U10G.L vs. TLT
Compare and contrast key facts about Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) and iShares 20+ Year Treasury Bond ETF (TLT).
U10G.L and TLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. U10G.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Government TR USD. It was launched on Oct 25, 2018. TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002. Both U10G.L and TLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: U10G.L or TLT.
Key characteristics
| U10G.L | TLT | |
|---|---|---|
| YTD Return | 1.89% | 4.71% |
| 1Y Return | 3.60% | 12.19% |
| 3Y Return (Ann) | -9.26% | -9.64% |
| 5Y Return (Ann) | -6.70% | -4.08% |
| Sharpe Ratio | 0.27 | 0.77 |
| Daily Std Dev | 13.16% | 16.70% |
| Max Drawdown | -49.26% | -48.35% |
| Current Drawdown | -43.23% | -34.76% |
Correlation
The correlation between U10G.L and TLT is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
U10G.L vs. TLT - Performance Comparison
In the year-to-date period, U10G.L achieves a 1.89% return, which is significantly lower than TLT's 4.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
U10G.L vs. TLT - Expense Ratio Comparison
U10G.L has a 0.07% expense ratio, which is lower than TLT's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
U10G.L vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
U10G.L vs. TLT - Dividend Comparison
U10G.L's dividend yield for the trailing twelve months is around 2.80%, less than TLT's 3.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
U10G.L Amundi US Treasury Bond 10+Y UCITS ETF Dist | 2.80% | 2.85% | 3.24% | 2.27% | 2.37% | 2.95% | 3.19% | 3.30% | 4.40% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.59% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
U10G.L vs. TLT - Drawdown Comparison
The maximum U10G.L drawdown since its inception was -49.26%, roughly equal to the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for U10G.L and TLT. For additional features, visit the drawdowns tool.
Volatility
U10G.L vs. TLT - Volatility Comparison
Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) has a higher volatility of 3.41% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.16%. This indicates that U10G.L's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.