PortfoliosLab logo
LTPZ vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LTPZ and TLT is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

LTPZ vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 15+ Year US TIPS Index ETF (LTPZ) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%60.00%65.00%70.00%NovemberDecember2025FebruaryMarchApril
61.15%
46.13%
LTPZ
TLT

Key characteristics

Sharpe Ratio

LTPZ:

0.29

TLT:

0.28

Sortino Ratio

LTPZ:

0.47

TLT:

0.48

Omega Ratio

LTPZ:

1.06

TLT:

1.06

Calmar Ratio

LTPZ:

0.10

TLT:

0.09

Martin Ratio

LTPZ:

0.63

TLT:

0.53

Ulcer Index

LTPZ:

6.01%

TLT:

7.52%

Daily Std Dev

LTPZ:

13.08%

TLT:

14.42%

Max Drawdown

LTPZ:

-40.99%

TLT:

-48.35%

Current Drawdown

LTPZ:

-34.49%

TLT:

-41.08%

Returns By Period

In the year-to-date period, LTPZ achieves a 1.70% return, which is significantly lower than TLT's 2.84% return. Over the past 10 years, LTPZ has outperformed TLT with an annualized return of 0.50%, while TLT has yielded a comparatively lower -1.03% annualized return.


LTPZ

YTD

1.70%

1M

-1.55%

6M

-2.89%

1Y

4.41%

5Y*

-5.70%

10Y*

0.50%

TLT

YTD

2.84%

1M

0.04%

6M

-1.48%

1Y

5.49%

5Y*

-9.90%

10Y*

-1.03%

*Annualized

Compare stocks, funds, or ETFs

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


LTPZ vs. TLT - Expense Ratio Comparison

LTPZ 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%.


Expense ratio chart for LTPZ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LTPZ: 0.20%
Expense ratio chart for TLT: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TLT: 0.15%

Risk-Adjusted Performance

LTPZ vs. TLT — Risk-Adjusted Performance Rank

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

LTPZ
The Risk-Adjusted Performance Rank of LTPZ is 3434
Overall Rank
The Sharpe Ratio Rank of LTPZ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LTPZ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of LTPZ is 3535
Omega Ratio Rank
The Calmar Ratio Rank of LTPZ is 2828
Calmar Ratio Rank
The Martin Ratio Rank of LTPZ is 3333
Martin Ratio Rank

TLT
The Risk-Adjusted Performance Rank of TLT is 3333
Overall Rank
The Sharpe Ratio Rank of TLT is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TLT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of TLT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of TLT is 2626
Calmar Ratio Rank
The Martin Ratio Rank of TLT is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LTPZ vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 15+ Year US TIPS Index ETF (LTPZ) 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.


The chart of Sharpe ratio for LTPZ, currently valued at 0.29, compared to the broader market-1.000.001.002.003.004.00
LTPZ: 0.29
TLT: 0.28
The chart of Sortino ratio for LTPZ, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
LTPZ: 0.47
TLT: 0.48
The chart of Omega ratio for LTPZ, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
LTPZ: 1.06
TLT: 1.06
The chart of Calmar ratio for LTPZ, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.00
LTPZ: 0.10
TLT: 0.09
The chart of Martin ratio for LTPZ, currently valued at 0.63, compared to the broader market0.0020.0040.0060.00
LTPZ: 0.63
TLT: 0.53

The current LTPZ Sharpe Ratio is 0.29, which is comparable to the TLT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of LTPZ and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.29
0.28
LTPZ
TLT

Dividends

LTPZ vs. TLT - Dividend Comparison

LTPZ's dividend yield for the trailing twelve months is around 4.06%, less than TLT's 4.24% yield.


TTM20242023202220212020201920182017201620152014
LTPZ
PIMCO 15+ Year US TIPS Index ETF
4.06%3.71%3.71%8.38%3.56%1.42%1.74%3.80%2.25%2.32%0.71%1.77%
TLT
iShares 20+ Year Treasury Bond ETF
4.24%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

Drawdowns

LTPZ vs. TLT - Drawdown Comparison

The maximum LTPZ drawdown since its inception was -40.99%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for LTPZ and TLT. For additional features, visit the drawdowns tool.


-44.00%-42.00%-40.00%-38.00%-36.00%-34.00%-32.00%NovemberDecember2025FebruaryMarchApril
-34.49%
-41.08%
LTPZ
TLT

Volatility

LTPZ vs. TLT - Volatility Comparison

PIMCO 15+ Year US TIPS Index ETF (LTPZ) has a higher volatility of 6.54% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 6.00%. This indicates that LTPZ'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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.54%
6.00%
LTPZ
TLT