In the last 30 Years, the iShares 20+ Year Treasury Bond (TLT) ETF obtained a 6.62% compound annual return, with a 11.58% standard deviation.
In 2021, the ETF granted a 1.42% dividend yield. If you are interested in getting periodic income, please refer to the iShares 20+ Year Treasury Bond (TLT) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: Long-Term
The iShares 20+ Year Treasury Bond (TLT) ETF is part of the following Lazy Portfolios:
Portfolio Name | Author | TLT Weight |
---|---|---|
Rob Arnott Portfolio | Rob Arnott | 10.0% |
All Weather Portfolio | Ray Dalio | 40.0% |
Permanent Portfolio | Harry Browne | 25.0% |
Yale Endowment | David Swensen | 15.0% |
Golden Butterfly | 20.0% | |
Family Taxable Portfolio | Ted Aronson | 10.0% |
Paul Boyer Portfolio | Paul Boyer | 25.0% |
GAA Global Asset Allocation | Mebane Faber | 13.5% |
All Weather Portfolio with Bitcoin | Ray Dalio | 40.0% |
Permanent Portfolio with Bitcoin | Harry Browne | 25.0% |
Golden Butterfly with Bitcoin | 20.0% |
Historical Returns as of Apr 30, 2022
Historical returns and stats of iShares 20+ Year Treasury Bond (TLT) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Apr 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Apr 2022
|
-9.42
|
-9.72
|
-9.42
Apr 2022 - Apr 2022
|
0 - 1
|
|
3M
|
-15.76
|
-17.72
|
-15.76
Feb 2022 - Apr 2022
|
0 - 3
|
|
6M
|
-18.48
|
-21.89
|
-20.68
Dec 2021 - Apr 2022
|
1 - 5
|
|
YTD
|
-19.05
|
-21.45
|
-19.05
Jan 2022 - Apr 2022
|
0 - 4
|
|
1Y
|
-12.47
|
-19.12
|
13.55
|
-20.68
Dec 2021 - Apr 2022
|
5 - 7
42% pos
|
3Y(*)
|
0.55
|
-3.51
|
14.99
|
-28.31
Aug 2020 - Apr 2022
|
18 - 18
50% pos
|
5Y(*)
|
1.60
|
-1.75
|
12.88
|
-28.31
Aug 2020 - Apr 2022
|
31 - 29
52% pos
|
10Y(*)
|
2.58
|
0.25
|
12.42
|
-28.31
Aug 2020 - Apr 2022
|
60 - 60
50% pos
|
15Y(*)
|
5.04
|
2.70
|
13.92
|
-28.31
Aug 2020 - Apr 2022
|
93 - 87
52% pos
|
20Y(*)
|
5.52
|
3.04
|
13.08
|
-28.31
Aug 2020 - Apr 2022
|
131 - 109
55% pos
|
25Y(*)
|
6.13
|
3.66
|
12.17
|
-28.31
Aug 2020 - Apr 2022
|
170 - 130
57% pos
|
30Y(*)
|
6.62
|
4.06
|
11.58
|
-28.31
Aug 2020 - Apr 2022
|
208 - 152
58% pos
|
MAX(*)
01 Jan 1973
|
7.68
|
3.58
|
11.55
|
-28.31
Aug 2020 - Apr 2022
|
343 - 249
58% pos
|
US Inflation is updated to Apr 2022. Current inflation (annualized) is 1Y: 8.22% , 5Y: 3.40% , 10Y: 2.33% , 30Y: 2.46%
ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Capital Growth as of Apr 30, 2022
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares 20+ Year Treasury Bond (TLT) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 3303.07$, with a net total return of 230.31% (4.06% annualized).
The Inflation Adjusted Capital now would be 5674.51$, with a net total return of 467.45% (3.58% annualized).
