^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.
Correlation
The correlation between ^IDCOT10TR and TLH is -0.26. 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.
Performance
^IDCOT10TR vs. TLH - Performance Comparison
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Key characteristics
^IDCOT10TR:
0.25
TLH:
0.24
^IDCOT10TR:
0.40
TLH:
0.39
^IDCOT10TR:
1.05
TLH:
1.05
^IDCOT10TR:
0.08
TLH:
0.08
^IDCOT10TR:
0.48
TLH:
0.46
^IDCOT10TR:
5.76%
TLH:
5.75%
^IDCOT10TR:
11.73%
TLH:
11.58%
^IDCOT10TR:
-41.24%
TLH:
-41.14%
^IDCOT10TR:
-32.45%
TLH:
-32.46%
Returns By Period
In the year-to-date period, ^IDCOT10TR achieves a 1.69% return, which is significantly lower than TLH's 1.94% return. Over the past 10 years, ^IDCOT10TR has outperformed TLH with an annualized return of -0.25%, while TLH has yielded a comparatively lower -0.31% annualized return.
^IDCOT10TR
1.69%
0.97%
-1.30%
3.34%
-6.82%
-0.25%
TLH
1.94%
0.99%
-1.35%
3.27%
-6.85%
-0.31%
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Risk-Adjusted Performance
^IDCOT10TR vs. TLH — Risk-Adjusted Performance Rank
^IDCOT10TR
TLH
^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.
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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.
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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 3.69% and 3.70%, 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.
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