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IGEB vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) 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, IGEB achieves a 0.41% return, which is significantly higher than TLT's -0.27% return.


IGEB

1D
-0.22%
1M
0.57%
YTD
0.41%
6M
0.32%
1Y
5.98%
3Y*
5.88%
5Y*
1.10%
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)

IGEB vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
0.41%8.17%3.10%9.56%-14.85%-1.14%11.23%15.42%-2.05%1.53%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%4.28%

Correlation

The correlation between IGEB and TLT is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.89

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2017

0.75

The correlation between IGEB and TLT shifts across timeframes, from 0.75 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGEB vs. TLT — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 4141
Overall Rank
IGEB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 4242
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3939
Omega Ratio Rank
IGEB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGEB Martin Ratio Rank: 4343
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.

IGEB vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) 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.


IGEBTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.25

1.09

+0.16

Calmar ratioReturn relative to maximum drawdown

2.08

0.65

+1.43

Martin ratioReturn relative to average drawdown

6.81

1.63

+5.19

IGEB vs. TLT - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.44, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IGEB 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


IGEBTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.51

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.40

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.26

+0.23

Drawdowns

IGEB vs. TLT - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IGEB and TLT.


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Drawdown Indicators


IGEBTLTDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-48.35%

+27.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-7.58%

+4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-19.18%

+13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-43.70%

+22.57%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-1.03%

-40.44%

+39.41%

Average Drawdown

Average peak-to-trough decline

-4.90%

-13.82%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

3.04%

-2.16%

Volatility

IGEB vs. TLT - Volatility Comparison

The current volatility for iShares Investment Grade Bond Factor ETF (IGEB) is 1.33%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.76%. This indicates that IGEB 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


IGEBTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

2.76%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

6.50%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

9.77%

-5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

15.87%

-9.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

14.91%

-8.39%

IGEB vs. TLT - Expense Ratio Comparison

IGEB 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

IGEB vs. TLT - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.06%, more than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%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


IGEB and TLT have a correlation of 0.85, 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 IGEB (1.33%). In terms of maximum drawdown, IGEB dropped -21.13% vs TLT's -48.35%.

On 5-year performance, IGEB leads with 1.10% vs -6.31% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, IGEB has been the lower-risk option at 1.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGEB has performed better with a 1.10% 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 IGEB.

IGEB has the higher dividend yield at 5.06%, compared with 4.59% for TLT.

IGEB is categorized as Corporate Bonds, while TLT is Government Bonds. IGEB tracks BlackRock Investment Grade Enhanced Bond Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.18% for IGEB and 0.15% for TLT.

IGEB currently has the higher Sharpe Ratio (1.44 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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