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TLT vs GOVT

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

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

TLT vs GOVT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

TLT vs GOVT - Historical Returns

Returns include dividend reinvestment.

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

TLT vs GOVT - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

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

TLT vs GOVT Drawdown Comparison

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

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

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

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

Correlation

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

0.79
-101

Dividend Comparison (2002 - 2026)

TLT vs GOVT dividend yield comparison.

YearTLTGOVT
20261.90%1.50%
20254.43%3.49%
20244.30%3.14%
20233.38%2.65%
20222.67%1.77%
20211.50%0.95%
20201.50%2.17%
20192.27%1.98%
20182.63%1.97%
20172.43%1.57%
20162.60%1.40%
20152.61%1.25%
20142.67%1.17%
20133.26%0.94%
20122.68%0.85%
20113.30%0.00%
20104.16%0.00%
20094.05%0.00%
20083.49%0.00%
20074.50%0.00%
20064.52%0.00%
20054.55%0.00%
20044.68%0.00%
20035.30%0.00%
20022.19%0.00%

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