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TLH vs. LGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLH vs. LGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10-20 Year Treasury Bond ETF (TLH) and First Trust Long Duration Opportunities ETF (LGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLH achieves a -0.51% return, which is significantly higher than LGOV's -0.60% return.


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%

LGOV

1D
-0.58%
1M
0.01%
YTD
-0.60%
6M
-1.29%
1Y
5.85%
3Y*
2.47%
5Y*
-1.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLH vs. LGOV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TLH
iShares 10-20 Year Treasury Bond ETF
-0.51%6.47%-4.21%4.03%-25.24%-5.38%13.78%10.91%
LGOV
First Trust Long Duration Opportunities ETF
-0.60%9.13%-2.05%4.91%-19.73%-1.93%11.31%11.53%

Correlation

The correlation between TLH and LGOV is 0.92, 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

0.92

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

0.89

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2019

0.79

The correlation between TLH and LGOV shifts across timeframes, from 0.79 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLH vs. LGOV — 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

LGOV
LGOV Risk / Return Rank: 2323
Overall Rank
LGOV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LGOV Sortino Ratio Rank: 2323
Sortino Ratio Rank
LGOV Omega Ratio Rank: 2222
Omega Ratio Rank
LGOV Calmar Ratio Rank: 2323
Calmar Ratio Rank
LGOV Martin Ratio Rank: 2424
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.

TLH vs. LGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10-20 Year Treasury Bond ETF (TLH) and First Trust Long Duration Opportunities ETF (LGOV). 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.


TLHLGOVDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.03

Calmar ratioReturn relative to maximum drawdown

0.82

1.05

-0.22

Martin ratioReturn relative to average drawdown

2.28

3.08

-0.80

TLH vs. LGOV - Sharpe Ratio Comparison

The current TLH Sharpe Ratio is 0.67, which is comparable to the LGOV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TLH and LGOV, 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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Sharpe Ratios by Period


TLHLGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.84

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.19

-0.11

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

0.13

+0.15

Drawdowns

TLH vs. LGOV - Drawdown Comparison

The maximum TLH drawdown since its inception was -41.14%, which is greater than LGOV's maximum drawdown of -30.86%. Use the drawdown chart below to compare losses from any high point for TLH and LGOV.


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Drawdown Indicators


TLHLGOVDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-30.86%

-10.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-5.62%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

-12.54%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

-28.14%

-7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

Current Drawdown

Current decline from peak

-29.82%

-15.30%

-14.52%

Average Drawdown

Average peak-to-trough decline

-10.76%

-13.08%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.90%

+0.45%

Volatility

TLH vs. LGOV - Volatility Comparison

The current volatility for iShares 10-20 Year Treasury Bond ETF (TLH) is 2.46%, while First Trust Long Duration Opportunities ETF (LGOV) has a volatility of 2.71%. This indicates that TLH experiences smaller price fluctuations and is considered to be less risky than LGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLHLGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

2.71%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

5.15%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

8.01%

7.01%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.70%

9.07%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

9.24%

+1.95%

TLH vs. LGOV - Expense Ratio Comparison

TLH has a 0.15% expense ratio, which is lower than LGOV's 0.70% expense ratio.


Dividends

TLH vs. LGOV - Dividend Comparison

TLH's dividend yield for the trailing twelve months is around 4.48%, more than LGOV's 4.27% yield.


PositionTTM20252024202320222021202020192018201720162015
LGOV
First Trust Long Duration Opportunities ETF
4.27%4.02%4.03%3.59%1.97%2.58%3.75%3.01%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


With a correlation of 0.92, TLH and LGOV 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.

LGOV has higher volatility (2.71%) compared to TLH (2.46%). In terms of maximum drawdown, TLH dropped -41.14% vs LGOV's -30.86%.

On 5-year performance, LGOV leads with -1.74% vs -3.80% for TLH. On fees, TLH is cheaper at 0.15% per year. On volatility, TLH has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LGOV has performed better with a -1.74% return vs -3.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLH is cheaper with a 0.15% expense ratio, compared with 0.70% for LGOV.

TLH has the higher dividend yield at 4.48%, compared with 4.27% for LGOV.

TLH is categorized as Government Bonds, while LGOV is Mortgage Backed Securities. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.15% for TLH and 0.70% for LGOV.

LGOV currently has the higher Sharpe Ratio (0.84 vs 0.67), 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

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