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

Correlation

The correlation between TDTT and TLTE 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.


-0.50.00.51.0
Correlation: 0.1

Performance

TDTT vs. TLTE - 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 FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
27.99%
43.95%
TDTT
TLTE

Key characteristics

Sharpe Ratio

TDTT:

2.98

TLTE:

0.37

Sortino Ratio

TDTT:

4.59

TLTE:

0.63

Omega Ratio

TDTT:

1.63

TLTE:

1.08

Calmar Ratio

TDTT:

4.82

TLTE:

0.35

Martin Ratio

TDTT:

13.10

TLTE:

1.01

Ulcer Index

TDTT:

0.60%

TLTE:

6.34%

Daily Std Dev

TDTT:

2.65%

TLTE:

17.30%

Max Drawdown

TDTT:

-6.97%

TLTE:

-44.21%

Current Drawdown

TDTT:

-0.21%

TLTE:

-8.99%

Returns By Period

In the year-to-date period, TDTT achieves a 4.00% return, which is significantly higher than TLTE's 2.31% return. Over the past 10 years, TDTT has outperformed TLTE with an annualized return of 2.76%, while TLTE has yielded a comparatively lower 2.43% annualized return.


TDTT

YTD

4.00%

1M

1.08%

6M

3.89%

1Y

8.06%

5Y*

3.74%

10Y*

2.76%

TLTE

YTD

2.31%

1M

-2.64%

6M

-3.02%

1Y

5.84%

5Y*

9.06%

10Y*

2.43%

*Annualized

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TDTT vs. TLTE - Expense Ratio Comparison

TDTT has a 0.18% expense ratio, which is lower than TLTE's 0.59% expense ratio.


Expense ratio chart for TLTE: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TLTE: 0.59%
Expense ratio chart for TDTT: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TDTT: 0.18%

Risk-Adjusted Performance

TDTT vs. TLTE — 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 9797
Overall Rank
The Sharpe Ratio Rank of TDTT is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of TDTT is 9898
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 9595
Martin Ratio Rank

TLTE
The Risk-Adjusted Performance Rank of TLTE is 4646
Overall Rank
The Sharpe Ratio Rank of TLTE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of TLTE is 4646
Sortino Ratio Rank
The Omega Ratio Rank of TLTE is 4444
Omega Ratio Rank
The Calmar Ratio Rank of TLTE is 4949
Calmar Ratio Rank
The Martin Ratio Rank of TLTE is 4141
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. TLTE - 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 FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE). 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 chart of Sharpe ratio for TDTT, currently valued at 2.98, compared to the broader market-1.000.001.002.003.004.00
TDTT: 2.98
TLTE: 0.37
The chart of Sortino ratio for TDTT, currently valued at 4.59, compared to the broader market-2.000.002.004.006.008.00
TDTT: 4.59
TLTE: 0.63
The chart of Omega ratio for TDTT, currently valued at 1.63, compared to the broader market0.501.001.502.002.50
TDTT: 1.63
TLTE: 1.08
The chart of Calmar ratio for TDTT, currently valued at 4.82, compared to the broader market0.002.004.006.008.0010.0012.00
TDTT: 4.82
TLTE: 0.35
The chart of Martin ratio for TDTT, currently valued at 13.10, compared to the broader market0.0020.0040.0060.00
TDTT: 13.10
TLTE: 1.01

The current TDTT Sharpe Ratio is 2.98, which is higher than the TLTE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of TDTT and TLTE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.98
0.37
TDTT
TLTE

Dividends

TDTT vs. TLTE - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 4.38%, more than TLTE's 3.65% yield.


TTM20242023202220212020201920182017201620152014
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
4.38%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%0.00%0.85%
TLTE
FlexShares Morningstar Emerging Markets Factor Tilt Index
3.65%3.73%4.03%4.42%3.21%1.95%3.22%3.02%2.12%2.30%2.00%2.06%

Drawdowns

TDTT vs. TLTE - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum TLTE drawdown of -44.21%. Use the drawdown chart below to compare losses from any high point for TDTT and TLTE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.21%
-8.99%
TDTT
TLTE

Volatility

TDTT vs. TLTE - Volatility Comparison

The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 1.33%, while FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) has a volatility of 9.65%. This indicates that TDTT experiences smaller price fluctuations and is considered to be less risky than TLTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
1.33%
9.65%
TDTT
TLTE