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TLT vs. LTPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. LTPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and PIMCO 15+ Year US TIPS Index ETF (LTPZ). 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 LTPZ's 0.53% return. Over the past 10 years, TLT has underperformed LTPZ with an annualized return of -1.75%, while LTPZ has yielded a comparatively higher 0.75% 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%

LTPZ

1D
0.11%
1M
1.30%
YTD
0.53%
6M
0.57%
1Y
4.30%
3Y*
-0.67%
5Y*
-5.50%
10Y*
0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. LTPZ - 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%
LTPZ
PIMCO 15+ Year US TIPS Index ETF
0.53%4.00%-4.80%0.96%-31.71%7.02%24.89%17.47%-7.22%9.07%

Correlation

The correlation between TLT and LTPZ is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.92

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

0.84

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

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2009

0.82

The correlation between TLT and LTPZ shifts across timeframes, from 0.82 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLT vs. LTPZ — 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

LTPZ
LTPZ Risk / Return Rank: 1515
Overall Rank
LTPZ Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LTPZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
LTPZ Omega Ratio Rank: 1414
Omega Ratio Rank
LTPZ Calmar Ratio Rank: 1616
Calmar Ratio Rank
LTPZ Martin Ratio Rank: 1515
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. LTPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and PIMCO 15+ Year US TIPS Index ETF (LTPZ). 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.


TLTLTPZDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.06

1.07

-0.02

Calmar ratioReturn relative to maximum drawdown

0.38

0.52

-0.14

Martin ratioReturn relative to average drawdown

0.92

1.11

-0.19

TLT vs. LTPZ - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.30, which is comparable to the LTPZ Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TLT and LTPZ, 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. LTPZ - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, which is greater than LTPZ's maximum drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for TLT and LTPZ.


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Drawdown Indicators


TLTLTPZDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-40.99%

-7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-7.00%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-16.27%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-40.99%

-2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-40.99%

-7.36%

Current Drawdown

Current decline from peak

-40.12%

-32.66%

-7.46%

Average Drawdown

Average peak-to-trough decline

-13.84%

-12.44%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.28%

-0.14%

Volatility

TLT vs. LTPZ - Volatility Comparison

iShares 20+ Year Treasury Bond ETF (TLT) has a higher volatility of 2.83% compared to PIMCO 15+ Year US TIPS Index ETF (LTPZ) at 2.55%. This indicates that TLT's price experiences larger fluctuations and is considered to be riskier than LTPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTLTPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

2.55%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

6.54%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

9.68%

9.19%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

15.87%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

15.07%

-0.16%

TLT vs. LTPZ - Expense Ratio Comparison

TLT has a 0.15% expense ratio, which is lower than LTPZ's 0.20% 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. LTPZ - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.56%, less than LTPZ's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
LTPZ
PIMCO 15+ Year US TIPS Index ETF
5.22%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%
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


With a correlation of 0.93, TLT and LTPZ 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 (2.83%) compared to LTPZ (2.55%). In terms of maximum drawdown, TLT dropped -48.35% vs LTPZ's -40.99%.

On 10-year performance, LTPZ leads with 0.75% vs -1.75% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, LTPZ has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LTPZ has performed better with a 0.75% return vs -1.75%. 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 0.20% for LTPZ.

LTPZ has the higher dividend yield at 5.22%, compared with 4.56% for TLT.

TLT is categorized as Government Bonds, while LTPZ is Inflation-Protected Bonds. TLT tracks ICE U.S. Treasury 20+ Year Bond Index, while LTPZ tracks ICE BofA US Inflation-Linked Treasury (15+ Y). They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.15% for TLT and 0.20% for LTPZ.

LTPZ currently has the higher Sharpe Ratio (0.40 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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