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TLH vs. IBTE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLH vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10-20 Year Treasury Bond ETF (TLH) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TLH

1D
-0.38%
1M
0.62%
YTD
-0.51%
6M
-1.42%
1Y
5.33%
3Y*
0.59%
5Y*
-3.80%
10Y*
-0.83%

IBTE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLH vs. IBTE - Yearly Performance Comparison


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Return for Risk

TLH vs. IBTE — Risk / Return Rank

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

TLH
TLH Risk / Return Rank: 1919
Overall Rank
TLH Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 1919
Sortino Ratio Rank
TLH Omega Ratio Rank: 1818
Omega Ratio Rank
TLH Calmar Ratio Rank: 1919
Calmar Ratio Rank
TLH Martin Ratio Rank: 2020
Martin Ratio Rank

IBTE
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.

TLH vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10-20 Year Treasury Bond ETF (TLH) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). 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.


TLHIBTEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.82

Martin ratioReturn relative to average drawdown

2.28

TLH vs. IBTE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TLHIBTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

Drawdowns

TLH vs. IBTE - Drawdown Comparison

The maximum TLH drawdown since its inception was -41.14%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TLH and IBTE.


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Drawdown Indicators


TLHIBTEDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

0.00%

-41.14%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

Current Drawdown

Current decline from peak

-29.82%

0.00%

-29.82%

Average Drawdown

Average peak-to-trough decline

-10.76%

0.00%

-10.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

Volatility

TLH vs. IBTE - Volatility Comparison


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Volatility by Period


TLHIBTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

8.01%

0.00%

+8.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.70%

0.00%

+12.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

0.00%

+11.19%

TLH vs. IBTE - Expense Ratio Comparison

TLH has a 0.15% expense ratio, which is higher than IBTE's 0.07% 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%.


Dividends

TLH vs. IBTE - Dividend Comparison

TLH's dividend yield for the trailing twelve months is around 4.48%, while IBTE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLH
iShares 10-20 Year Treasury Bond ETF
4.48%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%

Frequently Asked Questions


On fees, IBTE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTE is cheaper with a 0.07% expense ratio, compared with 0.15% for TLH.

TLH has the higher dividend yield at 4.48%, compared with 0.00% for IBTE.

TLH tracks ICE U.S. Treasury 10-20 Year Bond Index, while IBTE tracks ICE 2024 Maturity US Treasury Index. Their fees differ too: 0.15% for TLH and 0.07% for IBTE.

Portfolio Optimizer

Find the right allocation for TLH and IBTE

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