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TLT vs. MELI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. MELI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and MercadoLibre, Inc. (MELI). 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 -1.57% return, which is significantly higher than MELI's -9.03% return. Over the past 10 years, TLT has underperformed MELI with an annualized return of -2.20%, while MELI has yielded a comparatively higher 28.13% annualized return.


TLT

1D
-0.75%
1M
-2.94%
6M
-2.29%
YTD
-1.57%
1Y
2.90%
3Y*
-2.24%
5Y*
-7.64%
10Y*
-2.20%
ALL TIME*
3.56%

MELI

1D
1.02%
1M
12.06%
6M
-11.69%
YTD
-9.03%
1Y
-24.08%
3Y*
14.49%
5Y*
3.40%
10Y*
28.13%
ALL TIME*
26.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. MELI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLT
iShares 20+ Year Treasury Bond ETF
-1.57%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%
MELI
MercadoLibre, Inc.
-9.03%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%

Correlation

The correlation between TLT and MELI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.08

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

0.06

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

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2007

-0.13

The correlation between TLT and MELI shifts across timeframes, from -0.13 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLT vs. MELI — Risk / Return Rank

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

TLT
TLT Risk / Return Rank: 1515
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1414
Omega Ratio Rank
TLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
Martin Ratio Rank

MELI
MELI Risk / Return Rank: 2020
Overall Rank
MELI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 2020
Sortino Ratio Rank
MELI Omega Ratio Rank: 1919
Omega Ratio Rank
MELI Calmar Ratio Rank: 2121
Calmar Ratio Rank
MELI Martin Ratio Rank: 2222
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. MELI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and MercadoLibre, Inc. (MELI). 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.


TLTMELIDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.06

0.92

+0.14

Calmar ratioReturn relative to maximum drawdown

0.38

-0.63

+1.01

Martin ratioReturn relative to average drawdown

0.87

-1.06

+1.93

TLT vs. MELI - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.31, which is higher than the MELI Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of TLT and MELI, 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. MELI - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum MELI drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for TLT and MELI.


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Drawdown Indicators


TLTMELIDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-89.49%

+41.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-38.40%

+30.82%

Max Drawdown (3Y)

Largest decline over 3 years

-17.91%

-40.82%

+22.91%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-68.64%

+24.94%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-69.12%

+20.77%

Current Drawdown

Current decline from peak

-41.21%

-29.89%

-11.32%

Average Drawdown

Average peak-to-trough decline

-13.95%

-23.63%

+9.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

22.69%

-19.34%

Volatility

TLT vs. MELI - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.63%, while MercadoLibre, Inc. (MELI) has a volatility of 8.75%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTMELIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

8.75%

-6.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

29.45%

-22.63%

Volatility (1Y)

Calculated over the trailing 1-year period

9.41%

39.82%

-30.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

49.77%

-34.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

48.89%

-34.05%

Dividends

TLT vs. MELI - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.65%, while MELI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%
TLT
iShares 20+ Year Treasury Bond ETF
4.65%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 MELI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MELI has higher volatility (8.75%) compared to TLT (2.63%). In terms of maximum drawdown, TLT dropped -48.35% vs MELI's -89.49%.

TLT currently has the higher Sharpe Ratio (0.31 vs -0.61), 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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