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IWN vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWN vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Value ETF (IWN) 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, IWN achieves a 22.87% return, which is significantly higher than TLT's -3.49% return. Over the past 10 years, IWN has outperformed TLT with an annualized return of 10.28%, while TLT has yielded a comparatively lower -2.38% annualized return.


IWN

1D
-0.25%
1M
-0.04%
6M
14.84%
YTD
22.87%
1Y
43.20%
3Y*
15.76%
5Y*
8.77%
10Y*
10.28%
ALL TIME*
9.49%

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)
$142.85M$119.46M$143.70M
$2.33B$2.02B$2.19B

IWN vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWN
iShares Russell 2000 Value ETF
22.87%12.40%7.63%14.56%-14.77%27.96%4.66%22.01%-13.01%7.69%
TLT
iShares 20+ Year Treasury Bond ETF
-3.49%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between IWN and TLT is 0.29, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.29

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.11

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2002

-0.25

The correlation between IWN and TLT shifts across timeframes, from -0.25 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IWN vs. TLT — Risk / Return Rank

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

IWN
IWN Risk / Return Rank: 9292
Overall Rank
IWN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IWN Sortino Ratio Rank: 9292
Sortino Ratio Rank
IWN Omega Ratio Rank: 8989
Omega Ratio Rank
IWN Calmar Ratio Rank: 9494
Calmar Ratio Rank
IWN Martin Ratio Rank: 9393
Martin Ratio Rank

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.

IWN vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) 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.


IWNTLTDifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+3.41

Omega ratioGain probability vs. loss probability

1.41

0.99

+0.42

Calmar ratioReturn relative to maximum drawdown

4.79

-0.14

+4.92

Martin ratioReturn relative to average drawdown

17.22

-0.30

+17.51

IWN vs. TLT - Sharpe Ratio Comparison

The current IWN Sharpe Ratio is 2.33, which is higher than the TLT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of IWN 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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Drawdowns

IWN vs. TLT - Drawdown Comparison

The maximum IWN drawdown since its inception was -61.55%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IWN and TLT.


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Drawdown Indicators


IWNTLTDifference

Max Drawdown

Largest peak-to-trough decline

-61.55%

-48.35%

-13.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-7.74%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-14.79%

-11.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

-43.70%

+17.00%

Max Drawdown (10Y)

Largest decline over 10 years

-46.08%

-48.35%

+2.27%

Current Drawdown

Current decline from peak

-1.31%

-42.36%

+41.05%

Average Drawdown

Average peak-to-trough decline

-10.10%

-13.99%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

3.57%

-1.22%

Volatility

IWN vs. TLT - Volatility Comparison

iShares Russell 2000 Value ETF (IWN) has a higher volatility of 3.21% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.46%. This indicates that IWN'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


IWNTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.46%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

6.85%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

9.32%

+8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

15.74%

+5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

14.83%

+8.50%

IWN vs. TLT - Expense Ratio Comparison

IWN has a 0.24% 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

IWN vs. TLT - Dividend Comparison

IWN's dividend yield for the trailing twelve months is around 1.44%, less than TLT's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
IWN
iShares Russell 2000 Value ETF
1.44%1.70%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%
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


IWN and TLT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWN has higher volatility (3.21%) compared to TLT (2.46%). In terms of maximum drawdown, IWN dropped -61.55% vs TLT's -48.35%.

On 10-year performance, IWN leads with 10.28% vs -2.38% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWN has performed better with a 10.28% return vs -2.38%. 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 0.24% for IWN.

TLT has the higher dividend yield at 4.34%, compared with 1.44% for IWN.

IWN is categorized as Small Cap Value Equities, while TLT is Government Bonds. IWN tracks Russell 2000 Value Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.24% for IWN and 0.15% for TLT.

IWN currently has the higher Sharpe Ratio (2.33 vs -0.11), 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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