IS0L.DE vs. TLT
Compare and contrast key facts about iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) and iShares 20+ Year Treasury Bond ETF (TLT).
IS0L.DE and TLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS0L.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Treasury Germany. It was launched on May 8, 2012. TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002. Both IS0L.DE and TLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS0L.DE or TLT.
Key characteristics
| IS0L.DE | TLT | |
|---|---|---|
| YTD Return | 0.40% | 3.41% |
| 1Y Return | 6.43% | 11.62% |
| 3Y Return (Ann) | -4.61% | -10.00% |
| 5Y Return (Ann) | -3.29% | -4.57% |
| 10Y Return (Ann) | -0.35% | 1.08% |
| Sharpe Ratio | 1.15 | 0.65 |
| Daily Std Dev | 5.47% | 16.74% |
| Max Drawdown | -23.96% | -48.35% |
| Current Drawdown | -17.97% | -35.57% |
Correlation
The correlation between IS0L.DE and TLT is 0.40, 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.
Performance
IS0L.DE vs. TLT - Performance Comparison
In the year-to-date period, IS0L.DE achieves a 0.40% return, which is significantly lower than TLT's 3.41% return. Over the past 10 years, IS0L.DE has underperformed TLT with an annualized return of -0.35%, while TLT has yielded a comparatively higher 1.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS0L.DE vs. TLT - Expense Ratio Comparison
IS0L.DE has a 0.20% 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%.
Risk-Adjusted Performance
IS0L.DE vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) 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.
Dividends
IS0L.DE vs. TLT - Dividend Comparison
IS0L.DE's dividend yield for the trailing twelve months is around 1.23%, less than TLT's 3.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0L.DE iShares Germany Government Bond UCITS ETF (Dist) | 1.23% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.35% | 0.70% | 0.73% |
TLT iShares 20+ Year Treasury Bond ETF | 3.63% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
IS0L.DE vs. TLT - Drawdown Comparison
The maximum IS0L.DE drawdown since its inception was -23.96%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IS0L.DE and TLT. For additional features, visit the drawdowns tool.
Volatility
IS0L.DE vs. TLT - Volatility Comparison
The current volatility for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) is 2.01%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.38%. This indicates that IS0L.DE 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.