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

Correlation

The correlation between TLH and PLW is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

TLH vs. PLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10-20 Year Treasury Bond ETF (TLH) and Invesco 1-30 Laddered Treasury ETF (PLW). The values are adjusted to include any dividend payments, if applicable.

55.00%60.00%65.00%70.00%75.00%AugustSeptemberOctoberNovemberDecember2025
58.78%
63.30%
TLH
PLW

Key characteristics

Returns By Period


TLH

YTD

-0.30%

1M

-1.32%

6M

-2.41%

1Y

-0.83%

5Y*

-4.66%

10Y*

-0.98%

PLW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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TLH vs. PLW - Expense Ratio Comparison

TLH has a 0.15% expense ratio, which is lower than PLW's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


PLW
Invesco 1-30 Laddered Treasury ETF
Expense ratio chart for PLW: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for TLH: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

TLH vs. PLW — Risk-Adjusted Performance Rank

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

TLH
The Risk-Adjusted Performance Rank of TLH is 66
Overall Rank
The Sharpe Ratio Rank of TLH is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TLH is 55
Sortino Ratio Rank
The Omega Ratio Rank of TLH is 55
Omega Ratio Rank
The Calmar Ratio Rank of TLH is 66
Calmar Ratio Rank
The Martin Ratio Rank of TLH is 66
Martin Ratio Rank

PLW
The Risk-Adjusted Performance Rank of PLW is 5353
Overall Rank
The Sharpe Ratio Rank of PLW is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of PLW is 4343
Sortino Ratio Rank
The Omega Ratio Rank of PLW is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PLW is 1414
Calmar Ratio Rank
The Martin Ratio Rank of PLW is 9797
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.

TLH vs. PLW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10-20 Year Treasury Bond ETF (TLH) and Invesco 1-30 Laddered Treasury ETF (PLW). 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.


Sharpe ratio
The chart of Sharpe ratio for TLH, currently valued at -0.13, compared to the broader market0.002.004.00-0.13
The chart of Sortino ratio for TLH, currently valued at -0.10, compared to the broader market0.005.0010.00-0.100.01
The chart of Omega ratio for TLH, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.991.00
The chart of Calmar ratio for TLH, currently valued at -0.04, compared to the broader market0.005.0010.0015.0020.00-0.04
The chart of Martin ratio for TLH, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00-0.29
TLH
PLW


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.13
0
TLH
PLW

Dividends

TLH vs. PLW - Dividend Comparison

TLH's dividend yield for the trailing twelve months is around 4.30%, while PLW has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TLH
iShares 10-20 Year Treasury Bond ETF
4.30%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%2.12%
PLW
Invesco 1-30 Laddered Treasury ETF
1.69%1.69%2.87%1.97%1.15%1.00%1.96%2.14%2.02%2.00%2.14%2.30%

Drawdowns

TLH vs. PLW - Drawdown Comparison


-36.00%-34.00%-32.00%-30.00%-28.00%-26.00%AugustSeptemberOctoberNovemberDecember2025
-33.95%
-26.62%
TLH
PLW

Volatility

TLH vs. PLW - Volatility Comparison

iShares 10-20 Year Treasury Bond ETF (TLH) has a higher volatility of 2.85% compared to Invesco 1-30 Laddered Treasury ETF (PLW) at 0.00%. This indicates that TLH's price experiences larger fluctuations and is considered to be riskier than PLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
2.85%
0
TLH
PLW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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