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TLTW vs. APRJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLTW vs. APRJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) and Innovator Premium Income 30 Barrier ETF - April (APRJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLTW achieves a 1.21% return, which is significantly lower than APRJ's 3.18% return.


TLTW

1D
-0.23%
1M
0.76%
YTD
1.21%
6M
-0.20%
1Y
10.46%
3Y*
0.74%
5Y*
10Y*

APRJ

1D
-0.10%
1M
0.70%
YTD
3.18%
6M
3.64%
1Y
6.91%
3Y*
6.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLTW vs. APRJ - Yearly Performance Comparison


2026 (YTD)202520242023
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
1.21%11.36%-2.18%-7.96%
APRJ
Innovator Premium Income 30 Barrier ETF - April
3.18%5.71%6.24%5.38%

Correlation

The correlation between TLTW and APRJ is -0.01, 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

-0.01

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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2023

0.13

The correlation between TLTW and APRJ shifts across timeframes, from -0.01 (1 year) to 0.15 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TLTW vs. APRJ — Risk / Return Rank

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

TLTW
TLTW Risk / Return Rank: 3636
Overall Rank
TLTW Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 3737
Sortino Ratio Rank
TLTW Omega Ratio Rank: 3535
Omega Ratio Rank
TLTW Calmar Ratio Rank: 3535
Calmar Ratio Rank
TLTW Martin Ratio Rank: 3434
Martin Ratio Rank

APRJ
APRJ Risk / Return Rank: 9898
Overall Rank
APRJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
APRJ Sortino Ratio Rank: 9999
Sortino Ratio Rank
APRJ Omega Ratio Rank: 9898
Omega Ratio Rank
APRJ Calmar Ratio Rank: 9999
Calmar Ratio Rank
APRJ Martin Ratio Rank: 9999
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.

TLTW vs. APRJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) and Innovator Premium Income 30 Barrier ETF - April (APRJ). 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.


TLTWAPRJDifference
Sharpe ratioReturn per unit of total volatility

-3.26

Sortino ratioReturn per unit of downside risk

-7.50

Omega ratioGain probability vs. loss probability

1.24

2.20

-0.96

Calmar ratioReturn relative to maximum drawdown

1.76

34.55

-32.79

Martin ratioReturn relative to average drawdown

5.28

103.47

-98.19

TLTW vs. APRJ - Sharpe Ratio Comparison

The current TLTW Sharpe Ratio is 1.37, which is lower than the APRJ Sharpe Ratio of 4.63. The chart below compares the historical Sharpe Ratios of TLTW and APRJ, 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


TLTWAPRJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

4.63

-3.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

1.80

-1.83

Drawdowns

TLTW vs. APRJ - Drawdown Comparison

The maximum TLTW drawdown since its inception was -18.61%, which is greater than APRJ's maximum drawdown of -4.68%. Use the drawdown chart below to compare losses from any high point for TLTW and APRJ.


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Drawdown Indicators


TLTWAPRJDifference

Max Drawdown

Largest peak-to-trough decline

-18.61%

-4.68%

-13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-0.20%

-5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-17.19%

-4.68%

-12.51%

Current Drawdown

Current decline from peak

-3.20%

-0.12%

-3.08%

Average Drawdown

Average peak-to-trough decline

-8.25%

-0.12%

-8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

0.07%

+1.92%

Volatility

TLTW vs. APRJ - Volatility Comparison

iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) has a higher volatility of 2.48% compared to Innovator Premium Income 30 Barrier ETF - April (APRJ) at 0.47%. This indicates that TLTW's price experiences larger fluctuations and is considered to be riskier than APRJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTWAPRJDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

0.47%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

5.79%

1.14%

+4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

7.70%

1.50%

+6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

3.63%

+7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.39%

3.63%

+7.76%

TLTW vs. APRJ - Expense Ratio Comparison

TLTW has a 0.35% expense ratio, which is lower than APRJ's 0.79% expense ratio.


Dividends

TLTW vs. APRJ - Dividend Comparison

TLTW's dividend yield for the trailing twelve months is around 11.76%, more than APRJ's 5.27% yield.


PositionTTM2025202420232022
APRJ
Innovator Premium Income 30 Barrier ETF - April
5.27%5.46%5.88%4.88%0.00%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
11.76%14.82%14.47%19.59%8.71%

Frequently Asked Questions


TLTW and APRJ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLTW has higher volatility (2.48%) compared to APRJ (0.47%). In terms of maximum drawdown, TLTW dropped -18.61% vs APRJ's -4.68%.

On 3-year performance, APRJ leads with 6.35% vs 0.74% for TLTW. On fees, TLTW is cheaper at 0.35% per year. On volatility, APRJ has been the lower-risk option at 0.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, APRJ has performed better with a 6.35% return vs 0.74%. 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 0.79% for APRJ.

TLTW has the higher dividend yield at 11.76%, compared with 5.27% for APRJ.

They also come from different issuers: iShares and Innovator. Their fees differ too: 0.35% for TLTW and 0.79% for APRJ.

APRJ currently has the higher Sharpe Ratio (4.63 vs 1.37), 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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