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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 -1.43% return, which is significantly lower than TLT's -0.56% return. Over the past 10 years, PLNUSD=X has outperformed TLT with an annualized return of 0.53%, while TLT has yielded a comparatively lower -1.63% annualized return.


PLNUSD=X

1D
0.42%
1M
-0.28%
YTD
-1.43%
6M
-0.16%
1Y
2.87%
3Y*
4.70%
5Y*
0.13%
10Y*
0.53%

TLT

1D
-0.51%
1M
-0.80%
YTD
-0.56%
6M
-1.32%
1Y
2.88%
3Y*
-2.03%
5Y*
-6.37%
10Y*
-1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLNUSD=X vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLNUSD=X
PLN/USD
-1.43%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
-0.56%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 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.27

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

0.19

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

-0.04

The correlation between PLNUSD=X and TLT shifts across timeframes, from -0.04 (all time) to 0.32 (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: 6363
Overall Rank
PLNUSD=X Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PLNUSD=X Sortino Ratio Rank: 6363
Sortino Ratio Rank
PLNUSD=X Omega Ratio Rank: 6363
Omega Ratio Rank
PLNUSD=X Calmar Ratio Rank: 6464
Calmar Ratio Rank
PLNUSD=X Martin Ratio Rank: 6464
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1313
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1212
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
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.


PLNUSD=XTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.33

0.38

-0.05

Martin ratioReturn relative to average drawdown

0.84

0.94

-0.10

PLNUSD=X vs. TLT - Sharpe Ratio Comparison

The current PLNUSD=X Sharpe Ratio is 0.31, which is comparable to the TLT Sharpe Ratio of 0.30. 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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Sharpe Ratios by Period


PLNUSD=XTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.30

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.40

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

-0.11

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.25

-0.36

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

-6.95%

-7.58%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

-19.18%

+8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.80%

-43.70%

+16.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-48.35%

+14.75%

Current Drawdown

Current decline from peak

-44.53%

-40.61%

-3.92%

Average Drawdown

Average peak-to-trough decline

-40.64%

-13.82%

-26.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.07%

-0.12%

Volatility

PLNUSD=X vs. TLT - Volatility Comparison

The current volatility for PLN/USD (PLNUSD=X) is 1.54%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.65%. 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

1.54%

2.65%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

6.51%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

7.56%

9.66%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.52%

15.85%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.09%

14.90%

-4.81%

Frequently Asked Questions


PLNUSD=X and TLT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.65%) compared to PLNUSD=X (1.54%). In terms of maximum drawdown, PLNUSD=X dropped -59.63% vs TLT's -48.35%.

PLNUSD=X currently has the higher Sharpe Ratio (0.31 vs 0.30), 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.

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