Data Source: from January 1973 to April 2022
Consolidated Returns as of 30 Apr 2022
Live Update: May 27 2022, 04:00PM Eastern Time
Category: Fixed Income
ETF: iShares 20+ Year Treasury Bond (TLT)
ETF • LIVE PERFORMANCE (USD currency)
0.24%
1 Day
May 27 2022, 04:00PM Eastern Time
0.14%
Current Month
May 2022

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.

ISHARES 20+ YEAR TREASURY BOND (TLT) ETF
Consolidated returns as of 30 Apr 2022
Data Source: from January 1973 to April 2022
Swipe left to see all data
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
(*) Returns over 1 year are annualized

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.

An investment of 1000$, since May 1992, now would be worth 6839.83$, with a total return of 583.98% (6.62% annualized).

The Inflation Adjusted Capital now would be 3303.07$, with a net total return of 230.31% (4.06% annualized).
An investment of 1000$, since January 1973, now would be worth 38541.64$, with a total return of 3754.16% (7.68% 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.

Swipe left to see all data
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.

Swipe left to see all data
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

Swipe left to see all data
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%
(*) 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

iShares 20+ Year Treasury Bond (TLT) ETF: in which months is it better to invest?

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

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
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
Statistics calculated for the period Jan 1973 - Apr 2022

Monthly/Yearly Returns

iShares 20+ Year Treasury Bond (TLT) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
343 Positive Months (58%) - 249 Negative Months (42%)
Jan 1973 - Apr 2022
Swipe left to see all data
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.

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