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TLT vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TLT vs. META

Last updated Jun 20, 2026

TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, TLT returned -1.56%/yr vs 17.78%/yr for META. At a correlation of -0.08, they often move in opposite directions.

Performance

TLT vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and Meta Platforms, Inc. (META). 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 1.41% return, which is significantly higher than META's -12.40% return. Over the past 10 years, TLT has underperformed META with an annualized return of -1.56%, while META has yielded a comparatively higher 17.78% annualized return.

TLT

1D
0.49%
1M
3.41%
YTD
1.41%
6M
0.96%
1Y
4.88%
3Y*
-1.45%
5Y*
-6.76%
10Y*
-1.56%

META

1D
1.70%
1M
-4.88%
YTD
-12.40%
6M
-12.22%
1Y
-15.13%
3Y*
27.49%
5Y*
12.05%
10Y*
17.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. META - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TLT
iShares 20+ Year Treasury Bond ETF		1.41%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%
META
Meta Platforms, Inc.		-12.40%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between TLT and META is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.10

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

0.05

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

0.03

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

-0.04

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

-0.08

The correlation between TLT and META shifts across timeframes, from -0.08 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares 20+ Year Treasury Bond ETF

Meta Platforms, Inc.

Often compared with TLT:
TLT vs. SPYTLT vs. IEFTLT vs. TMFTLT vs. BNDTLT vs. VGLTTLT vs. TLTWTLT vs. EDV
Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA

Return for Risk

TLT vs. META — 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: 1616
Martin Ratio Rank
META
META Risk / Return Rank: 2222
Overall Rank
META Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
META Sortino Ratio Rank: 2121
Sortino Ratio Rank
META Omega Ratio Rank: 2121
Omega Ratio Rank
META Calmar Ratio Rank: 2525
Calmar Ratio Rank
META Martin Ratio Rank: 2020
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. META - Risk-Adjusted Trends Comparison

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

TLTMETADifference
Sharpe ratioReturn per unit of total volatility
0.50
-0.47

+0.96

Sortino ratioReturn per unit of downside risk
0.79
-0.47

+1.25

Omega ratioGain probability vs. loss probability

1.09

0.94

+0.15

Calmar ratioReturn relative to maximum drawdown

0.62

-0.51

+1.13

Martin ratioReturn relative to average drawdown

1.48

-1.03

+2.51

TLT vs. META - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.50, which is higher than the META Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of TLT and META, 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. META - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for TLT and META.

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Drawdown Indicators

TLTMETADifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-76.74%

+28.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-33.30%

+25.72%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-34.15%

+14.97%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-76.74%

+33.04%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-76.74%

+28.39%

Current Drawdown

Current decline from peak

-39.43%

-26.69%

-12.74%

Average Drawdown

Average peak-to-trough decline

-13.86%

-15.84%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

16.38%

-13.22%

Volatility

TLT vs. META - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.18%, while Meta Platforms, Inc. (META) has a volatility of 12.77%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TLTMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

12.77%

-10.59%

Volatility (6M)

Calculated over the trailing 6-month period

6.59%

27.88%

-21.29%

Volatility (1Y)

Calculated over the trailing 1-year period

9.45%

36.16%

-26.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

44.16%

-28.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

38.74%

-23.83%

Dividends

TLT vs. META - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.51%, more than META's 0.36% yield.

PositionTTM20252024202320222021202020192018201720162015
META
Meta Platforms, Inc.		0.36%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF		4.51%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 META have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (12.77%) compared to TLT (2.18%). In terms of maximum drawdown, TLT dropped -48.35% vs META's -76.74%.

TLT currently has the higher Sharpe Ratio (0.50 vs -0.47), 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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