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TLT vs. XPEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TLT vs. XPEL

Last updated Jun 13, 2026

TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while XPEL (XPEL, Inc.) is a stock. Over the past 10 years, TLT returned -1.75%/yr vs 47.20%/yr for XPEL. At a correlation of -0.01, they often move in opposite directions.

Performance

TLT vs. XPEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and XPEL, Inc. (XPEL). 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 higher than XPEL's -9.58% return. Over the past 10 years, TLT has underperformed XPEL with an annualized return of -1.75%, while XPEL has yielded a comparatively higher 47.20% 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%

XPEL

1D
-1.85%
1M
6.19%
YTD
-9.58%
6M
-10.65%
1Y
24.60%
3Y*
-16.42%
5Y*
-12.94%
10Y*
47.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. XPEL - 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%
XPEL
XPEL, Inc.		-9.58%24.96%-25.83%-10.34%-12.04%32.43%251.95%140.10%335.82%0.00%

Correlation

The correlation between TLT and XPEL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.08

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

0.10

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

0.05

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

0.00

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2007

-0.01

The correlation between TLT and XPEL shifts across timeframes, from -0.01 (all time) to 0.10 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares 20+ Year Treasury Bond ETF

XPEL, Inc.

Often compared with TLT:
TLT vs. SPYTLT vs. IEFTLT vs. TMFTLT vs. BNDTLT vs. VGLTTLT vs. TLTWTLT vs. EDV
Often compared with XPEL:
XPEL vs. CPRXXPEL vs. MOHXPEL vs. ENSGXPEL vs. UFPTXPEL vs. ODFLXPEL vs. ALSNXPEL vs. AVGO

Return for Risk

TLT vs. XPEL — 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
XPEL
XPEL Risk / Return Rank: 5858
Overall Rank
XPEL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XPEL Sortino Ratio Rank: 5757
Sortino Ratio Rank
XPEL Omega Ratio Rank: 5656
Omega Ratio Rank
XPEL Calmar Ratio Rank: 5858
Calmar Ratio Rank
XPEL Martin Ratio Rank: 5959
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. XPEL - Risk-Adjusted Trends Comparison

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

TLTXPELDifference
Sharpe ratioReturn per unit of total volatility
0.30
0.54

-0.24

Sortino ratioReturn per unit of downside risk
0.50
1.04

-0.53

Omega ratioGain probability vs. loss probability

1.06

1.13

-0.07

Calmar ratioReturn relative to maximum drawdown

0.38

0.69

-0.31

Martin ratioReturn relative to average drawdown

0.92

1.62

-0.70

TLT vs. XPEL - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.30, which is lower than the XPEL Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TLT and XPEL, 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. XPEL - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum XPEL drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for TLT and XPEL.

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Drawdown Indicators

TLTXPELDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-99.44%

+51.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-31.79%

+24.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-71.47%

+52.29%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-75.62%

+31.92%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-75.62%

+27.27%

Current Drawdown

Current decline from peak

-40.12%

-55.49%

+15.37%

Average Drawdown

Average peak-to-trough decline

-13.84%

-52.41%

+38.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

13.55%

-10.41%

Volatility

TLT vs. XPEL - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.83%, while XPEL, Inc. (XPEL) has a volatility of 11.25%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than XPEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TLTXPELDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

11.25%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

29.52%

-22.88%

Volatility (1Y)

Calculated over the trailing 1-year period

9.68%

40.53%

-30.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

54.79%

-38.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

63.67%

-48.76%

Dividends

TLT vs. XPEL - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.56%, while XPEL has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
XPEL
XPEL, Inc.		0.00%0.00%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 XPEL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XPEL has higher volatility (11.25%) compared to TLT (2.83%). In terms of maximum drawdown, TLT dropped -48.35% vs XPEL's -99.44%.

XPEL currently has the higher Sharpe Ratio (0.54 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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