USD=X vs. TLT
USD=X (USD Cash) is a currency, while TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Over the past 10 years, USD=X returned 0.00%/yr vs -2.20%/yr for TLT.
Performance
USD=X vs. TLT - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
TLT
- 1D
- -0.75%
- 1M
- -2.94%
- 6M
- -2.29%
- YTD
- -1.57%
- 1Y
- 2.90%
- 3Y*
- -2.24%
- 5Y*
- -7.64%
- 10Y*
- -2.20%
- ALL TIME*
- 3.56%
USD=X vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | -1.57% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
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Return for Risk
USD=X vs. TLT — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TLT
USD=X vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
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.
| USD=X | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.06 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.38 | — |
| Martin ratioReturn relative to average drawdown | — | 0.87 | — |
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Drawdowns
USD=X vs. TLT - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for USD=X and TLT.
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Drawdown Indicators
| USD=X | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -48.35% | +48.35% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -7.58% | +7.58% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -17.91% | +17.91% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -43.70% | +43.70% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -48.35% | +48.35% |
Current DrawdownCurrent decline from peak | 0.00% | -41.21% | +41.21% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -13.95% | +13.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 3.35% | -3.35% |
Volatility
USD=X vs. TLT - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.63%. This indicates that USD=X 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
| USD=X | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.63% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 6.82% | -6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 9.41% | -9.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 15.75% | -15.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 14.84% | -14.84% |
Frequently Asked Questions
TLT has higher volatility (2.63%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TLT's -48.35%.
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