Drawdowns
Worst drawdowns since May 1992.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-28.31% | Aug 2020 | Apr 2022 | 21 | in progress | 21 | |
-21.80% | Jan 2009 | Dec 2009 | 12 | Sep 2011 | 21 | 33 |
-18.03% | Aug 2012 | Dec 2013 | 17 | Nov 2014 | 11 | 28 |
-15.07% | Aug 2016 | Oct 2018 | 27 | May 2019 | 7 | 34 |
-14.17% | Feb 2015 | Jun 2015 | 5 | Jun 2016 | 12 | 17 |
-11.60% | Jun 2003 | Jul 2003 | 2 | Oct 2004 | 15 | 17 |
-11.07% | Feb 1994 | Oct 1994 | 9 | May 1995 | 7 | 16 |
-9.72% | Jul 2005 | May 2006 | 11 | Nov 2006 | 6 | 17 |
-9.56% | Oct 1998 | Dec 1999 | 15 | Aug 2000 | 8 | 23 |
-8.93% | Jan 1996 | May 1996 | 5 | Nov 1996 | 6 | 11 |
-8.18% | Nov 2001 | Mar 2002 | 5 | Jul 2002 | 4 | 9 |
-7.22% | Sep 2019 | Dec 2019 | 4 | Feb 2020 | 2 | 6 |
-7.03% | Jan 2012 | Mar 2012 | 3 | May 2012 | 2 | 5 |
-5.35% | Dec 1996 | Mar 1997 | 4 | Jul 1997 | 4 | 8 |
-5.10% | Apr 2008 | May 2008 | 2 | Sep 2008 | 4 | 6 |
-4.47% | Dec 2006 | Jun 2007 | 7 | Aug 2007 | 2 | 9 |
-3.84% | Oct 2011 | Oct 2011 | 1 | Dec 2011 | 2 | 3 |
-3.78% | Oct 2002 | Nov 2002 | 2 | Dec 2002 | 1 | 3 |
-3.15% | Mar 2001 | Apr 2001 | 2 | Jul 2001 | 3 | 5 |
-2.57% | Aug 1997 | Aug 1997 | 1 | Oct 1997 | 2 | 3 |
Worst drawdowns since January 1973.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-28.31% | Aug 2020 | Apr 2022 | 21 | in progress | 21 | |
-23.12% | Jul 1979 | Sep 1981 | 27 | Aug 1982 | 11 | 38 |
-21.80% | Jan 2009 | Dec 2009 | 12 | Sep 2011 | 21 | 33 |
-18.03% | Aug 2012 | Dec 2013 | 17 | Nov 2014 | 11 | 28 |
-15.07% | Aug 2016 | Oct 2018 | 27 | May 2019 | 7 | 34 |
-14.17% | Feb 2015 | Jun 2015 | 5 | Jun 2016 | 12 | 17 |
-13.97% | May 1983 | May 1984 | 13 | Sep 1984 | 4 | 17 |
-12.25% | Mar 1987 | Sep 1987 | 7 | Feb 1988 | 5 | 12 |
-11.60% | Jun 2003 | Jul 2003 | 2 | Oct 2004 | 15 | 17 |
-11.07% | Feb 1994 | Oct 1994 | 9 | May 1995 | 7 | 16 |
-9.72% | Jul 2005 | May 2006 | 11 | Nov 2006 | 6 | 17 |
-9.56% | Oct 1998 | Dec 1999 | 15 | Aug 2000 | 8 | 23 |
-8.93% | Jan 1996 | May 1996 | 5 | Nov 1996 | 6 | 11 |
-8.59% | Dec 1973 | Aug 1974 | 9 | Nov 1974 | 3 | 12 |
-8.18% | Nov 2001 | Mar 2002 | 5 | Jul 2002 | 4 | 9 |
-7.22% | Sep 2019 | Dec 2019 | 4 | Feb 2020 | 2 | 6 |
-7.03% | Jan 2012 | Mar 2012 | 3 | May 2012 | 2 | 5 |
-6.99% | Dec 1989 | Apr 1990 | 5 | Jul 1990 | 3 | 8 |
-5.35% | Dec 1996 | Mar 1997 | 4 | Jul 1997 | 4 | 8 |
-5.10% | Apr 2008 | May 2008 | 2 | Sep 2008 | 4 | 6 |
Rolling Returns ( more details)
iShares 20+ Year Treasury Bond (TLT) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
8.94 |
67.15 Apr 1985 - Mar 1986 |
-21.80 Jan 2009 - Dec 2009 |
23.58% |
2 Years |
8.79 |
49.11 Jul 1984 - Jun 1986 |
-14.10 May 2020 - Apr 2022 |
10.54% |
3 Years |
8.74 |
30.06 Sep 1983 - Aug 1986 |
-7.05 Oct 1978 - Sep 1981 |
6.10% |
5 Years |
8.64 |
28.14 Sep 1981 - Aug 1986 |
-2.72 Oct 1976 - Sep 1981 |
1.88% |
7 Years |
8.76 |
20.15 Oct 1981 - Sep 1988 |
1.41 Mar 1973 - Feb 1980 |
0.00% |
10 Years |
9.14 |
17.64 Oct 1981 - Sep 1991 |
2.58 May 2012 - Apr 2022 |
0.00% |
15 Years |
9.21 |
14.59 Oct 1981 - Sep 1996 |
5.04 May 2007 - Apr 2022 |
0.00% |
20 Years |
9.18 |
13.28 Oct 1981 - Sep 2001 |
5.52 May 2002 - Apr 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the iShares 20+ Year Treasury Bond (TLT) ETF: Rolling Returns page.
