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TLH vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLH vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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 0.67% return, which is significantly lower than TLT's 1.41% return. Over the past 10 years, TLH has outperformed TLT with an annualized return of -0.77%, while TLT has yielded a comparatively lower -1.56% annualized return.


TLH

1D
0.52%
1M
2.59%
YTD
0.67%
6M
0.72%
1Y
5.04%
3Y*
1.00%
5Y*
-4.15%
10Y*
-0.77%

TLT

1D
0.49%
1M
3.41%
YTD
1.41%
6M
0.96%
1Y
4.88%
3Y*
-1.45%
5Y*
-6.76%
10Y*
-1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLH vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLH
iShares 10-20 Year Treasury Bond ETF
0.67%6.47%-4.21%4.03%-25.24%-5.38%13.78%10.11%0.37%4.21%
TLT
iShares 20+ Year Treasury Bond ETF
1.41%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between TLH and TLT is 0.98 - 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

0.98

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 Jan 11, 2007

0.97

The correlation between TLH and TLT 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. TLT — Risk / Return Rank

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

TLH
TLH Risk / Return Rank: 1818
Overall Rank
TLH Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 1919
Sortino Ratio Rank
TLH Omega Ratio Rank: 1717
Omega Ratio Rank
TLH Calmar Ratio Rank: 1818
Calmar Ratio Rank
TLH Martin Ratio Rank: 1818
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1515
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1414
Omega Ratio Rank
TLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
TLT Martin Ratio Rank: 1616
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. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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.


TLHTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.11

1.09

+0.02

Calmar ratioReturn relative to maximum drawdown

0.77

0.62

+0.15

Martin ratioReturn relative to average drawdown

2.01

1.48

+0.53

TLH vs. TLT - Sharpe Ratio Comparison

The current TLH Sharpe Ratio is 0.64, which is comparable to the TLT Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TLH and TLT, 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. TLT - Drawdown Comparison

The maximum TLH drawdown since its inception was -41.14%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for TLH and TLT.


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Drawdown Indicators


TLHTLTDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-48.35%

+7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-7.58%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

-19.18%

+3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

-43.70%

+8.29%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-48.35%

+7.21%

Current Drawdown

Current decline from peak

-28.99%

-39.43%

+10.44%

Average Drawdown

Average peak-to-trough decline

-10.80%

-13.86%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.16%

-0.68%

Volatility

TLH vs. TLT - Volatility Comparison

The current volatility for iShares 10-20 Year Treasury Bond ETF (TLH) is 2.00%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.18%. This indicates that TLH experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLHTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

2.18%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.60%

6.59%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

9.45%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.67%

15.82%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

14.91%

-3.71%

TLH vs. TLT - Expense Ratio Comparison

Both TLH and TLT have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TLH vs. TLT - Dividend Comparison

TLH's dividend yield for the trailing twelve months is around 4.43%, less than TLT's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
TLH
iShares 10-20 Year Treasury Bond ETF
4.43%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%
TLT
iShares 20+ Year Treasury Bond ETF
4.51%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


With a correlation of 0.98, TLH and TLT 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.

TLT has higher volatility (2.18%) compared to TLH (2.00%). In terms of maximum drawdown, TLH dropped -41.14% vs TLT's -48.35%.

On 10-year performance, TLH leads with -0.77% vs -1.56% for TLT. Both ETFs have the same 0.15% expense ratio. On volatility, TLH has been the lower-risk option at 2.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TLH has performed better with a -0.77% return vs -1.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLH and TLT have the same expense ratio: 0.15% per year.

TLT has the higher dividend yield at 4.51%, compared with 4.43% for TLH.

TLH tracks ICE U.S. Treasury 10-20 Year Bond Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index.

TLH currently has the higher Sharpe Ratio (0.64 vs 0.50), 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

Find the right allocation for TLH and TLT

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