GTO vs TDTT

Comparison between INVESCO TOTAL RETURN BOND ETF (GTO, ETF) and FLEXSHARES IBOXX 3-YEAR TARGET DURATION TIPS INDEX FUND (TDTT, ETF).

5-Year PerformanceTDTT has outperformed GTO, delivering a return of +2.7% compared to -0.3%

GTO vs TDTT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GTO(ETF)	TDTT(ETF)
Net Assets	$2.40B	$2.50B
Expense Ratio	0.35%	0.18%
Max Drawdown	25.87%	14.05%
Sharpe Ratio	-0.23	-0.65
5Y Beta	0.06	-0.00
5Y Dividends CAGR	1.95%	9.08%

Net Assets

GTO

$2.40B

Winner

TDTT

$2.50B

Expense Ratio

GTO

0.35%

Winner

TDTT

0.18%

Max Drawdown

GTO

25.87%

Winner

TDTT

14.05%

Sharpe Ratio

Winner

GTO

-0.23

TDTT

-0.65

5Y Beta

GTO

0.06

Winner

TDTT

-0.00

5Y Dividends CAGR

GTO

1.95%

Winner

TDTT

9.08%

GTO vs TDTT - Historical Returns

Returns include dividend reinvestment.

Period	GTO	TDTT
1 month	-0.11%	+0.29%
3 months	+0.10%	+0.23%
6 months	-1.35%	+1.18%
1 year	+3.20%	+2.58%
5 years(CAGR)	-0.32%	+2.71%
10 years(CAGR)	+2.50%	+3.05%
Max(CAGR)	+2.97%	+2.17%

GTO

-0.11%

Winner

TDTT

+0.29%

GTO

+0.10%

Winner

TDTT

+0.23%

GTO

-1.35%

Winner

TDTT

+1.18%

Winner

GTO

+3.20%

TDTT

+2.58%

5Y(CAGR)

GTO

-0.32%

Winner

TDTT

+2.71%

10Y(CAGR)

GTO

+2.50%

Winner

TDTT

+3.05%

Max(CAGR)

Winner

GTO

+2.97%

TDTT

+2.17%

GTO vs TDTT - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	GTO	TDTT
2026	+0.15%	+1.72%
2025	+7.08%	+6.49%
2024	+3.00%	+4.00%
2023	+5.50%	+4.36%
2022	-14.06%	-4.64%
2021	-0.44%	+5.33%
2020	+10.58%	+6.71%
2019	+11.26%	+5.65%
2018	-0.02%	+0.21%
2017	+7.33%	+0.35%
2016	+3.62%	+2.76%
2015	N/A	-0.62%
2014	N/A	-1.92%
2013	N/A	-2.01%
2012	N/A	+2.81%
2011	N/A	+0.60%

GTO vs TDTT Drawdown Comparison

The maximum drawdown for GTO was -20.60%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The maximum drawdown for TDTT was -6.95%, occurring on Sep 27, 2022. Recovery took 570 trading sessions.

The current GTO drawdown is -2.17%. The current TDTT drawdown is -0.26%.

Rank	GTO	TDTT
#1	-20.60% Sep 14, 2021 - Oct 24, 2022	-6.95% Mar 11, 2022 - Jun 18, 2024
#2	-11.26% Mar 6, 2020 - Jun 4, 2020	-6.62% Mar 3, 2020 - Jun 1, 2020
#3	-5.38% Feb 16, 2016 - Jul 25, 2016	-4.75% Sep 14, 2012 - Feb 22, 2019
#4	-3.61% Sep 6, 2016 - Apr 12, 2017	-2.59% Nov 17, 2021 - Mar 1, 2022
#5	-3.57% Aug 22, 2018 - Jan 24, 2019	-1.53% Sep 24, 2024 - Feb 3, 2025
#6	-2.96% Jan 4, 2021 - Jul 6, 2021	-1.51% Sep 28, 2011 - Oct 31, 2011
#7	-2.35% Sep 4, 2019 - Oct 4, 2019	-1.43% Nov 2, 2011 - Jan 26, 2012
#8	-2.06% Dec 15, 2017 - Jul 19, 2018	-1.42% Mar 16, 2012 - Aug 6, 2012
#9	-1.48% Oct 4, 2019 - Dec 3, 2019	-1.40% Apr 3, 2025 - Apr 28, 2025
#10	-1.34% Aug 6, 2020 - Nov 19, 2020	-1.16% Apr 30, 2025 - Jun 26, 2025
#11	-0.99% Jun 26, 2017 - Aug 3, 2017	-1.09% Aug 28, 2019 - Dec 13, 2019
#12	-0.78% Aug 4, 2021 - Sep 14, 2021	-0.97% May 13, 2026 - Jun 17, 2026
#13	-0.77% Jul 19, 2018 - Aug 10, 2018	-0.97% May 17, 2021 - Jul 12, 2021
#14	-0.73% Jul 3, 2019 - Aug 1, 2019	-0.90% Mar 17, 2026 - Apr 13, 2026
#15	-0.67% Mar 27, 2019 - Apr 26, 2019	-0.90% Aug 6, 2012 - Sep 13, 2012

Correlation

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

0.79

-101

Dividend Comparison (2011 - 2026)

GTO vs TDTT dividend yield comparison.

Year	GTO	TDTT
2026	2.75%	3.70%
2025	4.70%	4.52%
2024	4.42%	4.01%
2023	4.05%	3.88%
2022	3.47%	6.97%
2021	1.93%	4.53%
2020	4.04%	1.15%
2019	2.97%	1.91%
2018	5.25%	2.48%
2017	2.81%	1.88%
2016	2.57%	1.01%
2014	0.00%	0.85%
2013	0.00%	0.19%
2012	0.00%	0.95%
2011	0.00%	0.27%