^IDCOT10TR vs. TLH
Compare and contrast key facts about ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and iShares 10-20 Year Treasury Bond ETF (TLH).
TLH is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 10-20 Year Treasury Bond Index. It was launched on Jan 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IDCOT10TR or TLH.
Key characteristics
| ^IDCOT10TR | TLH | |
|---|---|---|
| YTD Return | 4.68% | 4.44% |
| 1Y Return | 11.23% | 11.08% |
| 3Y Return (Ann) | -7.02% | -6.78% |
| 5Y Return (Ann) | -3.52% | -3.54% |
| 10Y Return (Ann) | 0.82% | 0.75% |
| Sharpe Ratio | 0.86 | 0.85 |
| Daily Std Dev | 13.32% | 13.42% |
| Max Drawdown | -41.24% | -41.14% |
| Current Drawdown | -27.78% | -27.77% |
Correlation
The correlation between ^IDCOT10TR and TLH is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^IDCOT10TR vs. TLH - Performance Comparison
In the year-to-date period, ^IDCOT10TR achieves a 4.68% return, which is significantly higher than TLH's 4.44% return. Over the past 10 years, ^IDCOT10TR has outperformed TLH with an annualized return of 0.82%, while TLH has yielded a comparatively lower 0.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^IDCOT10TR vs. TLH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and iShares 10-20 Year Treasury Bond ETF (TLH). 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.
Drawdowns
^IDCOT10TR vs. TLH - Drawdown Comparison
The maximum ^IDCOT10TR drawdown since its inception was -41.24%, roughly equal to the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for ^IDCOT10TR and TLH. For additional features, visit the drawdowns tool.
Volatility
^IDCOT10TR vs. TLH - Volatility Comparison
ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and iShares 10-20 Year Treasury Bond ETF (TLH) have volatilities of 2.66% and 2.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.