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TLTW vs. USA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLTW vs. USA - 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 Liberty All-Star Equity Fund (USA). 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 1.90% return, which is significantly higher than USA's -3.46% return.


TLTW

1D
-0.14%
1M
1.53%
YTD
1.90%
6M
2.26%
1Y
9.45%
3Y*
1.13%
5Y*
10Y*

USA

1D
-0.52%
1M
0.17%
YTD
-3.46%
6M
-1.58%
1Y
-4.32%
3Y*
7.82%
5Y*
1.42%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLTW vs. USA - Yearly Performance Comparison


2026 (YTD)2025202420232022
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
1.90%11.36%-2.18%0.73%-11.14%
USA
Liberty All-Star Equity Fund
-3.46%0.09%20.81%23.17%-14.31%

Correlation

The correlation between TLTW and USA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2022

0.17

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Return for Risk

TLTW vs. USA — Risk / Return Rank

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

TLTW
TLTW Risk / Return Rank: 3535
Overall Rank
TLTW Sharpe Ratio Rank: 3838
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: 3333
Martin Ratio Rank

USA
USA Risk / Return Rank: 2727
Overall Rank
USA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USA Sortino Ratio Rank: 2323
Sortino Ratio Rank
USA Omega Ratio Rank: 2424
Omega Ratio Rank
USA Calmar Ratio Rank: 3333
Calmar Ratio Rank
USA Martin Ratio Rank: 2929
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. USA - 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 Liberty All-Star Equity Fund (USA). 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.


TLTWUSADifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.14

Omega ratioGain probability vs. loss probability

1.21

0.95

+0.26

Calmar ratioReturn relative to maximum drawdown

1.52

-0.32

+1.84

Martin ratioReturn relative to average drawdown

4.41

-0.76

+5.17

TLTW vs. USA - Sharpe Ratio Comparison

The current TLTW Sharpe Ratio is 1.18, which is higher than the USA Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of TLTW and USA, 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

TLTW vs. USA - Drawdown Comparison

The maximum TLTW drawdown since its inception was -18.61%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for TLTW and USA.


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Drawdown Indicators


TLTWUSADifference

Max Drawdown

Largest peak-to-trough decline

-18.61%

-69.15%

+50.54%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-15.28%

+9.31%

Max Drawdown (3Y)

Largest decline over 3 years

-17.19%

-17.69%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

Max Drawdown (10Y)

Largest decline over 10 years

-47.07%

Current Drawdown

Current decline from peak

-2.54%

-8.65%

+6.11%

Average Drawdown

Average peak-to-trough decline

-8.20%

-11.52%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

6.43%

-4.38%

Volatility

TLTW vs. USA - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) is 2.31%, while Liberty All-Star Equity Fund (USA) has a volatility of 3.16%. This indicates that TLTW experiences smaller price fluctuations and is considered to be less risky than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTWUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

3.16%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

10.42%

-4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

7.68%

13.64%

-5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.36%

20.26%

-8.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

22.56%

-11.20%

Dividends

TLTW vs. USA - Dividend Comparison

TLTW's dividend yield for the trailing twelve months is around 11.68%, less than USA's 11.85% yield.


PositionTTM20252024202320222021202020192018201720162015
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
11.68%14.82%14.47%19.59%8.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USA
Liberty All-Star Equity Fund
11.85%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

Frequently Asked Questions


TLTW and USA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USA has higher volatility (3.16%) compared to TLTW (2.31%). In terms of maximum drawdown, TLTW dropped -18.61% vs USA's -69.15%.

TLTW currently has the higher Sharpe Ratio (1.18 vs -0.36), 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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