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TLTP vs. TLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLTP vs. TLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLTP achieves a 0.90% return, which is significantly lower than TLTW's 2.17% return.


TLTP

1D
-0.58%
1M
1.71%
YTD
0.90%
6M
1.04%
1Y
5.64%
3Y*
5Y*
10Y*

TLTW

1D
-0.71%
1M
2.04%
YTD
2.17%
6M
2.05%
1Y
9.22%
3Y*
0.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLTP vs. TLTW - Yearly Performance Comparison


Correlation

The correlation between TLTP and TLTW is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2024

0.92

The correlation between TLTP and TLTW has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

TLTP vs. TLTW — Risk / Return Rank

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

TLTP
TLTP Risk / Return Rank: 2121
Overall Rank
TLTP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TLTP Sortino Ratio Rank: 2121
Sortino Ratio Rank
TLTP Omega Ratio Rank: 2020
Omega Ratio Rank
TLTP Calmar Ratio Rank: 2222
Calmar Ratio Rank
TLTP Martin Ratio Rank: 2222
Martin Ratio Rank

TLTW
TLTW Risk / Return Rank: 3333
Overall Rank
TLTW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 3434
Sortino Ratio Rank
TLTW Omega Ratio Rank: 3333
Omega Ratio Rank
TLTW Calmar Ratio Rank: 3232
Calmar Ratio Rank
TLTW Martin Ratio Rank: 3232
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.

TLTP vs. TLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.


TLTPTLTWDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratioReturn relative to maximum drawdown

0.98

1.55

-0.57

Martin ratioReturn relative to average drawdown

2.56

4.46

-1.90

TLTP vs. TLTW - Sharpe Ratio Comparison

The current TLTP Sharpe Ratio is 0.77, which is lower than the TLTW Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TLTP and TLTW, 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

TLTP vs. TLTW - Drawdown Comparison

The maximum TLTP drawdown since its inception was -8.54%, smaller than the maximum TLTW drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for TLTP and TLTW.


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Drawdown Indicators


TLTPTLTWDifference

Max Drawdown

Largest peak-to-trough decline

-8.54%

-18.61%

+10.07%

Max Drawdown (1Y)

Largest decline over 1 year

-5.76%

-5.97%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.19%

Current Drawdown

Current decline from peak

-2.52%

-2.28%

-0.24%

Average Drawdown

Average peak-to-trough decline

-3.24%

-8.17%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.07%

+0.14%

Volatility

TLTP vs. TLTW - Volatility Comparison

Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) have volatilities of 1.66% and 1.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTPTLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.68%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

5.14%

5.82%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

7.39%

7.63%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.76%

11.34%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.76%

11.34%

-1.58%

TLTP vs. TLTW - Expense Ratio Comparison

TLTP has a 0.38% expense ratio, which is higher than TLTW's 0.35% expense ratio.


Dividends

TLTP vs. TLTW - Dividend Comparison

TLTP's dividend yield for the trailing twelve months is around 13.07%, more than TLTW's 11.64% yield.


PositionTTM2025202420232022
TLTP
Amplify Bloomberg U.S. Treasury Target High Income ETF
13.07%12.53%2.08%0.00%0.00%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
11.64%14.82%14.47%19.59%8.71%

Frequently Asked Questions


With a correlation of 0.92, TLTP and TLTW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TLTW has higher volatility (1.68%) compared to TLTP (1.66%). In terms of maximum drawdown, TLTP dropped -8.54% vs TLTW's -18.61%.

On 1-year performance, TLTW leads with 9.22% vs 5.64% for TLTP. On fees, TLTW is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TLTW has performed better with a 9.22% return vs 5.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLTW is cheaper with a 0.35% expense ratio, compared with 0.38% for TLTP.

TLTP has the higher dividend yield at 13.07%, compared with 11.64% for TLTW.

TLTP is categorized as Government Bonds, while TLTW is Derivative Income. TLTP tracks Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index, while TLTW tracks CBOE TLT 2% OTM Buywrite Index (USD). They also come from different issuers: Amplify and iShares. Their fees differ too: 0.38% for TLTP and 0.35% for TLTW.

TLTW currently has the higher Sharpe Ratio (1.22 vs 0.77), 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.

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