TLH vs. ^IDCOT10TR
TLH (iShares 10-20 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 10-20 Year Bond Index, while ^IDCOT10TR (ICE U.S. Treasury 10-20 Year TR Index) is an index. Over the past 10 years, TLH returned -0.78%/yr vs -0.73%/yr for ^IDCOT10TR. Their correlation of 0.90 suggests significant overlap in exposure.
Performance
TLH vs. ^IDCOT10TR - Performance Comparison
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Returns By Period
In the year-to-date period, TLH achieves a -0.33% return, which is significantly higher than ^IDCOT10TR's -0.78% return. Over the past 10 years, TLH has underperformed ^IDCOT10TR with an annualized return of -0.78%, while ^IDCOT10TR has yielded a comparatively higher -0.73% annualized return.
TLH
- 1D
- 0.18%
- 1M
- 0.38%
- YTD
- -0.33%
- 6M
- -0.83%
- 1Y
- 4.09%
- 3Y*
- 0.67%
- 5Y*
- -3.77%
- 10Y*
- -0.78%
^IDCOT10TR
- 1D
- 0.18%
- 1M
- 0.40%
- YTD
- -0.78%
- 6M
- -0.76%
- 1Y
- 4.25%
- 3Y*
- 0.78%
- 5Y*
- -3.54%
- 10Y*
- -0.73%
TLH vs. ^IDCOT10TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLH iShares 10-20 Year Treasury Bond ETF | -0.33% | 6.47% | -4.21% | 4.03% | -25.24% | -5.38% | 13.78% | 10.11% | 0.37% | 4.21% |
^IDCOT10TR ICE U.S. Treasury 10-20 Year TR Index | -0.78% | 6.86% | -3.72% | 3.30% | -24.68% | -5.66% | 13.56% | 10.96% | -0.01% | 4.19% |
Correlation
The correlation between TLH and ^IDCOT10TR is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2007 | 0.90 |
The correlation between TLH and ^IDCOT10TR shifts across timeframes, from 0.83 (5 years) to 0.96 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TLH vs. ^IDCOT10TR — Risk / Return Rank
TLH
^IDCOT10TR
TLH vs. ^IDCOT10TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 10-20 Year Treasury Bond ETF (TLH) and ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR). 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.
| TLH | ^IDCOT10TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.10 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.66 | -0.03 |
| Martin ratioReturn relative to average drawdown | 1.74 | 1.82 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLH | ^IDCOT10TR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.54 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.28 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | -0.07 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.29 | -0.02 |
Drawdowns
TLH vs. ^IDCOT10TR - Drawdown Comparison
The maximum TLH drawdown since its inception was -41.14%, roughly equal to the maximum ^IDCOT10TR drawdown of -41.24%. Use the drawdown chart below to compare losses from any high point for TLH and ^IDCOT10TR.
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Drawdown Indicators
| TLH | ^IDCOT10TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -41.24% | +0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.50% | -6.45% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -15.35% | -15.36% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -35.41% | -35.44% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -41.24% | +0.10% |
Current DrawdownCurrent decline from peak | -29.69% | -29.58% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -10.34% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.34% | +0.02% |
Volatility
TLH vs. ^IDCOT10TR - Volatility Comparison
iShares 10-20 Year Treasury Bond ETF (TLH) and ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) have volatilities of 2.43% and 2.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLH | ^IDCOT10TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 2.42% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.49% | 5.61% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.01% | 8.08% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 12.70% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.19% | 10.94% | +0.25% |
Frequently Asked Questions
With a correlation of 0.93, TLH and ^IDCOT10TR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TLH has higher volatility (2.43%) compared to ^IDCOT10TR (2.42%). In terms of maximum drawdown, TLH dropped -41.14% vs ^IDCOT10TR's -41.24%.
^IDCOT10TR currently has the higher Sharpe Ratio (0.54 vs 0.52), 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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