Seasonality
iShares 20+ Year Treasury Bond (TLT) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.33 58% |
0.01 50% |
0.01 46% |
0.06 56% |
1.01 57% |
1.27 69% |
0.45 53% |
1.47 61% |
0.75 61% |
0.51 53% |
1.33 76% |
0.92 55% |
Best Year |
9.8 2015 |
12.6 1986 |
10.6 1986 |
13.5 1980 |
9.1 1985 |
6.9 2016 |
7.0 1984 |
11.0 2019 |
13.2 2011 |
7.8 1982 |
14.3 2008 |
13.6 2008 |
Worst Year |
-13.1 2009 |
-8.3 1980 |
-5.4 2022 |
-9.4 2022 |
-6.8 2013 |
-4.1 2015 |
-10.0 2003 |
-5.0 2020 |
-4.0 1986 |
-8.0 1979 |
-8.2 2016 |
-6.3 2009 |
Monthly/Yearly Returns
iShares 20+ Year Treasury Bond (TLT) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-19.05 | -21.45 | -3.9 | -1.6 | -5.4 | -9.4 | ||||||||
2021 |
-4.60 | -10.92 | -3.6 | -5.7 | -5.2 | 2.5 | 0.0 | 4.4 | 3.7 | -0.3 | -2.9 | 2.5 | 2.8 | -2.0 |
2020 |
+18.15 | +16.66 | 7.7 | 6.6 | 6.4 | 1.2 | -1.8 | 0.3 | 4.4 | -5.0 | 0.8 | -3.4 | 1.7 | -1.2 |
2019 |
+14.12 | +11.60 | 0.4 | -1.4 | 5.6 | -2.0 | 6.8 | 0.9 | 0.3 | 11.0 | -2.7 | -1.1 | -0.4 | -3.2 |
2018 |
-1.61 | -3.46 | -3.3 | -3.0 | 2.9 | -2.1 | 2.0 | 0.6 | -1.4 | 1.3 | -2.9 | -2.9 | 1.8 | 5.9 |
2017 |
+9.18 | +6.91 | 0.8 | 1.6 | -0.7 | 1.6 | 1.9 | 0.8 | -0.7 | 3.4 | -2.3 | 0.0 | 0.7 | 1.8 |
2016 |
+1.18 | -0.85 | 5.6 | 3.1 | -0.1 | -0.7 | 0.8 | 6.9 | 2.1 | -1.0 | -1.5 | -4.4 | -8.2 | -0.5 |
2015 |
-1.79 | -2.41 | 9.8 | -6.1 | 1.1 | -3.4 | -2.4 | -4.1 | 4.5 | -0.7 | 2.0 | -0.4 | -0.9 | -0.3 |
2014 |
+27.30 | +26.47 | 6.3 | 0.5 | 0.7 | 2.1 | 2.9 | -0.2 | 0.7 | 4.7 | -2.1 | 2.8 | 3.0 | 3.3 |
2013 |
-13.37 | -14.66 | -3.2 | 1.2 | -0.4 | 4.7 | -6.8 | -3.3 | -2.3 | -1.3 | 0.7 | 1.4 | -2.7 | -1.9 |
2012 |
+2.63 | +0.86 | -0.3 | -2.6 | -4.2 | 4.8 | 9.0 | -1.7 | 3.8 | -1.3 | -2.5 | -0.5 | 1.4 | -2.5 |
2011 |
+33.96 | +29.98 | -3.1 | 1.7 | 0.0 | 2.3 | 3.4 | -2.3 | 4.4 | 9.7 | 13.2 | -3.8 | 2.0 | 3.4 |
2010 |
+9.05 | +7.50 | 2.7 | -0.3 | -2.1 | 3.3 | 5.1 | 5.8 | -0.9 | 8.4 | -2.5 | -4.5 | -1.7 | -3.7 |
