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TLT vs. TLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. TLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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 0.76% return, which is significantly lower than TLTX's 1.92% return.


TLT

1D
0.55%
1M
3.43%
YTD
0.76%
6M
0.32%
1Y
5.45%
3Y*
-1.66%
5Y*
-6.54%
10Y*
-1.73%

TLTX

1D
0.17%
1M
4.34%
YTD
1.92%
6M
2.20%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. TLTX - Yearly Performance Comparison


Correlation

The correlation between TLT and TLTX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.67

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Return for Risk

TLT vs. TLTX — Risk / Return Rank

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

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

TLTX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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.


TLTTLTXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.72

Martin ratioReturn relative to average drawdown

1.73

TLT vs. TLTX - Sharpe Ratio Comparison


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Drawdowns

TLT vs. TLTX - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, which is greater than TLTX's maximum drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for TLT and TLTX.


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Drawdown Indicators


TLTTLTXDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-6.35%

-42.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-39.82%

-1.85%

-37.97%

Average Drawdown

Average peak-to-trough decline

-13.85%

-2.30%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

Volatility

TLT vs. TLTX - Volatility Comparison


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Volatility by Period


TLTTLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

9.57%

9.14%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

9.14%

+6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

9.14%

+5.77%

TLT vs. TLTX - Expense Ratio Comparison

TLT has a 0.15% expense ratio, which is lower than TLTX's 0.29% expense ratio.


Dividends

TLT vs. TLTX - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.54%, less than TLTX's 15.44% yield.


PositionTTM20252024202320222021202020192018201720162015
TLT
iShares 20+ Year Treasury Bond ETF
4.54%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
TLTX
Global X Treasury Bond Enhanced Income ETF
15.44%7.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TLT and TLTX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLT is cheaper with a 0.15% expense ratio, compared with 0.29% for TLTX.

TLTX has the higher dividend yield at 15.44%, compared with 4.54% for TLT.

They also come from different issuers: iShares and Global X. Their fees differ too: 0.15% for TLT and 0.29% for TLTX.

Portfolio Optimizer

Find the right allocation for TLT and TLTX

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