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UCON vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCON vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust TCW Unconstrained Plus Bond ETF (UCON) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCON achieves a 0.83% return, which is significantly higher than TLT's 0.13% return.


UCON

1D
0.04%
1M
0.42%
YTD
0.83%
6M
1.07%
1Y
5.80%
3Y*
5.77%
5Y*
2.82%
10Y*

TLT

1D
0.21%
1M
0.44%
YTD
0.13%
6M
-1.35%
1Y
5.16%
3Y*
-1.67%
5Y*
-5.98%
10Y*
-1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCON vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UCON
First Trust TCW Unconstrained Plus Bond ETF
0.83%7.00%4.69%7.72%-5.72%1.02%6.54%7.39%1.11%
TLT
iShares 20+ Year Treasury Bond ETF
0.13%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%3.15%

Correlation

The correlation between UCON and TLT is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2018

0.42

Over the past year, UCON and TLT have become more correlated (0.80) than their long-term average of 0.42, meaning their price movements have been converging.

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Return for Risk

UCON vs. TLT — Risk / Return Rank

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

UCON
UCON Risk / Return Rank: 5555
Overall Rank
UCON Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UCON Sortino Ratio Rank: 5959
Sortino Ratio Rank
UCON Omega Ratio Rank: 6060
Omega Ratio Rank
UCON Calmar Ratio Rank: 4545
Calmar Ratio Rank
UCON Martin Ratio Rank: 5252
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1616
Overall Rank
TLT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1717
Sortino Ratio Rank
TLT Omega Ratio Rank: 1616
Omega Ratio Rank
TLT Calmar Ratio Rank: 1515
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
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.

UCON vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust TCW Unconstrained Plus Bond ETF (UCON) 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.


UCONTLTDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.53

+1.43

Sortino ratio

Return per unit of downside risk

2.81

0.83

+1.98

Omega ratio

Gain probability vs. loss probability

1.37

1.09

+0.28

Calmar ratio

Return relative to maximum drawdown

2.29

0.55

+1.74

Martin ratio

Return relative to average drawdown

8.94

1.38

+7.55

UCON vs. TLT - Sharpe Ratio Comparison

The current UCON Sharpe Ratio is 1.96, which is higher than the TLT Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of UCON and TLT, 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


UCONTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.53

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

-0.38

+1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.26

+0.38

Drawdowns

UCON vs. TLT - Drawdown Comparison

The maximum UCON drawdown since its inception was -15.31%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for UCON and TLT.


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Drawdown Indicators


UCONTLTDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-48.35%

+33.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

-7.58%

+5.13%

Max Drawdown (3Y)

Largest decline over 3 years

-2.85%

-19.18%

+16.33%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

-43.70%

+34.10%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-0.37%

-40.20%

+39.83%

Average Drawdown

Average peak-to-trough decline

-1.48%

-13.81%

+12.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

3.02%

-2.39%

Volatility

UCON vs. TLT - Volatility Comparison

The current volatility for First Trust TCW Unconstrained Plus Bond ETF (UCON) is 1.13%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.84%. This indicates that UCON experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCONTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

2.84%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

6.60%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

9.81%

-6.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.89%

15.87%

-11.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

14.91%

-9.02%

UCON vs. TLT - Expense Ratio Comparison

UCON has a 0.86% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

UCON vs. TLT - Dividend Comparison

UCON's dividend yield for the trailing twelve months is around 4.65%, more than TLT's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
TLT
iShares 20+ Year Treasury Bond ETF
4.57%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
UCON
First Trust TCW Unconstrained Plus Bond ETF
4.65%4.63%4.95%4.75%3.12%2.20%3.14%3.25%1.76%0.00%0.00%0.00%

Frequently Asked Questions


UCON and TLT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.84%) compared to UCON (1.13%). In terms of maximum drawdown, UCON dropped -15.31% vs TLT's -48.35%.

On 5-year performance, UCON leads with 2.82% vs -5.98% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, UCON has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UCON has performed better with a 2.82% return vs -5.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.86% for UCON.

UCON has the higher dividend yield at 4.65%, compared with 4.57% for TLT.

UCON is categorized as Nontraditional Bonds, while TLT is Government Bonds. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.86% for UCON and 0.15% for TLT.

UCON currently has the higher Sharpe Ratio (1.96 vs 0.53), 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.

Portfolio Optimizer

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