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SPHD vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHD vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) 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, SPHD achieves a 6.70% return, which is significantly higher than TLT's 0.92% return. Over the past 10 years, SPHD has outperformed TLT with an annualized return of 7.23%, while TLT has yielded a comparatively lower -1.71% annualized return.


SPHD

1D
-1.78%
1M
0.99%
YTD
6.70%
6M
6.01%
1Y
11.69%
3Y*
10.93%
5Y*
7.04%
10Y*
7.23%

TLT

1D
0.16%
1M
3.72%
YTD
0.92%
6M
0.58%
1Y
4.36%
3Y*
-1.61%
5Y*
-6.85%
10Y*
-1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHD vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
6.70%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%
TLT
iShares 20+ Year Treasury Bond ETF
0.92%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between SPHD and TLT is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.28

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

0.14

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

-0.07

The correlation between SPHD and TLT shifts across timeframes, from -0.07 (all time) to 0.28 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPHD vs. TLT — Risk / Return Rank

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

SPHD
SPHD Risk / Return Rank: 2929
Overall Rank
SPHD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPHD Omega Ratio Rank: 2626
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2929
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: 1515
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.

SPHD vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) 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.


SPHDTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.18

1.08

+0.09

Calmar ratioReturn relative to maximum drawdown

1.60

0.58

+1.02

Martin ratioReturn relative to average drawdown

3.95

1.38

+2.57

SPHD vs. TLT - Sharpe Ratio Comparison

The current SPHD Sharpe Ratio is 1.03, which is higher than the TLT Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of SPHD 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

SPHD vs. TLT - Drawdown Comparison

The maximum SPHD drawdown since its inception was -41.39%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for SPHD and TLT.


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Drawdown Indicators


SPHDTLTDifference

Max Drawdown

Largest peak-to-trough decline

-41.39%

-48.35%

+6.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-7.58%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.29%

-19.18%

+5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-43.70%

+24.20%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

-48.35%

+6.96%

Current Drawdown

Current decline from peak

-3.27%

-39.73%

+36.46%

Average Drawdown

Average peak-to-trough decline

-4.69%

-13.86%

+9.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.16%

-0.20%

Volatility

SPHD vs. TLT - Volatility Comparison

Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a higher volatility of 3.95% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.33%. This indicates that SPHD's price experiences larger fluctuations and is considered to be riskier 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


SPHDTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

2.33%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

6.59%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

9.51%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

15.85%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

14.91%

+2.76%

SPHD vs. TLT - Expense Ratio Comparison

SPHD has a 0.30% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

SPHD vs. TLT - Dividend Comparison

SPHD's dividend yield for the trailing twelve months is around 4.52%, which matches TLT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.52%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
TLT
iShares 20+ Year Treasury Bond ETF
4.53%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


SPHD and TLT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (3.95%) compared to TLT (2.33%). In terms of maximum drawdown, SPHD dropped -41.39% vs TLT's -48.35%.

On 10-year performance, SPHD leads with 7.23% vs -1.71% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPHD has performed better with a 7.23% return vs -1.71%. 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 0.30% for SPHD.

TLT has the higher dividend yield at 4.53%, compared with 4.52% for SPHD.

SPHD is categorized as Dividend, while TLT is Government Bonds. SPHD tracks S&P 500 Low Volatility High Dividend Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for SPHD and 0.15% for TLT.

SPHD currently has the higher Sharpe Ratio (1.03 vs 0.46), 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

Find the right allocation for SPHD and TLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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