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LTPZ vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, LTPZ achieves a 0.42% return, which is significantly lower than TLT's 0.51% return. Over the past 10 years, LTPZ has outperformed TLT with an annualized return of 0.66%, while TLT has yielded a comparatively lower -1.74% annualized return.


LTPZ

1D
1.05%
1M
1.11%
YTD
0.42%
6M
-0.15%
1Y
4.41%
3Y*
-1.03%
5Y*
-5.52%
10Y*
0.66%

TLT

1D
1.30%
1M
1.56%
YTD
0.51%
6M
-0.28%
1Y
4.37%
3Y*
-1.62%
5Y*
-6.49%
10Y*
-1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTPZ vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTPZ
PIMCO 15+ Year US TIPS Index ETF
0.42%4.00%-4.80%0.96%-31.71%7.02%24.89%17.47%-7.22%9.07%
TLT
iShares 20+ Year Treasury Bond ETF
0.51%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between LTPZ and TLT is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.92

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

0.84

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

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2009

0.82

The correlation between LTPZ and TLT shifts across timeframes, from 0.82 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LTPZ vs. TLT — Risk / Return Rank

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

LTPZ
LTPZ Risk / Return Rank: 1818
Overall Rank
LTPZ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LTPZ Sortino Ratio Rank: 1717
Sortino Ratio Rank
LTPZ Omega Ratio Rank: 1717
Omega Ratio Rank
LTPZ Calmar Ratio Rank: 1919
Calmar Ratio Rank
LTPZ Martin Ratio Rank: 1717
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1818
Overall Rank
TLT Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1717
Sortino Ratio Rank
TLT Omega Ratio Rank: 1616
Omega Ratio Rank
TLT Calmar Ratio Rank: 1818
Calmar Ratio Rank
TLT Martin Ratio Rank: 1818
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.

LTPZ vs. TLT - Risk-Adjusted Trends 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.

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.


LTPZTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.08

1.08

0.00

Calmar ratioReturn relative to maximum drawdown

0.63

0.58

+0.05

Martin ratioReturn relative to average drawdown

1.35

1.40

-0.05

LTPZ vs. TLT - Sharpe Ratio Comparison

The current LTPZ Sharpe Ratio is 0.48, which is comparable to the TLT Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of LTPZ 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

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.


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Drawdown Indicators


LTPZTLTDifference

Max Drawdown

Largest peak-to-trough decline

-40.99%

-48.35%

+7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-7.58%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

-19.18%

+2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

-43.70%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

-48.35%

+7.36%

Current Drawdown

Current decline from peak

-32.73%

-39.97%

+7.24%

Average Drawdown

Average peak-to-trough decline

-12.43%

-13.84%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.12%

+0.15%

Volatility

LTPZ vs. TLT - Volatility Comparison

The current volatility for PIMCO 15+ Year US TIPS Index ETF (LTPZ) is 2.55%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.83%. This indicates that LTPZ 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.


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Volatility by Period


LTPZTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

2.83%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

6.65%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

9.20%

9.68%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

15.86%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

14.91%

+0.16%

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%.


Dividends

LTPZ vs. TLT - Dividend Comparison

LTPZ's dividend yield for the trailing twelve months is around 5.23%, more than TLT's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
LTPZ
PIMCO 15+ Year US TIPS Index ETF
5.23%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%
TLT
iShares 20+ Year Treasury Bond ETF
4.55%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


With a correlation of 0.93, LTPZ and TLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TLT has higher volatility (2.83%) compared to LTPZ (2.55%). In terms of maximum drawdown, LTPZ dropped -40.99% vs TLT's -48.35%.

On 10-year performance, LTPZ leads with 0.66% vs -1.74% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, LTPZ has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LTPZ has performed better with a 0.66% return vs -1.74%. 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 0.20% for LTPZ.

LTPZ has the higher dividend yield at 5.23%, compared with 4.55% for TLT.

LTPZ is categorized as Inflation-Protected Bonds, while TLT is Government Bonds. LTPZ tracks ICE BofA US Inflation-Linked Treasury (15+ Y), while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.20% for LTPZ and 0.15% for TLT.

LTPZ currently has the higher Sharpe Ratio (0.48 vs 0.45), 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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