iShares 20+ Year Treasury Bond ETF (TLT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares 20+ Year Treasury Bond ETF (TLT): 1Y return -6.4%, Sharpe ratio -0.63, volatility 9.4%, max drawdown -12.5%. A ETF in the Fixed Income asset class. Compare TLT with other assets and invest through your own broker with pfolio.
iShares 20+ Year Treasury Bond ETF (TLT) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
TLT Performance
- MTD
- Return: 5.2%, Sharpe: 5.82, Volatility: 10.5%, Max Drawdown: -0.9%
- YTD
- Return: -3.2%, Sharpe: -0.35, Volatility: 9.7%, Max Drawdown: -12.5%
- 1Y
- Return: -6.4%, Sharpe: -0.63, Volatility: 9.4%, Max Drawdown: -12.5%
- 5Y
- Return: -34.0%, Sharpe: -0.45, Volatility: 15.4%, Max Drawdown: -43.7%
- 10Y
- Return: -16.8%, Sharpe: -0.05, Volatility: 14.6%, Max Drawdown: -48.4%
Frequently Asked Questions
- What is iShares 20+ Year Treasury Bond ETF (TLT)?
- iShares 20+ Year Treasury Bond ETF (TLT) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does TLT compare to other assets?
- You can compare TLT with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TLT through pfolio?
- pfolio helps you build diversified portfolios that may include TLT. You invest through your own broker — pfolio provides the analytics.