PLNUSD=X vs. TLT

In the year-to-date period, PLNUSD=X achieves a 10.75% return, which is significantly higher than TLT's 0.04% return. Over the past 10 years, PLNUSD=X has outperformed TLT with an annualized return of -0.11%, while TLT has yielded a comparatively lower -0.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PLN/USD (PLNUSD=X) 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 current PLNUSD=X Sharpe Ratio is 0.67, which is higher than the TLT Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of PLNUSD=X 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.

The maximum PLNUSD=X drawdown since its inception was -65.59%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for PLNUSD=X and TLT.

The current volatility for PLN/USD (PLNUSD=X) is 3.30%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.59%. This indicates that PLNUSD=X 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.