LDRT vs. TLTX

Last updated Jun 25, 2026

LDRT (iShares iBonds 1-5 Year Treasury Ladder ETF) and TLTX (Global X Treasury Bond Enhanced Income ETF) are both Government Bonds funds. LDRT is passively managed, while TLTX is actively managed. At a 0.41 correlation, their price movements are largely independent. LDRT charges 0.07%/yr vs 0.29%/yr for TLTX.

Performance

LDRT vs. TLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) and Global X Treasury Bond Enhanced Income ETF (TLTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRT achieves a 0.99% return, which is significantly lower than TLTX's 1.95% return.

LDRT

• 1D: 0.28%
• 1M: 0.40%
• YTD: 0.99%
• 6M: 1.05%
• 1Y: 3.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TLTX

• 1D: 0.82%
• 1M: 2.89%
• YTD: 1.95%
• 6M: 1.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRT vs. TLTX - Yearly Performance Comparison

	2026 (YTD)	2025
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF	0.99%	2.88%
TLTX Global X Treasury Bond Enhanced Income ETF	1.95%	6.02%

Correlation

The correlation between LDRT and TLTX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025	0.41

Return for Risk

LDRT vs. TLTX — Risk / Return Rank

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

LDRT

LDRT Risk / Return Rank: 48
LDRT Sharpe Ratio Rank: 38
LDRT Sortino Ratio Rank: 39
LDRT Omega Ratio Rank: 42
LDRT Calmar Ratio Rank: 69
LDRT Martin Ratio Rank: 52

TLTX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LDRT vs. TLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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.

	LDRT	TLTX	Difference
Sharpe ratio: Return per unit of total volatility	1.20	—	—
Sortino ratio: Return per unit of downside risk	1.80	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	3.02	—	—
Martin ratio: Return relative to average drawdown	7.80	—	—

Drawdowns

LDRT vs. TLTX - Drawdown Comparison

The maximum LDRT drawdown since its inception was -1.11%, smaller than the maximum TLTX drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for LDRT and TLTX.

Drawdown Indicators

	LDRT	TLTX	Difference
Max Drawdown Largest peak-to-trough decline	-1.11%	-6.35%	+5.24%
Max Drawdown (1Y) Largest decline over 1 year	-1.11%	—	—
Current Drawdown Current decline from peak	-0.26%	-1.82%	+1.56%
Average Drawdown Average peak-to-trough decline	-0.33%	-2.29%	+1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.43%	—	—

Volatility

Volatility by Period

	LDRT	TLTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.80%	9.28%	-6.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.77%	9.28%	-6.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.77%	9.28%	-6.51%

LDRT vs. TLTX - Expense Ratio Comparison

LDRT has a 0.07% expense ratio, which is lower than TLTX's 0.29% expense ratio.

Dividends

LDRT vs. TLTX - Dividend Comparison

LDRT's dividend yield for the trailing twelve months is around 4.07%, less than TLTX's 17.11% yield.

Position	TTM	2025	2024
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF	4.07%	3.86%	0.69%
TLTX Global X Treasury Bond Enhanced Income ETF	17.11%	7.54%	0.00%

Frequently Asked Questions

Can I hold both LDRT and TLTX in my portfolio?

LDRT and TLTX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LDRT or TLTX?

On fees, LDRT is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LDRT or TLTX?

LDRT is cheaper with a 0.07% expense ratio, compared with 0.29% for TLTX.

Which ETF pays a higher dividend yield, LDRT or TLTX?

TLTX has the higher dividend yield at 17.11%, compared with 4.07% for LDRT.

What is the main difference between LDRT and TLTX?

They also come from different issuers: iShares and Global X. Their fees differ too: 0.07% for LDRT and 0.29% for TLTX.