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TLH vs. PLW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, TLH achieves a 0.37% return, which is significantly higher than PLW's 0.30% return. Over the past 10 years, TLH has underperformed PLW with an annualized return of -0.86%, while PLW has yielded a comparatively higher -0.13% annualized return.


TLH

1D
0.47%
1M
2.83%
YTD
0.37%
6M
0.37%
1Y
5.76%
3Y*
0.90%
5Y*
-3.92%
10Y*
-0.86%

PLW

1D
0.41%
1M
2.39%
YTD
0.30%
6M
0.21%
1Y
4.88%
3Y*
1.14%
5Y*
-2.81%
10Y*
-0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLH vs. PLW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLH
iShares 10-20 Year Treasury Bond ETF
0.37%6.47%-4.21%4.03%-25.24%-5.38%13.78%10.11%0.37%4.21%
PLW
Invesco 1-30 Laddered Treasury ETF
0.30%5.84%-2.95%3.31%-19.98%-3.76%12.55%10.00%-0.28%4.96%

Correlation

The correlation between TLH and PLW is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2007

0.97

The correlation between TLH and PLW has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

TLH vs. PLW — Risk / Return Rank

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

TLH
TLH Risk / Return Rank: 2020
Overall Rank
TLH Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 2020
Sortino Ratio Rank
TLH Omega Ratio Rank: 1919
Omega Ratio Rank
TLH Calmar Ratio Rank: 2020
Calmar Ratio Rank
TLH Martin Ratio Rank: 2020
Martin Ratio Rank

PLW
PLW Risk / Return Rank: 2020
Overall Rank
PLW Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PLW Sortino Ratio Rank: 2121
Sortino Ratio Rank
PLW Omega Ratio Rank: 1919
Omega Ratio Rank
PLW Calmar Ratio Rank: 2020
Calmar Ratio Rank
PLW Martin Ratio Rank: 2020
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. PLW - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TLHPLWDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.13

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

0.89

0.90

-0.01

Martin ratioReturn relative to average drawdown

2.35

2.40

-0.05

TLH vs. PLW - Sharpe Ratio Comparison

The current TLH Sharpe Ratio is 0.74, which is comparable to the PLW Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of TLH and PLW, 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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Drawdowns

TLH vs. PLW - Drawdown Comparison

The maximum TLH drawdown since its inception was -41.14%, which is greater than PLW's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for TLH and PLW.


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Drawdown Indicators


TLHPLWDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-32.70%

-8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-5.45%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

-11.58%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

-28.30%

-7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-32.70%

-8.44%

Current Drawdown

Current decline from peak

-29.20%

-21.72%

-7.48%

Average Drawdown

Average peak-to-trough decline

-10.79%

-9.67%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.04%

+0.42%

Volatility

TLH vs. PLW - Volatility Comparison

iShares 10-20 Year Treasury Bond ETF (TLH) has a higher volatility of 2.09% compared to Invesco 1-30 Laddered Treasury ETF (PLW) at 1.74%. 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.


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Volatility by Period


TLHPLWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.74%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

4.63%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

6.45%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.69%

9.87%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

9.11%

+2.09%

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%.


Dividends

TLH vs. PLW - Dividend Comparison

TLH's dividend yield for the trailing twelve months is around 4.44%, more than PLW's 3.80% yield.


PositionTTM20252024202320222021202020192018201720162015
PLW
Invesco 1-30 Laddered Treasury ETF
3.80%3.75%3.56%2.87%1.97%1.15%1.00%1.96%2.14%2.02%2.00%2.14%
TLH
iShares 10-20 Year Treasury Bond ETF
4.44%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 0.99, TLH and PLW 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 (2.09%) compared to PLW (1.74%). In terms of maximum drawdown, TLH dropped -41.14% vs PLW's -32.70%.

On 10-year performance, PLW leads with -0.13% vs -0.86% for TLH. On fees, TLH is cheaper at 0.15% per year. On volatility, PLW has been the lower-risk option at 1.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PLW has performed better with a -0.13% return vs -0.86%. 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 0.25% for PLW.

TLH has the higher dividend yield at 4.44%, compared with 3.80% for PLW.

TLH tracks ICE U.S. Treasury 10-20 Year Bond Index, while PLW tracks Ryan/NASDAQ 1-30 Year Treasury Laddered Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for TLH and 0.25% for PLW.

PLW currently has the higher Sharpe Ratio (0.76 vs 0.74), 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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