TLH vs VLUE

Comparison between ISHARES 10-20 YEAR TREASURY BOND ETF (TLH, ETF) and ISHARES MSCI USA VALUE FACTOR ETF (VLUE, ETF).

5-Year PerformanceVLUE has outperformed TLH, delivering a return of +15.1% compared to -3.5%

TLH vs VLUE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TLH(ETF)	VLUE(ETF)
Net Assets	$12B	$12B
Expense Ratio	0.15%	0.15%
Max Drawdown	45.97%	39.47%
Sharpe Ratio	0.00	3.27
5Y Beta	0.04	0.88
P/E Ratio	N/A	20.30
Forward P/E	N/A	12.38
PEG Ratio	N/A	0.26
5Y Dividends CAGR	3.59%	10.83%
5Y EPS CAGR	N/A	13.76%
Debt to Equity	N/A	25.11%
P/S Ratio	N/A	1.35
P/B Ratio	N/A	2.35

Net Assets

Winner

TLH

$12B

VLUE

$12B

Expense Ratio

TLH

0.15%

VLUE

0.15%

Max Drawdown

TLH

45.97%

Winner

VLUE

39.47%

Sharpe Ratio

TLH

0.00

Winner

VLUE

3.27

5Y Beta

Winner

TLH

0.04

VLUE

0.88

P/E Ratio

TLH

N/A

VLUE

20.30

Forward P/E

TLH

N/A

VLUE

12.38

PEG Ratio

TLH

N/A

VLUE

0.26

5Y Dividends CAGR

TLH

3.59%

Winner

VLUE

10.83%

5Y EPS CAGR

TLH

N/A

VLUE

13.76%

Debt to Equity

TLH

N/A

VLUE

25.11%

P/S Ratio

TLH

N/A

VLUE

1.35

P/B Ratio

TLH

N/A

VLUE

2.35

TLH vs VLUE - Historical Returns

Returns include dividend reinvestment.

Period	TLH	VLUE
1 month	-1.34%	+18.75%
3 months	-3.05%	+22.11%
6 months	-2.29%	+38.78%
1 year	+4.19%	+72.45%
5 years(CAGR)	-3.49%	+15.13%
10 years(CAGR)	-0.79%	+14.59%
Max(CAGR)	+2.88%	+13.27%

TLH

-1.34%

Winner

VLUE

+18.75%

TLH

-3.05%

Winner

VLUE

+22.11%

TLH

-2.29%

Winner

VLUE

+38.78%

TLH

+4.19%

Winner

VLUE

+72.45%

5Y(CAGR)

TLH

-3.49%

Winner

VLUE

+15.13%

10Y(CAGR)

TLH

-0.79%

Winner

VLUE

+14.59%

Max(CAGR)

TLH

+2.88%

Winner

VLUE

+13.27%

TLH vs VLUE - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	TLH	VLUE
2026	-0.89%	+31.33%
2025	+6.28%	+32.85%
2024	-3.73%	+7.11%
2023	+2.39%	+14.27%
2022	-23.85%	-15.42%
2021	-5.33%	+30.09%
2020	+12.93%	-0.88%
2019	+9.81%	+25.91%
2018	+0.83%	-12.27%
2017	+4.08%	+20.70%
2016	+0.35%	+17.35%
2015	+0.59%	-2.57%
2014	+13.85%	+13.40%
2013	-7.64%	+22.41%
2012	+4.58%	N/A
2011	+22.09%	N/A
2010	+9.59%	N/A
2009	-7.01%	N/A
2008	+19.24%	N/A
2007	+9.49%	N/A

TLH vs VLUE Drawdown Comparison

The maximum drawdown for TLH was -41.13%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for VLUE was -39.47%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The current TLH drawdown is -30.20%. The current VLUE drawdown is -1.60%.

Rank	TLH	VLUE
#1	-41.13% Aug 4, 2020 - Oct 19, 2023	-39.47% Feb 12, 2020 - Jan 6, 2021
#2	-14.27% Dec 30, 2008 - Jun 30, 2010	-27.11% Jan 14, 2022 - Mar 27, 2024
#3	-11.83% Mar 9, 2020 - Jul 23, 2020	-22.15% Sep 20, 2018 - Nov 4, 2019
#4	-11.81% Jul 24, 2012 - Oct 13, 2014	-19.66% May 22, 2015 - Oct 5, 2016
#5	-11.56% Jul 8, 2016 - May 30, 2019	-17.88% Nov 25, 2024 - Jun 30, 2025
#6	-10.72% Aug 31, 2010 - Aug 2, 2011	-10.21% Jan 26, 2018 - Aug 27, 2018
#7	-7.30% Sep 17, 2008 - Nov 20, 2008	-9.17% Jul 16, 2024 - Sep 26, 2024
#8	-6.63% Sep 22, 2011 - Dec 19, 2011	-9.04% Feb 11, 2026 - Apr 9, 2026
#9	-6.59% Jan 30, 2015 - Jan 29, 2016	-8.18% Sep 18, 2014 - Nov 7, 2014
#10	-6.19% Mar 20, 2008 - Sep 4, 2008	-7.52% Mar 28, 2024 - Jul 16, 2024
#11	-5.64% Dec 19, 2011 - May 9, 2012	-7.09% Jun 4, 2021 - Nov 12, 2021
#12	-5.62% Sep 4, 2019 - Jan 31, 2020	-6.03% Nov 12, 2025 - Nov 28, 2025
#13	-5.52% Mar 7, 2007 - Aug 21, 2007	-5.78% Jan 15, 2014 - Feb 28, 2014
#14	-3.87% Nov 26, 2007 - Jan 8, 2008	-5.63% May 21, 2013 - Jul 12, 2013
#15	-3.47% Jan 22, 2008 - Mar 12, 2008	-5.60% Nov 12, 2021 - Dec 22, 2021

Correlation

Correlation between TLH and VLUE is -0.01 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.01

-101

Dividend Comparison (2007 - 2026)

TLH vs VLUE dividend yield comparison.

Year	TLH	VLUE
2026	1.48%	0.35%
2025	4.17%	2.11%
2024	4.28%	2.73%
2023	3.83%	2.66%
2022	2.78%	3.18%
2021	1.50%	2.22%
2020	2.65%	2.42%
2019	2.31%	2.61%
2018	2.17%	2.70%
2017	1.83%	2.14%
2016	1.91%	2.07%
2015	2.13%	2.39%
2014	2.12%	1.64%
2013	2.41%	1.33%
2012	2.22%	0.00%
2011	2.78%	0.00%
2010	3.61%	0.00%
2009	3.90%	0.00%
2008	3.57%	0.00%
2007	4.41%	0.00%