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TLT vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 0.27% return, which is significantly lower than ITOT's 9.69% return. Over the past 10 years, TLT has underperformed ITOT with an annualized return of -1.75%, while ITOT has yielded a comparatively higher 14.99% annualized 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%

ITOT

1D
0.59%
1M
-0.29%
YTD
9.69%
6M
9.77%
1Y
26.29%
3Y*
20.61%
5Y*
12.20%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. ITOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLT
iShares 20+ Year Treasury Bond ETF
0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
9.69%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%

Correlation

The correlation between TLT and ITOT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.20

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

0.08

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2004

-0.24

The correlation between TLT and ITOT shifts across timeframes, from -0.24 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLT vs. ITOT — 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

ITOT
ITOT Risk / Return Rank: 6969
Overall Rank
ITOT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6969
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6464
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7676
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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.


TLTITOTDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.06

1.35

-0.30

Calmar ratioReturn relative to maximum drawdown

0.38

2.80

-2.42

Martin ratioReturn relative to average drawdown

0.92

12.50

-11.57

TLT vs. ITOT - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.30, which is lower than the ITOT Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of TLT and ITOT, 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. ITOT - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TLT and ITOT.


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Drawdown Indicators


TLTITOTDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-55.20%

+6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-8.90%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-19.44%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-25.36%

-18.34%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-35.00%

-13.35%

Current Drawdown

Current decline from peak

-40.12%

-2.12%

-38.00%

Average Drawdown

Average peak-to-trough decline

-13.84%

-6.96%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

1.99%

+1.15%

Volatility

TLT vs. ITOT - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.83%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.57%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

4.57%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

9.85%

-3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

9.68%

12.69%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

17.43%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

18.29%

-3.38%

TLT vs. ITOT - Expense Ratio Comparison

TLT has a 0.15% expense ratio, which is higher than ITOT's 0.03% expense ratio. However, 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. ITOT - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.56%, more than ITOT's 0.99% yield.


PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF
0.99%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
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 ITOT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITOT has higher volatility (4.57%) compared to TLT (2.83%). In terms of maximum drawdown, TLT dropped -48.35% vs ITOT's -55.20%.

On 10-year performance, ITOT leads with 14.99% vs -1.75% for TLT. On fees, ITOT is cheaper at 0.03% 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 10-year period, ITOT has performed better with a 14.99% return vs -1.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT is cheaper with a 0.03% expense ratio, compared with 0.15% for TLT.

TLT has the higher dividend yield at 4.56%, compared with 0.99% for ITOT.

TLT is categorized as Government Bonds, while ITOT is Large Cap Blend Equities. TLT tracks ICE U.S. Treasury 20+ Year Bond Index, while ITOT tracks S&P Total Market Index. Their fees differ too: 0.15% for TLT and 0.03% for ITOT.

ITOT currently has the higher Sharpe Ratio (1.96 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

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