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TLTD vs. TPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLTD vs. TPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) and Texas Pacific Land Corporation (TPL). The values are adjusted to include any dividend payments, if applicable.

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TLTD vs. TPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLTD
FlexShares Morningstar Developed Markets ex-US Factor Tilt
1.50%39.69%4.78%17.19%-13.74%12.84%4.21%21.26%-17.57%26.27%
TPL
Texas Pacific Land Corporation
65.41%-21.61%115.31%-32.40%91.29%73.25%-4.69%44.58%21.96%51.18%

Returns By Period

In the year-to-date period, TLTD achieves a 1.50% return, which is significantly lower than TPL's 65.41% return. Over the past 10 years, TLTD has underperformed TPL with an annualized return of 9.23%, while TPL has yielded a comparatively higher 41.62% annualized return.


TLTD

1D
3.03%
1M
-8.32%
YTD
1.50%
6M
7.64%
1Y
30.17%
3Y*
17.62%
5Y*
9.49%
10Y*
9.23%

TPL

1D
1.54%
1M
-9.38%
YTD
65.41%
6M
52.94%
1Y
8.11%
3Y*
37.44%
5Y*
23.18%
10Y*
41.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TLTD vs. TPL — Risk / Return Rank

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

TLTD
TLTD Risk / Return Rank: 8787
Overall Rank
TLTD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TLTD Sortino Ratio Rank: 8888
Sortino Ratio Rank
TLTD Omega Ratio Rank: 8888
Omega Ratio Rank
TLTD Calmar Ratio Rank: 8484
Calmar Ratio Rank
TLTD Martin Ratio Rank: 8686
Martin Ratio Rank

TPL
TPL Risk / Return Rank: 4646
Overall Rank
TPL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TPL Sortino Ratio Rank: 4545
Sortino Ratio Rank
TPL Omega Ratio Rank: 4444
Omega Ratio Rank
TPL Calmar Ratio Rank: 4848
Calmar Ratio Rank
TPL Martin Ratio Rank: 4646
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.

TLTD vs. TPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) and Texas Pacific Land Corporation (TPL). 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.


TLTDTPLDifference

Sharpe ratio

Return per unit of total volatility

1.78

0.17

+1.61

Sortino ratio

Return per unit of downside risk

2.40

0.58

+1.81

Omega ratio

Gain probability vs. loss probability

1.36

1.08

+0.29

Calmar ratio

Return relative to maximum drawdown

2.44

0.23

+2.21

Martin ratio

Return relative to average drawdown

9.90

0.35

+9.56

TLTD vs. TPL - Sharpe Ratio Comparison

The current TLTD Sharpe Ratio is 1.78, which is higher than the TPL Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of TLTD and TPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TLTDTPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.17

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.51

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.90

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.58

-0.09

Correlation

The correlation between TLTD and TPL is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TLTD vs. TPL - Dividend Comparison

TLTD's dividend yield for the trailing twelve months is around 3.29%, more than TPL's 0.46% yield.


TTM20252024202320222021202020192018201720162015
TLTD
FlexShares Morningstar Developed Markets ex-US Factor Tilt
3.29%3.44%3.88%3.39%2.76%3.44%2.04%3.46%3.16%2.71%2.93%2.56%
TPL
Texas Pacific Land Corporation
0.46%0.74%1.37%0.83%1.37%0.88%2.20%0.22%0.55%0.30%0.10%0.22%

Drawdowns

TLTD vs. TPL - Drawdown Comparison

The maximum TLTD drawdown since its inception was -40.62%, smaller than the maximum TPL drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for TLTD and TPL.


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Drawdown Indicators


TLTDTPLDifference

Max Drawdown

Largest peak-to-trough decline

-40.62%

-73.05%

+32.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-42.34%

+30.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.96%

-52.50%

+23.54%

Max Drawdown (10Y)

Largest decline over 10 years

-40.62%

-65.46%

+24.84%

Current Drawdown

Current decline from peak

-8.61%

-17.02%

+8.41%

Average Drawdown

Average peak-to-trough decline

-7.74%

-27.26%

+19.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

27.98%

-25.00%

Volatility

TLTD vs. TPL - Volatility Comparison

The current volatility for FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) is 7.39%, while Texas Pacific Land Corporation (TPL) has a volatility of 11.83%. This indicates that TLTD experiences smaller price fluctuations and is considered to be less risky than TPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTDTPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

11.83%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

32.57%

-21.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

48.59%

-31.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

45.74%

-29.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

46.53%

-29.77%