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GOVT vs TLT

Comparison between ISHARES U.S. TREASURY BOND ETF (GOVT, ETF) and ISHARES 20+ YEAR TREASURY BOND ETF (TLT, ETF).

5-Year PerformanceGOVT has outperformed TLT, delivering a return of -0.4% compared to -6.4%

GOVT vs TLT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
GOVT
$42B
Winner
TLT
$43B
Expense Ratio
Winner
GOVT
0.05%
TLT
0.15%
Max Drawdown
Winner
GOVT
23.67%
TLT
51.76%
Sharpe Ratio
GOVT
-0.01
Winner
TLT
0.08
5Y Beta
Winner
GOVT
0.00
TLT
0.07
5Y Dividends CAGR
GOVT
10.18%
Winner
TLT
12.25%

GOVT vs TLT - Historical Returns

Returns include dividend reinvestment.

1M
GOVT
+1.02%
Winner
TLT
+2.87%
3M
Winner
GOVT
-0.20%
TLT
-0.56%
6M
Winner
GOVT
+0.43%
TLT
+0.33%
1Y
GOVT
+3.94%
Winner
TLT
+4.89%
5Y(CAGR)
Winner
GOVT
-0.43%
TLT
-6.38%
10Y(CAGR)
Winner
GOVT
+0.83%
TLT
-1.80%
Max(CAGR)
GOVT
+1.26%
Winner
TLT
+3.66%

GOVT vs TLT - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

YearGOVTTLT
2026+0.22%+0.36%
2025+6.15%+3.96%
2024+3.27%-7.53%
2023+3.62%+0.84%
2022-11.87%-29.39%
2021-1.60%-4.49%
2020+7.08%+16.83%
2019+6.49%+13.52%
2018+0.54%-0.53%
2017+2.19%+8.72%
2016+0.60%+0.45%
2015+0.32%-2.87%
2014+4.75%+26.91%
2013-2.37%-12.20%
2012+2.23%+4.20%
2011N/A+34.98%
2010N/A+9.14%
2009N/A-19.78%
2008N/A+32.03%
2007N/A+9.50%
2006N/A+0.84%
2005N/A+8.37%
2004N/A+10.01%
2003N/A+4.32%
2002N/A+9.75%

GOVT vs TLT Drawdown Comparison

The maximum drawdown for GOVT was -19.07%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for TLT was -48.35%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current GOVT drawdown is -6.90%. The current TLT drawdown is -40.16%.

RankGOVTTLT
#1-19.07%
Aug 4, 2020 - Oct 19, 2023
-48.35%
Aug 4, 2020 - Oct 19, 2023
#2-5.87%
Jul 8, 2016 - May 13, 2019
-26.58%
Dec 30, 2008 - Aug 18, 2011
#3-4.56%
Mar 9, 2020 - Apr 21, 2020
-20.48%
Jul 25, 2012 - Dec 10, 2014
#4-4.55%
May 1, 2013 - Oct 8, 2014
-17.88%
Jul 8, 2016 - Jul 2, 2019
#5-3.54%
Jan 30, 2015 - Jan 29, 2016
-15.80%
Jan 30, 2015 - Jun 9, 2016
#6-2.63%
Sep 4, 2019 - Jan 29, 2020
-15.73%
Mar 9, 2020 - Apr 21, 2020
#7-2.14%
Apr 21, 2020 - Jul 23, 2020
-15.69%
Jun 13, 2003 - Dec 15, 2004
#8-1.93%
Jul 25, 2012 - May 1, 2013
-10.91%
Oct 3, 2011 - Dec 19, 2011
#9-1.93%
Mar 8, 2012 - Apr 23, 2012
-10.82%
Jun 30, 2005 - Nov 24, 2006
#10-1.74%
Feb 11, 2016 - Apr 7, 2016
-10.41%
Dec 19, 2011 - May 17, 2012
#11-1.27%
Apr 7, 2016 - May 13, 2016
-8.63%
Apr 21, 2020 - Jul 30, 2020
#12-1.25%
Jun 1, 2012 - Jul 16, 2012
-8.24%
Aug 28, 2019 - Feb 20, 2020
#13-1.16%
Oct 15, 2014 - Dec 12, 2014
-8.03%
Dec 4, 2006 - Aug 31, 2007
#14-1.07%
Dec 16, 2014 - Jan 5, 2015
-7.49%
Mar 20, 2008 - Sep 4, 2008
#15-0.97%
Jul 3, 2019 - Aug 1, 2019
-6.68%
Sep 24, 2002 - Feb 20, 2003

Correlation

Correlation between GOVT and TLT is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79
-101

Dividend Comparison (2002 - 2026)

GOVT vs TLT dividend yield comparison.

YearGOVTTLT
20261.50%1.90%
20253.49%4.43%
20243.14%4.30%
20232.65%3.38%
20221.77%2.67%
20210.95%1.50%
20202.17%1.50%
20191.98%2.27%
20181.97%2.63%
20171.57%2.43%
20161.40%2.60%
20151.25%2.61%
20141.17%2.67%
20130.94%3.26%
20120.85%2.68%
20110.00%3.30%
20100.00%4.16%
20090.00%4.05%
20080.00%3.49%
20070.00%4.50%
20060.00%4.52%
20050.00%4.55%
20040.00%4.68%
20030.00%5.30%
20020.00%2.19%

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