Evolved U.S. Technology ETF
0.34%0.38%0.52%0.79%0.92%0.73%0.48%0.95%1.27%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


IETC and TLT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IETC has higher volatility (6.43%) compared to TLT (2.76%). In terms of maximum drawdown, IETC dropped -38.48% vs TLT's -48.35%.

On 5-year performance, IETC leads with 18.23% vs -6.31% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IETC has performed better with a 18.23% return vs -6.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.18% for IETC.

TLT has the higher dividend yield at 4.59%, compared with 0.34% for IETC.

IETC is categorized as Technology Equities, while TLT is Government Bonds. Their fees differ too: 0.18% for IETC and 0.15% for TLT.

IETC currently has the higher Sharpe Ratio (1.46 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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