2009 |
-21.80 | -23.94 | -13.1 | -1.5 | 4.0 | -7.0 | -3.7 | 0.8 | 0.6 | 2.2 | 2.5 | -2.6 | 1.2 | -6.3 |
2008 |
+33.93 | +33.96 | 2.1 | -0.5 | 2.1 | -2.5 | -2.7 | 2.7 | -0.4 | 2.7 | 1.5 | -1.9 | 14.3 | 13.6 |
2007 |
+10.29 | +5.94 | -1.0 | 3.4 | -1.7 | 0.9 | -2.3 | -1.0 | 3.3 | 1.8 | 0.2 | 1.8 | 5.3 | -0.6 |
2006 |
+0.71 | -1.77 | -1.3 | 1.1 | -4.6 | -2.8 | -0.2 | 1.2 | 2.2 | 3.1 | 1.9 | 0.8 | 2.3 | -2.7 |
2005 |
+8.61 | +5.10 | 3.6 | -1.5 | -0.5 | 3.9 | 3.1 | 2.2 | -3.4 | 3.5 | -3.6 | -2.2 | 0.7 | 3.0 |
2004 |
+8.71 | +5.20 | 1.9 | 2.3 | 1.4 | -6.2 | -0.3 | 1.1 | 1.5 | 4.2 | 0.9 | 1.8 | -2.4 | 2.7 |
2003 |
+1.62 | -0.41 | -0.6 | 3.1 | -1.4 | 1.0 | 6.3 | -1.8 | -10.0 | 1.3 | 5.9 | -3.0 | 0.3 | 1.3 |
2002 |
+16.67 | +13.85 | 1.2 | 1.2 | -3.9 | 3.7 | 0.4 | 1.8 | 2.9 | 4.3 | 4.0 | -2.8 | -1.0 | 4.1 |
2001 |
+4.31 | +2.66 | 0.3 | 1.8 | -0.6 | -2.6 | 0.2 | 0.8 | 3.6 | 2.0 | 0.9 | 5.1 | -5.1 | -1.8 |
2000 |
+19.72 | +15.75 | 1.3 | 3.0 | 3.1 | -0.7 | -0.5 | 2.3 | 1.5 | 2.1 | -0.9 | 1.6 | 3.0 | 2.5 |
1999 |
-8.66 | -11.04 | 1.0 | -4.8 | -0.3 | 0.2 | -1.6 | -1.1 | -0.6 | -0.5 | 0.9 | 0.1 | -0.6 | -1.6 |
1998 |
+13.05 | +11.26 | 1.9 | -0.8 | 0.1 | 0.4 | 1.8 | 2.4 | -0.5 | 4.8 | 3.3 | -1.7 | 0.9 | -0.2 |
1997 |
+13.90 | +12.00 | -0.7 | -0.1 | -2.3 | 2.3 | 1.0 | 1.8 | 5.3 | -2.6 | 2.6 | 3.0 | 1.3 | 1.7 |
1996 |
-1.26 | -4.48 | -0.1 | -4.9 | -2.0 | -1.8 | -0.5 | 2.1 | -0.1 | -1.3 | 2.8 | 3.9 | 3.2 | -2.4 |
1995 |
+30.09 | +26.88 | 2.6 | 2.7 | 0.7 | 1.7 | 7.5 | 1.1 | -1.4 | 2.1 | 1.8 | 3.0 | 2.3 | 2.7 |
1994 |
-7.04 | -9.39 | 2.2 | -4.0 | -3.8 | -1.3 | -0.5 | -0.8 | 2.9 | -0.7 | -3.0 | -0.4 | 0.6 | 1.6 |
1993 |
+16.78 | +13.59 | 2.8 | 3.2 | 0.2 | 0.8 | 0.4 | 4.2 | 1.4 | 4.0 | 0.3 | 0.6 | -2.5 | 0.4 |
1992 |
+7.41 | +4.31 | -3.2 | 0.6 | -1.1 | -0.1 | 2.7 | 1.1 | 4.0 | 0.7 | 1.4 | -1.9 | 0.5 | 2.6 |
1991 |
+17.43 | +14.03 | 1.1 | 0.5 | 0.3 | 1.3 | -0.1 | -0.8 | 1.5 | 3.5 | 2.9 | -0.1 | 0.0 | 6.3 |
