PortfoliosLab logoPortfoliosLab logo
XT vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XT vs. TLT - Performance Comparison

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

Loading graphics...

XT vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XT
iShares Exponential Technologies ETF
-2.28%26.28%0.29%27.02%-27.83%16.43%35.10%30.74%-4.93%33.71%
TLT
iShares 20+ Year Treasury Bond ETF
0.17%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Returns By Period

In the year-to-date period, XT achieves a -2.28% return, which is significantly lower than TLT's 0.17% return. Over the past 10 years, XT has outperformed TLT with an annualized return of 12.76%, while TLT has yielded a comparatively lower -1.38% annualized return.


XT

1D
3.61%
1M
-6.01%
YTD
-2.28%
6M
2.00%
1Y
27.90%
3Y*
12.19%
5Y*
4.63%
10Y*
12.76%

TLT

1D
-0.10%
1M
-4.23%
YTD
0.17%
6M
-0.87%
1Y
-0.49%
3Y*
-2.78%
5Y*
-5.85%
10Y*
-1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XT vs. TLT - Expense Ratio Comparison

XT has a 0.47% expense ratio, which is higher than TLT's 0.15% expense ratio.


Return for Risk

XT vs. TLT — Risk / Return Rank

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

XT
XT Risk / Return Rank: 7878
Overall Rank
XT Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XT Sortino Ratio Rank: 7979
Sortino Ratio Rank
XT Omega Ratio Rank: 7575
Omega Ratio Rank
XT Calmar Ratio Rank: 7676
Calmar Ratio Rank
XT Martin Ratio Rank: 8383
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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.

XT vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Exponential Technologies ETF (XT) 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.


XTTLTDifference

Sharpe ratio

Return per unit of total volatility

1.34

-0.04

+1.39

Sortino ratio

Return per unit of downside risk

1.97

0.02

+1.95

Omega ratio

Gain probability vs. loss probability

1.27

1.00

+0.27

Calmar ratio

Return relative to maximum drawdown

1.92

0.05

+1.87

Martin ratio

Return relative to average drawdown

9.06

0.11

+8.94

XT vs. TLT - Sharpe Ratio Comparison

The current XT Sharpe Ratio is 1.34, which is higher than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of XT and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XTTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

-0.04

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.37

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

-0.09

+0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.26

+0.30

Correlation

The correlation between XT and TLT is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XT vs. TLT - Dividend Comparison

XT's dividend yield for the trailing twelve months is around 8.13%, more than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
XT
iShares Exponential Technologies ETF
8.13%7.95%0.66%0.41%0.78%0.84%0.77%1.55%1.40%0.97%1.37%1.34%
TLT
iShares 20+ Year Treasury Bond ETF
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Drawdowns

XT vs. TLT - Drawdown Comparison

The maximum XT drawdown since its inception was -34.41%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for XT and TLT.


Loading graphics...

Drawdown Indicators


XTTLTDifference

Max Drawdown

Largest peak-to-trough decline

-34.41%

-48.35%

+13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-9.23%

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

-43.70%

+9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

-48.35%

+13.94%

Current Drawdown

Current decline from peak

-7.22%

-40.17%

+32.95%

Average Drawdown

Average peak-to-trough decline

-7.50%

-13.62%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

4.38%

-1.39%

Volatility

XT vs. TLT - Volatility Comparison

iShares Exponential Technologies ETF (XT) has a higher volatility of 7.04% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. This indicates that XT'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.


Loading graphics...

Volatility by Period


XTTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

3.71%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

6.61%

+5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.87%

11.44%

+9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

15.90%

+4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

14.93%

+5.09%