^XSP vs. TLT
Compare and contrast key facts about S&P 500 Mini-SPX Options Index (^XSP) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XSP or TLT.
Correlation
The correlation between ^XSP and TLT is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^XSP vs. TLT - Performance Comparison
Key characteristics
^XSP:
2.10
TLT:
-0.54
^XSP:
2.80
TLT:
-0.66
^XSP:
1.39
TLT:
0.93
^XSP:
3.09
TLT:
-0.17
^XSP:
13.49
TLT:
-1.13
^XSP:
1.94%
TLT:
6.75%
^XSP:
12.52%
TLT:
14.28%
^XSP:
-25.43%
TLT:
-48.35%
^XSP:
-2.62%
TLT:
-42.06%
Returns By Period
In the year-to-date period, ^XSP achieves a 24.34% return, which is significantly higher than TLT's -7.02% return.
^XSP
24.34%
0.23%
8.53%
24.95%
N/A
N/A
TLT
-7.02%
-1.53%
-3.76%
-6.64%
-5.98%
-0.87%
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Risk-Adjusted Performance
^XSP vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) 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.
Drawdowns
^XSP vs. TLT - Drawdown Comparison
The maximum ^XSP drawdown since its inception was -25.43%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ^XSP and TLT. For additional features, visit the drawdowns tool.
Volatility
^XSP vs. TLT - Volatility Comparison
The current volatility for S&P 500 Mini-SPX Options Index (^XSP) is 3.79%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.47%. This indicates that ^XSP 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.