1990 |
+5.78 | -0.45 | -3.7 | -0.3 | -0.3 | -2.8 | 4.5 | 2.3 | 0.7 | -4.2 | 1.2 | 2.2 | 4.6 | 2.1 |
1989 |
+17.93 | +12.70 | 2.0 | -1.7 | 0.9 | 2.6 | 3.1 | 6.1 | 2.1 | -2.9 | 0.1 | 3.9 | 0.8 | -0.1 |
1988 |
+9.15 | +4.54 | 4.7 | 1.2 | -2.2 | -1.1 | -1.6 | 4.1 | -1.9 | 0.4 | 3.9 | 2.4 | -1.9 | 1.3 |
1987 |
-2.92 | -6.95 | 1.3 | 1.1 | -1.6 | -4.8 | -1.5 | 1.4 | -1.1 | -1.6 | -3.7 | 5.8 | 0.5 | 1.6 |
1986 |
+30.87 | +29.33 | 0.1 | 12.6 | 10.6 | 0.3 | -2.5 | 6.7 | -2.0 | 3.7 | -4.0 | 0.5 | 3.0 | -0.3 |
1985 |
+36.90 | +31.90 | 3.8 | -4.7 | 3.2 | 2.3 | 9.1 | 1.9 | -1.2 | 2.9 | 0.1 | 3.6 | 4.9 | 6.8 |
1984 |
+16.24 | +11.72 | 1.7 | -1.9 | -1.9 | -1.5 | -5.9 | 2.6 | 7.0 | 3.9 | 2.9 | 6.3 | 1.5 | 1.3 |
1983 |
-1.29 | -4.90 | -4.0 | 5.3 | -0.7 | 3.7 | -4.3 | 0.6 | -5.6 | -0.3 | 5.4 | -1.8 | 1.9 | -0.7 |
1982 |
+47.10 | +41.68 | -0.7 | 1.7 | 2.2 | 3.3 | 1.1 | -2.6 | 4.7 | 8.3 | 6.9 | 7.8 | 3.7 | 3.4 |
1981 |
+0.65 | -7.58 | -1.4 | -4.2 | 3.5 | -6.1 | 5.6 | -0.7 | -3.5 | -4.3 | -1.4 | 7.0 | 12.2 | -4.2 |
1980 |
-4.99 | -15.44 | -7.6 | -8.3 | 0.5 | 13.5 | 5.7 | 4.5 | -6.3 | -3.1 | -2.6 | -3.2 | 0.3 | 3.8 |
1979 |
-2.10 | -13.56 | 1.9 | -1.6 | 1.4 | -1.3 | 2.2 | 3.4 | -0.9 | -0.3 | -0.9 | -8.0 | 1.8 | 0.7 |
1978 |
-1.55 | -9.67 | -1.0 | -0.1 | -0.2 | 0.0 | -0.5 | -0.6 | 1.4 | 1.8 | -0.9 | -2.0 | 1.5 | -0.9 |
1977 |
+1.30 | -5.05 | -3.0 | -0.1 | 0.7 | 1.0 | 0.9 | 1.8 | -0.4 | 1.6 | -0.1 | -0.8 | 0.8 | -1.1 |
1976 |
+17.44 | +11.81 | 1.6 | 1.1 | 1.4 | 0.4 | -1.6 | 2.0 | 0.8 | 1.9 | 1.8 | 0.7 | 3.1 | 3.3 |
1975 |
+9.08 | +1.82 | 2.1 | 1.9 | -2.2 | -1.7 | 2.1 | 2.2 | -0.3 | -0.9 | -0.7 | 4.1 | -0.5 | 2.8 |
1974 |
+3.36 | -7.79 | 1.1 | -0.4 | -2.9 | -1.6 | 0.8 | -0.8 | -1.0 | -2.4 | 1.6 | 5.1 | 3.2 | 1.0 |
1973 |
+0.88 | -7.40 | -0.2 | 0.3 | -0.3 | 0.8 | -0.2 | -0.4 | -3.6 | 1.9 | 3.5 | 0.6 | 0.1 | -1.6 |
ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.