MATIC-USD vs. TLT

Last updated Apr 2, 2026

Compare and contrast key facts about Polygon USD (MATIC-USD) and iShares 20+ Year Treasury Bond ETF (TLT).

TLT is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 20+ Year Bond Index. It was launched on Jul 22, 2002.

Performance

MATIC-USD vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polygon USD (MATIC-USD) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

MATIC-USD vs. TLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MATIC-USD Polygon USD	0.00%	-29.46%	-53.57%	28.05%	-69.98%	14,215.20%	27.71%	212.30%
TLT iShares 20+ Year Treasury Bond ETF	0.07%	4.25%	-8.05%	2.77%	-31.23%	-4.60%	18.15%	11.26%

Returns By Period

MATIC-USD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TLT

• 1D: -0.10%
• 1M: -3.35%
• YTD: 0.07%
• 6M: -1.23%
• 1Y: -1.44%
• 3Y*: -2.81%
• 5Y*: -5.87%
• 10Y*: -1.39%

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

Return for Risk

MATIC-USD vs. TLT — Risk / Return Rank

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

TLT

TLT Risk / Return Rank: 9
TLT Sharpe Ratio Rank: 9
TLT Sortino Ratio Rank: 8
TLT Omega Ratio Rank: 8
TLT Calmar Ratio Rank: 11
TLT Martin Ratio Rank: 11

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.

MATIC-USD vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polygon USD (MATIC-USD) 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.

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

Sharpe Ratios by Period

	MATIC-USD	TLT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.13	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.26	—

Correlation

The correlation between MATIC-USD and TLT is -0.00. 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.

Drawdowns

Drawdown Indicators

	MATIC-USD	TLT	Difference
Max Drawdown Largest peak-to-trough decline	—	-48.35%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-43.70%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.35%	—
Current Drawdown Current decline from peak	—	-40.23%	—
Average Drawdown Average peak-to-trough decline	—	-13.62%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.39%	—

Volatility

Volatility by Period

	MATIC-USD	TLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.40%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.88%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	14.93%	—