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PLNUSD=X vs. TLT
Performance
Return for Risk
Drawdowns
Volatility

Performance

PLNUSD=X vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLN/USD (PLNUSD=X) 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, PLNUSD=X achieves a -4.67% return, which is significantly lower than TLT's 2.11% return. Over the past 10 years, PLNUSD=X has outperformed TLT with an annualized return of 0.74%, while TLT has yielded a comparatively lower -1.85% annualized return.


PLNUSD=X

1D
0.22%
1M
-3.34%
YTD
-4.67%
6M
-5.04%
1Y
-3.18%
3Y*
2.64%
5Y*
0.09%
10Y*
0.74%

TLT

1D
-0.03%
1M
3.05%
YTD
2.11%
6M
1.10%
1Y
4.37%
3Y*
-1.49%
5Y*
-6.15%
10Y*
-1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLNUSD=X vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLNUSD=X
PLN/USD
-4.67%15.12%-4.70%11.11%-7.74%-7.60%1.74%-1.43%-6.84%20.27%
TLT
iShares 20+ Year Treasury Bond ETF
2.11%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between PLNUSD=X and TLT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.27

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

0.20

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2007

-0.03

The correlation between PLNUSD=X and TLT shifts across timeframes, from -0.03 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PLNUSD=X vs. TLT — Risk / Return Rank

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

PLNUSD=X
PLNUSD=X Risk / Return Rank: 3030
Overall Rank
PLNUSD=X Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PLNUSD=X Sortino Ratio Rank: 3232
Sortino Ratio Rank
PLNUSD=X Omega Ratio Rank: 3232
Omega Ratio Rank
PLNUSD=X Calmar Ratio Rank: 3131
Calmar Ratio Rank
PLNUSD=X Martin Ratio Rank: 2222
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1515
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1414
Omega Ratio Rank
TLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
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.

PLNUSD=X vs. TLT - Risk-Adjusted Trends Comparison

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.

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.


PLNUSD=XTLTDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

0.95

1.08

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.34

0.58

-0.92

Martin ratioReturn relative to average drawdown

-0.84

1.37

-2.21

PLNUSD=X vs. TLT - Sharpe Ratio Comparison

The current PLNUSD=X Sharpe Ratio is -0.34, which is lower than the TLT Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of PLNUSD=X 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

PLNUSD=X vs. TLT - Drawdown Comparison

The maximum PLNUSD=X drawdown since its inception was -59.63%, 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.


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Drawdown Indicators


PLNUSD=XTLTDifference

Max Drawdown

Largest peak-to-trough decline

-59.63%

-48.35%

-11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-7.58%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

-19.18%

+8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-43.70%

+19.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-48.35%

+14.75%

Current Drawdown

Current decline from peak

-46.35%

-39.01%

-7.34%

Average Drawdown

Average peak-to-trough decline

-40.79%

-13.88%

-26.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.19%

+0.14%

Volatility

PLNUSD=X vs. TLT - Volatility Comparison

The current volatility for PLN/USD (PLNUSD=X) is 2.19%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.48%. 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.


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Volatility by Period


PLNUSD=XTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

2.48%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.13%

6.74%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

7.61%

9.54%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

15.82%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.95%

14.88%

-4.93%

Frequently Asked Questions


PLNUSD=X and TLT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.48%) compared to PLNUSD=X (2.19%). In terms of maximum drawdown, PLNUSD=X dropped -59.63% vs TLT's -48.35%.

TLT currently has the higher Sharpe Ratio (0.46 vs -0.34), 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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