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TLTW vs. UTHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLTW vs. UTHY - 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 US Treasury 30 Year Bond ETF (UTHY). 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 1.94% return, which is significantly higher than UTHY's 0.55% return.


TLTW

1D
0.54%
1M
-1.29%
YTD
1.94%
6M
2.47%
1Y
6.63%
3Y*
0.73%
5Y*
10Y*

UTHY

1D
0.52%
1M
-1.78%
YTD
0.55%
6M
-0.47%
1Y
-2.91%
3Y*
-3.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLTW vs. UTHY - Yearly Performance Comparison


2026 (YTD)202520242023
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
1.94%11.36%-2.18%-6.34%
UTHY
US Treasury 30 Year Bond ETF
0.55%3.47%-8.07%-2.67%

Correlation

The correlation between TLTW and UTHY is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


TLTW vs. UTHY - Expense Ratio Comparison

TLTW has a 0.35% expense ratio, which is higher than UTHY's 0.15% expense ratio.


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Return for Risk

TLTW vs. UTHY — 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: 4141
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 3737
Sortino Ratio Rank
TLTW Omega Ratio Rank: 3333
Omega Ratio Rank
TLTW Calmar Ratio Rank: 3636
Calmar Ratio Rank
TLTW Martin Ratio Rank: 2828
Martin Ratio Rank

UTHY
UTHY Risk / Return Rank: 88
Overall Rank
UTHY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 88
Sortino Ratio Rank
UTHY Omega Ratio Rank: 88
Omega Ratio Rank
UTHY Calmar Ratio Rank: 88
Calmar Ratio Rank
UTHY Martin Ratio Rank: 88
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. UTHY - 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 US Treasury 30 Year Bond ETF (UTHY). 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.


TLTWUTHYDifference

Sharpe ratio

Return per unit of total volatility

0.83

-0.11

+0.94

Sortino ratio

Return per unit of downside risk

1.15

-0.08

+1.23

Omega ratio

Gain probability vs. loss probability

1.15

0.99

+0.16

Calmar ratio

Return relative to maximum drawdown

1.24

-0.13

+1.37

Martin ratio

Return relative to average drawdown

3.25

-0.28

+3.52

TLTW vs. UTHY - Sharpe Ratio Comparison

The current TLTW Sharpe Ratio is 0.83, which is higher than the UTHY Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of TLTW and UTHY, 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


TLTWUTHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

-0.11

+0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.17

+0.16

Drawdowns

TLTW vs. UTHY - Drawdown Comparison

The maximum TLTW drawdown since its inception was -18.61%, smaller than the maximum UTHY drawdown of -21.86%. Use the drawdown chart below to compare losses from any high point for TLTW and UTHY.


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Drawdown Indicators


TLTWUTHYDifference

Max Drawdown

Largest peak-to-trough decline

-18.61%

-21.86%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.80%

-9.42%

+3.62%

Current Drawdown

Current decline from peak

-2.50%

-10.65%

+8.15%

Average Drawdown

Average peak-to-trough decline

-8.48%

-10.67%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

4.56%

-2.34%

Volatility

TLTW vs. UTHY - Volatility Comparison

iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) and US Treasury 30 Year Bond ETF (UTHY) have volatilities of 3.52% and 3.56%, 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


TLTWUTHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

3.56%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

6.32%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

8.87%

11.08%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.54%

13.90%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.54%

13.90%

-2.36%

Dividends

TLTW vs. UTHY - Dividend Comparison

TLTW's dividend yield for the trailing twelve months is around 13.52%, more than UTHY's 4.56% yield.


TTM2025202420232022
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
13.52%14.82%14.47%19.59%8.71%
UTHY
US Treasury 30 Year Bond ETF
4.56%4.53%4.58%2.81%0.00%