PortfoliosLab logoPortfoliosLab logo
TLT vs. BKCH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. BKCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and Global X Blockchain ETF (BKCH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TLT achieves a 0.27% return, which is significantly lower than BKCH's 30.73% return.


TLT

1D
-0.24%
1M
1.40%
YTD
0.27%
6M
0.45%
1Y
3.88%
3Y*
-1.38%
5Y*
-6.53%
10Y*
-1.75%

BKCH

1D
1.33%
1M
-7.22%
YTD
30.73%
6M
13.22%
1Y
85.38%
3Y*
56.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. BKCH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TLT
iShares 20+ Year Treasury Bond ETF
0.27%4.25%-8.05%2.77%-31.23%2.80%
BKCH
Global X Blockchain ETF
30.73%27.14%18.81%267.06%-85.10%-6.69%

Correlation

The correlation between TLT and BKCH is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TLT vs. BKCH — Risk / Return Rank

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

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
Martin Ratio Rank

BKCH
BKCH Risk / Return Rank: 3232
Overall Rank
BKCH Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 3838
Sortino Ratio Rank
BKCH Omega Ratio Rank: 3535
Omega Ratio Rank
BKCH Calmar Ratio Rank: 3232
Calmar Ratio Rank
BKCH Martin Ratio Rank: 2323
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.

TLT vs. BKCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and Global X Blockchain ETF (BKCH). 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.


TLTBKCHDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.06

1.21

-0.15

Calmar ratioReturn relative to maximum drawdown

0.38

1.39

-1.01

Martin ratioReturn relative to average drawdown

0.92

2.54

-1.62

TLT vs. BKCH - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.30, which is lower than the BKCH Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TLT and BKCH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TLT vs. BKCH - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum BKCH drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for TLT and BKCH.


Loading charts...

Drawdown Indicators


TLTBKCHDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-91.80%

+43.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-56.28%

+48.70%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-57.99%

+38.81%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-40.12%

-37.33%

-2.79%

Average Drawdown

Average peak-to-trough decline

-13.84%

-61.98%

+48.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

30.68%

-27.54%

Volatility

TLT vs. BKCH - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.83%, while Global X Blockchain ETF (BKCH) has a volatility of 20.27%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than BKCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TLTBKCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

20.27%

-17.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

52.94%

-46.30%

Volatility (1Y)

Calculated over the trailing 1-year period

9.68%

70.68%

-61.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

75.55%

-59.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

75.55%

-60.64%

TLT vs. BKCH - Expense Ratio Comparison

TLT has a 0.15% expense ratio, which is lower than BKCH's 0.50% expense ratio.


Dividends

TLT vs. BKCH - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.56%, more than BKCH's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
BKCH
Global X Blockchain ETF
1.53%2.00%7.61%2.33%1.29%4.28%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.56%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


TLT and BKCH have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKCH has higher volatility (20.27%) compared to TLT (2.83%). In terms of maximum drawdown, TLT dropped -48.35% vs BKCH's -91.80%.

On 3-year performance, BKCH leads with 56.15% vs -1.38% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BKCH has performed better with a 56.15% return vs -1.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.50% for BKCH.

TLT has the higher dividend yield at 4.56%, compared with 1.53% for BKCH.

TLT is categorized as Government Bonds, while BKCH is Technology Equities. They also come from different issuers: iShares and Global X. Their fees differ too: 0.15% for TLT and 0.50% for BKCH.

BKCH currently has the higher Sharpe Ratio (1.11 vs 0.30), 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 TLT and BKCH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer