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TDTT vs. TLH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDTT and TLH is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TDTT vs. TLH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and iShares 10-20 Year Treasury Bond ETF (TLH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TDTT:

2.58

TLH:

0.09

Sortino Ratio

TDTT:

3.68

TLH:

0.17

Omega Ratio

TDTT:

1.52

TLH:

1.02

Calmar Ratio

TDTT:

4.53

TLH:

0.02

Martin Ratio

TDTT:

10.93

TLH:

0.12

Ulcer Index

TDTT:

0.63%

TLH:

6.06%

Daily Std Dev

TDTT:

2.76%

TLH:

11.71%

Max Drawdown

TDTT:

-6.97%

TLH:

-41.14%

Current Drawdown

TDTT:

-0.59%

TLH:

-33.23%

Returns By Period

In the year-to-date period, TDTT achieves a 3.90% return, which is significantly higher than TLH's 0.78% return. Over the past 10 years, TDTT has outperformed TLH with an annualized return of 2.75%, while TLH has yielded a comparatively lower -0.61% annualized return.


TDTT

YTD

3.90%

1M

-0.10%

6M

3.62%

1Y

7.07%

3Y*

2.57%

5Y*

3.52%

10Y*

2.75%

TLH

YTD

0.78%

1M

-2.54%

6M

-2.57%

1Y

1.01%

3Y*

-3.79%

5Y*

-7.05%

10Y*

-0.61%

*Annualized

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TDTT vs. TLH - Expense Ratio Comparison

TDTT has a 0.18% expense ratio, which is higher than TLH's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TDTT vs. TLH — Risk-Adjusted Performance Rank

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

TDTT
The Risk-Adjusted Performance Rank of TDTT is 9696
Overall Rank
The Sharpe Ratio Rank of TDTT is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of TDTT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of TDTT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TDTT is 9797
Calmar Ratio Rank
The Martin Ratio Rank of TDTT is 9494
Martin Ratio Rank

TLH
The Risk-Adjusted Performance Rank of TLH is 2020
Overall Rank
The Sharpe Ratio Rank of TLH is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of TLH is 1919
Sortino Ratio Rank
The Omega Ratio Rank of TLH is 1818
Omega Ratio Rank
The Calmar Ratio Rank of TLH is 1919
Calmar Ratio Rank
The Martin Ratio Rank of TLH is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDTT vs. TLH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and iShares 10-20 Year Treasury Bond ETF (TLH). 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 TDTT Sharpe Ratio is 2.58, which is higher than the TLH Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of TDTT and TLH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TDTT vs. TLH - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 4.26%, which matches TLH's 4.23% yield.


TTM20242023202220212020201920182017201620152014
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
4.26%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%0.00%0.85%
TLH
iShares 10-20 Year Treasury Bond ETF
4.23%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%2.12%

Drawdowns

TDTT vs. TLH - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for TDTT and TLH.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TDTT vs. TLH - Volatility Comparison

The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 1.01%, while iShares 10-20 Year Treasury Bond ETF (TLH) has a volatility of 2.98%. This indicates that TDTT experiences smaller price fluctuations and is considered to be less risky than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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