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TLT vs. IJS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. IJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and iShares S&P SmallCap 600 Value ETF (IJS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLT achieves a -3.18% return, which is significantly lower than IJS's 22.21% return. Over the past 10 years, TLT has underperformed IJS with an annualized return of -2.33%, while IJS has yielded a comparatively higher 10.13% annualized return.


TLT

1D
0.33%
1M
-3.49%
6M
-2.86%
YTD
-3.18%
1Y
-2.12%
3Y*
-1.15%
5Y*
-8.33%
10Y*
-2.33%
ALL TIME*
3.48%

IJS

1D
1.63%
1M
2.02%
6M
13.63%
YTD
22.21%
1Y
41.71%
3Y*
13.61%
5Y*
8.71%
10Y*
10.13%
ALL TIME*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.67M$28.65M$50.11M
$2.39B$2.06B$2.20B

TLT vs. IJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLT
iShares 20+ Year Treasury Bond ETF
-3.18%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%
IJS
iShares S&P SmallCap 600 Value ETF
22.21%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%

Correlation

The correlation between TLT and IJS is 0.30, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.30

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.10

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2002

-0.25

The correlation between TLT and IJS shifts across timeframes, from -0.25 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLT vs. IJS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TLT
TLT Risk / Return Rank: 77
Overall Rank
TLT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 77
Sortino Ratio Rank
TLT Omega Ratio Rank: 77
Omega Ratio Rank
TLT Calmar Ratio Rank: 88
Calmar Ratio Rank
TLT Martin Ratio Rank: 77
Martin Ratio Rank

IJS
IJS Risk / Return Rank: 9191
Overall Rank
IJS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 9292
Sortino Ratio Rank
IJS Omega Ratio Rank: 8989
Omega Ratio Rank
IJS Calmar Ratio Rank: 9393
Calmar Ratio Rank
IJS Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TLT vs. IJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and iShares S&P SmallCap 600 Value ETF (IJS). 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.


TLTIJSDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-3.66

Omega ratioGain probability vs. loss probability

0.97

1.41

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.28

4.51

-4.79

Martin ratioReturn relative to average drawdown

-0.59

15.48

-16.07

TLT vs. IJS - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is -0.23, which is lower than the IJS Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of TLT and IJS, 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

TLT vs. IJS - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for TLT and IJS.


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Drawdown Indicators


TLTIJSDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-60.11%

+11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-9.28%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-14.79%

-28.65%

+13.86%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-28.65%

-15.05%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-47.68%

-0.67%

Current Drawdown

Current decline from peak

-42.17%

0.00%

-42.17%

Average Drawdown

Average peak-to-trough decline

-14.00%

-9.84%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.70%

+0.90%

Volatility

TLT vs. IJS - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.51%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 3.79%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTIJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

3.79%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.84%

11.23%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

9.24%

17.68%

-8.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

21.73%

-5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

23.55%

-8.72%

TLT vs. IJS - Expense Ratio Comparison

TLT has a 0.15% expense ratio, which is lower than IJS'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

TLT vs. IJS - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.75%, more than IJS's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
IJS
iShares S&P SmallCap 600 Value ETF
1.30%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
TLT
iShares 20+ Year Treasury Bond ETF
4.75%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 IJS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJS has higher volatility (3.79%) compared to TLT (2.51%). In terms of maximum drawdown, TLT dropped -48.35% vs IJS's -60.11%.

On 10-year performance, IJS leads with 10.13% vs -2.33% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJS has performed better with a 10.13% return vs -2.33%. 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 0.25% for IJS.

TLT has the higher dividend yield at 4.75%, compared with 1.30% for IJS.

TLT is categorized as Government Bonds, while IJS is Small Cap Value Equities. TLT tracks ICE U.S. Treasury 20+ Year Bond Index, while IJS tracks S&P SmallCap 600 Value Index. Their fees differ too: 0.15% for TLT and 0.25% for IJS.

IJS currently has the higher Sharpe Ratio (2.37 vs -0.23), 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 IJS

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