Last Update: 31 Aug 2020

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 7.01% compound annual return, with a 12.86% standard deviation.

In 2019, the portfolio granted a 2.56% 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%
Permanent Portfolio Paul Boyer 25.0%

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 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-5.05%
-5.05%
Aug 2020 - Aug 2020
0 - 1
3M
-0.50%
-5.05%
Aug 2020 - Aug 2020
2 - 1
6M
+5.25%
-5.05%
Aug 2020 - Aug 2020
4 - 2
YTD
+20.85%
-5.05%
Aug 2020 - Aug 2020
6 - 2
1Y
+12.13%
14.13%
-7.22%
Sep 2019 - Dec 2019
6 - 6
3Y
+10.77%
annualized
12.81%
-8.68%
Jan 2018 - Oct 2018
20 - 16
5Y
+8.51%
annualized
11.85%
-15.07%
Aug 2016 - Oct 2018
32 - 28
10Y
+7.01%
annualized
12.86%
-18.03%
Aug 2012 - Dec 2013
62 - 58
MAX
01 Jan 1978
+8.88%
annualized
11.90%
-23.13%
Jul 1979 - Sep 1981
300 - 212

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

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
+9.73% +67.15%
Apr 1985 - Mar 1986
-21.80%
Jan 2009 - Dec 2009
21.56%
2 Years
+9.19% +49.11%
Jul 1984 - Jun 1986
-11.41%
Oct 1979 - Sep 1981
11.04%
3 Years
+9.19% +30.06%
Sep 1983 - Aug 1986
-7.05%
Oct 1978 - Sep 1981
5.03%
5 Years
+9.51% +28.14%
Sep 1981 - Aug 1986
+0.31%
Jan 2009 - Dec 2013
0.00%
7 Years
+9.56% +20.15%
Oct 1981 - Sep 1988
+2.29%
Oct 2011 - Sep 2018
0.00%
10 Years
+9.40% +17.64%
Oct 1981 - Sep 1991
+3.27%
Jan 2009 - Dec 2018
0.00%
15 Years
+9.20% +14.59%
Oct 1981 - Sep 1996
+5.46%
Jun 2003 - May 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares 20+ Year Treasury Bond (TLT) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.5 0.1 0.3 0.3 1.1 1.2 0.5 1.6 0.8 0.4 1.3 1.0
Best 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 -13.1
2009
-8.3
1980
-4.6
2006
-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
Gain
Frequency
60 51 49 56 56 70 56 63 62 50 74 57

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
+20.85% 7.7 6.6 6.4 1.2 -1.8 0.3 4.4 -5.1
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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