PortfoliosLab logoPortfoliosLab logo
JNKE.L vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNKE.L vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Euro High Yield Bond UCITS ETF (JNKE.L) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

JNKE.L is traded in EUR, while TLT is traded in USD. To make them comparable, the TLT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JNKE.L achieves a 1.14% return, which is significantly lower than TLT's 1.39% return. Over the past 10 years, JNKE.L has outperformed TLT with an annualized return of 3.10%, while TLT has yielded a comparatively lower -1.77% annualized return.


JNKE.L

1D
0.08%
1M
0.42%
YTD
1.14%
6M
1.57%
1Y
3.53%
3Y*
6.63%
5Y*
2.49%
10Y*
3.10%

TLT

1D
0.28%
1M
1.16%
YTD
1.39%
6M
-0.29%
1Y
2.20%
3Y*
-4.43%
5Y*
-5.34%
10Y*
-1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNKE.L vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNKE.L
SPDR Bloomberg Euro High Yield Bond UCITS ETF
1.14%5.01%5.84%11.68%-10.56%2.88%1.85%10.51%-4.34%4.97%
TLT
iShares 20+ Year Treasury Bond ETF
1.39%-8.12%-1.98%-0.31%-26.97%2.54%8.41%16.70%3.01%-4.24%

Correlation

The correlation between JNKE.L and TLT is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.15

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

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2012

-0.03

The correlation between JNKE.L and TLT shifts across timeframes, from -0.05 (10 years) to 0.15 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JNKE.L vs. TLT — Risk / Return Rank

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

JNKE.L
JNKE.L Risk / Return Rank: 2020
Overall Rank
JNKE.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
JNKE.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
JNKE.L Omega Ratio Rank: 2323
Omega Ratio Rank
JNKE.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
JNKE.L Martin Ratio Rank: 2828
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1313
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1212
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
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.

JNKE.L vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Euro High Yield Bond UCITS ETF (JNKE.L) 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.


JNKE.LTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.16

1.05

+0.11

Calmar ratioReturn relative to maximum drawdown

0.47

0.30

+0.17

Martin ratioReturn relative to average drawdown

3.85

0.64

+3.21

JNKE.L vs. TLT - Sharpe Ratio Comparison

The current JNKE.L Sharpe Ratio is 0.44, which is higher than the TLT Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of JNKE.L 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.


Loading charts...

Sharpe Ratios by Period


JNKE.LTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.23

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

-0.33

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

-0.11

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.22

+0.46

Drawdowns

JNKE.L vs. TLT - Drawdown Comparison

The maximum JNKE.L drawdown since its inception was -25.52%, smaller than the maximum TLT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for JNKE.L and TLT.


Loading charts...

Drawdown Indicators


JNKE.LTLTDifference

Max Drawdown

Largest peak-to-trough decline

-25.52%

-46.77%

+21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-7.42%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-7.12%

-17.13%

+10.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.25%

-39.79%

+23.54%

Max Drawdown (10Y)

Largest decline over 10 years

-25.52%

-46.77%

+21.25%

Current Drawdown

Current decline from peak

-0.13%

-43.78%

+43.65%

Average Drawdown

Average peak-to-trough decline

-2.24%

-18.50%

+16.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

3.47%

-2.61%

Volatility

JNKE.L vs. TLT - Volatility Comparison

The current volatility for SPDR Bloomberg Euro High Yield Bond UCITS ETF (JNKE.L) is 1.15%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.08%. This indicates that JNKE.L 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.


Loading charts...

Volatility by Period


JNKE.LTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

2.08%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

7.02%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

7.53%

9.71%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

16.22%

-9.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.96%

15.64%

-8.68%

JNKE.L vs. TLT - Expense Ratio Comparison

JNKE.L has a 0.40% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

JNKE.L vs. TLT - Dividend Comparison

JNKE.L's dividend yield for the trailing twelve months is around 5.35%, more than TLT's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
JNKE.L
SPDR Bloomberg Euro High Yield Bond UCITS ETF
5.35%5.48%5.85%4.95%3.47%2.91%3.14%3.08%2.87%3.57%3.58%3.92%
TLT
iShares 20+ Year Treasury Bond ETF
4.60%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


JNKE.L and TLT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLT is cheaper with a 0.15% expense ratio, compared with 0.40% for JNKE.L.

JNKE.L is categorized as European High Yield Bonds, while TLT is Government Bonds. JNKE.L tracks Bloomberg Pan Euro HY Euro TR EUR, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for JNKE.L and 0.15% for TLT.

Portfolio Optimizer

Find the right allocation for JNKE.L 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.

Open Portfolio Optimizer