LGCF vs. TFLO
LGCF (Themes US Cash Flow Champions ETF) and TFLO (iShares Treasury Floating Rate Bond ETF) are both exchange-traded funds - LGCF is a Large Cap Value Equities fund tracking the Solactive US Cash Flow Champions Index, while TFLO is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Index. Both are passively managed. Over the past year, LGCF returned 18.10% vs 3.97% for TFLO. At a correlation of -0.06, they often move in opposite directions. LGCF charges 0.29%/yr vs 0.15%/yr for TFLO.
Performance
LGCF vs. TFLO - Performance Comparison
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Returns By Period
In the year-to-date period, LGCF achieves a 4.45% return, which is significantly higher than TFLO's 1.61% return.
LGCF
- 1D
- -0.82%
- 1M
- 0.95%
- YTD
- 4.45%
- 6M
- 5.09%
- 1Y
- 18.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TFLO
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.61%
- 6M
- 1.88%
- 1Y
- 3.97%
- 3Y*
- 4.74%
- 5Y*
- 3.64%
- 10Y*
- 2.36%
LGCF vs. TFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LGCF Themes US Cash Flow Champions ETF | 4.45% | 15.71% | 17.65% | 2.14% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.61% | 4.22% | 5.34% | 0.24% |
Correlation
The correlation between LGCF and TFLO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2023 | -0.06 |
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Return for Risk
LGCF vs. TFLO — Risk / Return Rank
LGCF
TFLO
LGCF vs. TFLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Themes US Cash Flow Champions ETF (LGCF) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.
| LGCF | TFLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.68 | ||
| Sortino ratioReturn per unit of downside risk | -48.88 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 13.94 | -12.68 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 201.22 | -198.06 |
| Martin ratioReturn relative to average drawdown | 9.53 | 823.26 | -813.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGCF | TFLO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 14.09 | -12.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 10.30 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 5.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.99 | +0.10 |
Drawdowns
LGCF vs. TFLO - Drawdown Comparison
The maximum LGCF drawdown since its inception was -16.67%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for LGCF and TFLO.
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Drawdown Indicators
| LGCF | TFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.67% | -5.01% | -11.66% |
Max Drawdown (1Y)Largest decline over 1 year | -5.75% | -0.02% | -5.73% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.16% | — |
Current DrawdownCurrent decline from peak | -0.82% | 0.00% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -2.22% | -0.10% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 0.00% | +1.90% |
Volatility
LGCF vs. TFLO - Volatility Comparison
Themes US Cash Flow Champions ETF (LGCF) has a higher volatility of 2.92% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that LGCF's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGCF | TFLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 0.07% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 0.20% | +9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 0.28% | +12.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 0.35% | +14.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 0.46% | +14.70% |
LGCF vs. TFLO - Expense Ratio Comparison
LGCF has a 0.29% expense ratio, which is higher than TFLO's 0.15% expense ratio.
Dividends
LGCF vs. TFLO - Dividend Comparison
LGCF's dividend yield for the trailing twelve months is around 1.76%, less than TFLO's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGCF Themes US Cash Flow Champions ETF | 1.76% | 1.84% | 1.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFLO iShares Treasury Floating Rate Bond ETF | 3.90% | 4.16% | 5.21% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% |
Frequently Asked Questions
LGCF and TFLO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGCF has higher volatility (2.92%) compared to TFLO (0.07%). In terms of maximum drawdown, LGCF dropped -16.67% vs TFLO's -5.01%.
On 1-year performance, LGCF leads with 18.10% vs 3.97% for TFLO. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LGCF has performed better with a 18.10% return vs 3.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TFLO is cheaper with a 0.15% expense ratio, compared with 0.29% for LGCF.
TFLO has the higher dividend yield at 3.90%, compared with 1.76% for LGCF.
LGCF is categorized as Large Cap Value Equities, while TFLO is Government Bonds. LGCF tracks Solactive US Cash Flow Champions Index, while TFLO tracks Bloomberg U.S. Treasury Floating Rate Index. They also come from different issuers: Themes and iShares. Their fees differ too: 0.29% for LGCF and 0.15% for TFLO.
TFLO currently has the higher Sharpe Ratio (14.09 vs 1.41), 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.
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