Expense Ratio
0.15%
AUM
$45B
Holdings
29
Inception
2002
Performance
1-Year Return
-2.50%
3-Year CAGR
-8.50%
5-Year CAGR
-1.80%
Volatility
15.80%
Sharpe Ratio
-0.62
Price Performance
Historical price comparison over 3M
TLT Return
-2.20%
SPY Return
+8.73%
Winner
SPY
+10.92%
Max Drawdown
TLT: -7.6%
SPY: -8.9%
TLT Volatility (annualized)10.04%
SPY Volatility (annualized)14.10%
Risk Metrics
Max Drawdown-48.50%
Beta vs S&P 500-0.15
Sortino Ratio-0.85
Annual Volatility15.80%
Sector Breakdown
Other100%
Based on top 50 holdings. Approximate.
Top Holdings
| # | Symbol | Name | Weight |
|---|---|---|---|
| 1 | UST-30Y | US Treasury 30Y | 15.85% |
| 2 | UST-20Y | US Treasury 20Y | 13.85% |
| 3 | UST-25Y | US Treasury 25Y | 11.85% |
| 4 | UST-30Y-2 | US Treasury 30Y Bond 2 | 9.85% |
| 5 | UST-20Y-2 | US Treasury 20Y Bond 2 | 8.85% |
| 6 | UST-30Y-3 | US Treasury 30Y Bond 3 | 7.85% |
| 7 | UST-25Y-2 | US Treasury 25Y Bond 2 | 6.85% |
| 8 | UST-20Y-3 | US Treasury 20Y Bond 3 | 5.85% |
| 9 | UST-30Y-4 | US Treasury 30Y Bond 4 | 4.85% |
| 10 | UST-25Y-3 | US Treasury 25Y Bond 3 | 3.85% |
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