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TLT vs. TBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. TBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and ProShares UltraShort 20+ Year Treasury (TBT). 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 TBT's 3.12% return. Over the past 10 years, TLT has underperformed TBT with an annualized return of -1.66%, while TBT has yielded a comparatively higher 2.10% annualized return.


TLT

1D
-0.40%
1M
0.81%
YTD
-0.27%
6M
-2.02%
1Y
4.93%
3Y*
-1.80%
5Y*
-6.31%
10Y*
-1.66%

TBT

1D
0.76%
1M
-1.08%
YTD
3.12%
6M
7.77%
1Y
-2.58%
3Y*
10.56%
5Y*
15.44%
10Y*
2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. TBT - 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%
TBT
ProShares UltraShort 20+ Year Treasury
3.12%-1.45%27.66%-2.42%93.29%2.86%-37.93%-22.90%4.98%-17.25%

Correlation

The correlation between TLT and TBT is -0.99, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.99

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

-0.99

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

-1.00

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

-0.99

Correlation (All Time)
Calculated using the full available price history since May 2, 2008

-0.99

The correlation between TLT and TBT has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

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Return for Risk

TLT vs. TBT — Risk / Return Rank

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

TLT
TLT Risk / Return Rank: 1616
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1515
Omega Ratio Rank
TLT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLT Martin Ratio Rank: 1616
Martin Ratio Rank

TBT
TBT Risk / Return Rank: 77
Overall Rank
TBT Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TBT Sortino Ratio Rank: 77
Sortino Ratio Rank
TBT Omega Ratio Rank: 77
Omega Ratio Rank
TBT Calmar Ratio Rank: 77
Calmar Ratio Rank
TBT Martin Ratio Rank: 77
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. TBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and ProShares UltraShort 20+ Year Treasury (TBT). 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.


TLTTBTDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.09

0.99

+0.10

Calmar ratioReturn relative to maximum drawdown

0.65

-0.17

+0.83

Martin ratioReturn relative to average drawdown

1.63

-0.35

+1.97

TLT vs. TBT - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.51, which is higher than the TBT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of TLT and TBT, 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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Sharpe Ratios by Period


TLTTBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.13

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.49

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.07

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.33

+0.58

Drawdowns

TLT vs. TBT - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum TBT drawdown of -94.99%. Use the drawdown chart below to compare losses from any high point for TLT and TBT.


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Drawdown Indicators


TLTTBTDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-94.99%

+46.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-14.89%

+7.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-33.83%

+14.65%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-33.83%

-9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-65.09%

+16.74%

Current Drawdown

Current decline from peak

-40.44%

-85.63%

+45.19%

Average Drawdown

Average peak-to-trough decline

-13.82%

-77.33%

+63.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

7.50%

-4.46%

Volatility

TLT vs. TBT - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.76%, while ProShares UltraShort 20+ Year Treasury (TBT) has a volatility of 5.74%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than TBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTTBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

5.74%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.50%

13.20%

-6.70%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

19.76%

-9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

31.42%

-15.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

28.79%

-13.88%

TLT vs. TBT - Expense Ratio Comparison

TLT has a 0.15% expense ratio, which is lower than TBT's 0.93% expense ratio.


Dividends

TLT vs. TBT - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.59%, more than TBT's 2.89% yield.


PositionTTM20252024202320222021202020192018201720162015
TBT
ProShares UltraShort 20+ Year Treasury
2.89%3.21%4.64%4.98%0.42%0.00%0.32%2.12%0.99%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.59%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 TBT have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TBT has higher volatility (5.74%) compared to TLT (2.76%). In terms of maximum drawdown, TLT dropped -48.35% vs TBT's -94.99%.

On 10-year performance, TBT leads with 2.10% vs -1.66% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TBT has performed better with a 2.10% return vs -1.66%. 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 0.93% for TBT.

TLT has the higher dividend yield at 4.59%, compared with 2.89% for TBT.

TLT is categorized as Government Bonds, while TBT is Inverse Bonds. Both ETFs track ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.15% for TLT and 0.93% for TBT.

TLT currently has the higher Sharpe Ratio (0.51 vs -0.13), 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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