TLT vs. ETH-USD
TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, TLT returned -1.85%/yr vs 61.34%/yr for ETH-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
TLT vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TLT achieves a -1.08% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, TLT has underperformed ETH-USD with an annualized return of -1.85%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
TLT
- 1D
- -0.52%
- 1M
- -1.31%
- YTD
- -1.08%
- 6M
- -1.51%
- 1Y
- 3.67%
- 3Y*
- -2.05%
- 5Y*
- -6.70%
- 10Y*
- -1.85%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
TLT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | -1.08% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between TLT and ETH-USD is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.01 |
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Return for Risk
TLT vs. ETH-USD — Risk / Return Rank
TLT
ETH-USD
TLT vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and Ethereum (ETH-USD). 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.
| TLT | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.96 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.50 | +0.99 |
| Martin ratioReturn relative to average drawdown | 1.19 | -0.88 | +2.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLT | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | -0.50 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | -0.12 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.65 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.75 | -0.49 |
Drawdowns
TLT vs. ETH-USD - Drawdown Comparison
The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for TLT and ETH-USD.
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Drawdown Indicators
| TLT | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.35% | -94.01% | +45.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -67.53% | +59.95% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -67.53% | +48.35% |
Max Drawdown (5Y)Largest decline over 5 years | -43.70% | -79.35% | +35.65% |
Max Drawdown (10Y)Largest decline over 10 years | -48.35% | -94.01% | +45.66% |
Current DrawdownCurrent decline from peak | -40.92% | -65.60% | +24.68% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -50.89% | +37.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 44.58% | -41.50% |
Volatility
TLT vs. ETH-USD - Volatility Comparison
The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.65%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLT | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 16.88% | -14.23% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 46.80% | -40.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.60% | 56.55% | -46.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 59.65% | -43.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 78.04% | -63.13% |
Frequently Asked Questions
TLT and ETH-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to TLT (2.65%). In terms of maximum drawdown, TLT dropped -48.35% vs ETH-USD's -94.01%.
TLT currently has the higher Sharpe Ratio (0.38 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.
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