See what your fund actually adds
iShares 20+ Year Treasury Bond ETF TLT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TLT | Replication |
|---|---|---|
| Annualized growth | -8.5% | -7.3% |
| Annualized volatility | 14.6% | 13.6% |
| Sharpe ratio | -0.53 | -0.49 |
| Maximum drawdown | 43.4% | 40.7% |
| Replication fit (R²) | 0.99 · Tracking error 1.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model TLT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 100.0% |