Last Update: 31 Aug 2021

Category: Fixed Income
ETF: iShares 20+ Year Treasury Bond (TLT)

In the last 10 years, the iShares 20+ Year Treasury Bond (TLT) ETF obtained a 5.94% compound annual return, with a 12.67% standard deviation.

In the last 20 years, a 6.68% compound annual return, with a 12.89% standard deviation.

In 2020, the portfolio granted a 1.76% dividend yield. If you are interested in getting periodic income, please refer to the iShares 20+ Year Treasury Bond (TLT): 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 present in the following Lazy Portfolios:

Portfolio Name Author ETF 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 Permanent Portfolio Paul Boyer 25.0%
GAA Global Asset Allocation Meb Faber 13.5%

Capital Growth and Historical Returns

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): Dividend Yield page.

Capital Growth:

ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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Period Returns
Aug 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-0.34%
-0.34%
Aug 2021 - Aug 2021
0 - 1
3M
+7.93%
-0.34%
Aug 2021 - Aug 2021
2 - 1
6M
+4.82%
-5.24%
Mar 2021 - Mar 2021
4 - 2
YTD
-4.78%
-13.91%
Jan 2021 - Mar 2021
4 - 4
1Y
-6.90%
11.22%
-16.49%
Oct 2020 - Mar 2021
6 - 6
3Y
+9.26%
annualized
13.89%
-20.10%
Aug 2020 - Mar 2021
20 - 16
5Y
+3.48%
annualized
12.30%
-20.10%
Aug 2020 - Mar 2021
32 - 28
10Y
+5.94%
annualized
12.67%
-20.10%
Aug 2020 - Mar 2021
62 - 58
MAX
01 Jan 1978
+8.49%
annualized
11.91%
-23.13%
Jul 1979 - Sep 1981
306 - 218

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

iShares 20+ Year Treasury Bond (TLT) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.48% +67.15%
Apr 1985 - Mar 1986
-21.80%
Jan 2009 - Dec 2009
22.42%
2 Years
+9.24% +49.11%
Jul 1984 - Jun 1986
-11.41%
Oct 1979 - Sep 1981
10.78%
3 Years
+9.19% +30.06%
Sep 1983 - Aug 1986
-7.05%
Oct 1978 - Sep 1981
4.91%
5 Years
+9.40% +28.14%
Sep 1981 - Aug 1986
+0.31%
Jan 2009 - Dec 2013
0.00%
7 Years
+9.49% +20.15%
Oct 1981 - Sep 1988
+2.29%
Oct 2011 - Sep 2018
0.00%
10 Years
+9.34% +17.64%
Oct 1981 - Sep 1991
+3.27%
Jan 2009 - Dec 2018
0.00%
15 Years
+9.12% +14.59%
Oct 1981 - Sep 1996
+5.46%
Jun 2003 - May 2018
0.00%
20 Years
+9.04% +13.28%
Oct 1981 - Sep 2001
+5.76%
Nov 1998 - Oct 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares 20+ Year Treasury Bond (TLT) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the iShares 20+ Year Treasury Bond (TLT) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.43
59%
-0.01
50%
0.21
48%
0.31
57%
1.08
57%
1.31
70%
0.60
57%
1.60
61%
0.78
63%
0.30
49%
1.30
74%
0.99
56%
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
-5.2
2021
-7.0
2009
-6.8
2013
-4.1
2015
-10.0
2003
-5.1
2020
-4.0
1986
-8.0
1979
-8.2
2016
-6.3
2009

For further information about the seasonality, check the Asset Class Seasonality page.

Investing in iShares 20+ Year Treasury Bond (TLT) ETF: detail of monthly returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
-4.78% -3.6 -5.7 -5.2 2.5 0.0 4.4 3.7 -0.3
2020
+18.15% 7.7 6.6 6.4 1.2 -1.8 0.3 4.4 -5.1 0.8 -3.4 1.7 -1.2
2019
+14.12% 0.4 -1.4 5.6 -2.0 6.8 1.0 0.3 11.0 -2.7 -1.1 -0.4 -3.2
2018
-1.61% -3.3 -3.0 2.9 -2.1 2.0 0.7 -1.4 1.3 -2.9 -2.9 1.8 5.9
2017
+9.18% 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% 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% 9.8 -6.1 1.1 -3.4 -2.4 -4.1 4.6 -0.7 2.0 -0.4 -0.9 -0.3
2014
+27.30% 6.3 0.5 0.7 2.1 3.0 -0.3 0.7 4.7 -2.1 2.8 3.0 3.3
2013
-13.37% -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% -0.3 -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% -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% 2.7 -0.3 -2.1 3.3 5.1 5.8 -1.0 8.4 -2.5 -4.5 -1.7 -3.7
2009
-21.80% -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% 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% -1.0 3.4 -1.7 0.9 -2.3 -1.0 3.3 1.8 0.2 1.8 5.4 -0.6
2006
+0.71% -1.3 1.1 -4.6 -2.8 -0.2 1.2 2.2 3.1 1.9 0.9 2.3 -2.7
2005
+8.61% 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% 1.9 2.3 1.4 -6.2 -0.3 1.1 1.5 4.2 1.0 1.8 -2.4 2.7
2003
+1.62% -0.6 3.1 -1.4 1.1 6.3 -1.8 -10.0 1.3 5.9 -3.0 0.3 1.4
2002
+16.67% 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% 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% 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% 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% 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% -0.7 -0.1 -2.3 2.4 1.0 1.8 5.3 -2.6 2.6 3.0 1.3 1.7
1996
-1.26% -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% 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% 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% 2.9 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% -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% 1.1 0.5 0.3 1.3 -0.1 -0.8 1.5 3.5 3.0 -0.1 0.0 6.3
1990
+5.78% -3.7 -0.3 -0.3 -2.8 4.5 2.3 0.7 -4.3 1.2 2.2 4.6 2.1
1989
+17.93% 2.1 -1.7 0.9 2.6 3.1 6.1 2.1 -2.9 0.2 3.9 0.8 -0.1
1988
+9.15% 4.7 1.2 -2.2 -1.1 -1.6 4.1 -1.9 0.4 3.9 2.5 -1.9 1.3
1987
-2.92% 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% 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% 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% 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% -4.0 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% -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% -1.4 -4.2 3.6 -6.1 5.6 -0.7 -3.5 -4.3 -1.4 7.0 12.2 -4.2
1980
-4.99% -7.7 -8.3 0.6 13.5 5.7 4.5 -6.4 -3.1 -2.6 -3.2 0.3 3.8
1979
-2.10% 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% -1.0 -0.1 -0.2 0.0 -0.5 -0.6 1.4 1.8 -0.9 -2.0 1.5 -0.9

ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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