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USXF vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USXF vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI USA ETF (USXF) 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, USXF achieves a 20.76% return, which is significantly higher than TLT's -0.27% return.


USXF

1D
-0.51%
1M
10.32%
YTD
20.76%
6M
21.06%
1Y
35.21%
3Y*
27.38%
5Y*
15.70%
10Y*

TLT

1D
-0.40%
1M
0.81%
YTD
-0.27%
6M
-2.02%
1Y
4.93%
3Y*
-1.80%
5Y*
-6.31%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USXF vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USXF
iShares ESG Advanced MSCI USA ETF
20.76%16.97%26.16%31.65%-21.20%27.14%24.04%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-8.05%2.77%-31.23%-4.60%-2.05%

Correlation

The correlation between USXF and TLT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.17

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2020

0.08

The correlation between USXF and TLT shifts across timeframes, from 0.08 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USXF vs. TLT — Risk / Return Rank

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

USXF
USXF Risk / Return Rank: 6666
Overall Rank
USXF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
USXF Sortino Ratio Rank: 6262
Sortino Ratio Rank
USXF Omega Ratio Rank: 6262
Omega Ratio Rank
USXF Calmar Ratio Rank: 6969
Calmar Ratio Rank
USXF Martin Ratio Rank: 7373
Martin Ratio Rank

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

USXF vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) 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.


USXFTLTDifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.38

1.09

+0.29

Calmar ratioReturn relative to maximum drawdown

3.47

0.65

+2.82

Martin ratioReturn relative to average drawdown

13.97

1.63

+12.35

USXF vs. TLT - Sharpe Ratio Comparison

The current USXF Sharpe Ratio is 2.20, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of USXF 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


USXFTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

0.51

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

-0.40

+1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.26

+0.77

Drawdowns

USXF vs. TLT - Drawdown Comparison

The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for USXF and TLT.


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Drawdown Indicators


USXFTLTDifference

Max Drawdown

Largest peak-to-trough decline

-29.54%

-48.35%

+18.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-7.58%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.93%

-19.18%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.54%

-43.70%

+14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-0.51%

-40.44%

+39.93%

Average Drawdown

Average peak-to-trough decline

-6.42%

-13.82%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.04%

-0.51%

Volatility

USXF vs. TLT - Volatility Comparison

iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 5.41% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that USXF'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.


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Volatility by Period


USXFTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

2.76%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

6.50%

+6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

9.77%

+6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.55%

15.87%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

14.91%

+4.27%

USXF vs. TLT - Expense Ratio Comparison

USXF has a 0.10% 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%.


Dividends

USXF vs. TLT - Dividend Comparison

USXF's dividend yield for the trailing twelve months is around 0.80%, less than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
TLT
iShares 20+ Year Treasury Bond ETF
4.59%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
USXF
iShares ESG Advanced MSCI USA ETF
0.80%0.93%1.00%1.21%1.39%0.86%0.58%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USXF and TLT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USXF has higher volatility (5.41%) compared to TLT (2.76%). In terms of maximum drawdown, USXF dropped -29.54% vs TLT's -48.35%.

On 5-year performance, USXF leads with 15.70% vs -6.31% for TLT. On fees, USXF is cheaper at 0.10% per year. On volatility, TLT has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USXF has performed better with a 15.70% return vs -6.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USXF is cheaper with a 0.10% expense ratio, compared with 0.15% for TLT.

TLT has the higher dividend yield at 4.59%, compared with 0.80% for USXF.

USXF is categorized as Large Cap Growth Equities, while TLT is Government Bonds. USXF tracks MSCI USA Choice ESG Screened Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.10% for USXF and 0.15% for TLT.

USXF currently has the higher Sharpe Ratio (2.20 vs 0.51), 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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