Summary
TLT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 4.75% Volatility 11.44% Sharpe -0.45
Official loaded data — not a live quote.

ISHARES 20+ YEAR TREASURY BOND ETF

Symbol: TLT

Exchange: NASDAQ

Sector: N/A

Category: Long Government

Inception date: 22/07/2002

Latest date: 02/06/2026

Current price: $85.65

Expense ratio: 0.15%

Assets under management
$42.9B
-0.17% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.81%

Ann. -29.56% (Sharpe / Sortino numerator)

Volatility

12.62%

Sharpe ratio

-2.629

VaR 95%

-1.28%

CVaR 95%: -1.61%
Max drawdown: -4.24%
Sortino ratio: -4.260
Calmar ratio: -6.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.68%

Ann. 0.43% (Sharpe / Sortino numerator)

Volatility

10.56%

Sharpe ratio

-0.303

VaR 95%

-1.07%

CVaR 95%: -1.40%
Max drawdown: -5.77%
Sortino ratio: -0.479
Calmar ratio: 0.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.74%

Ann. -3.26% (Sharpe / Sortino numerator)

Volatility

9.44%

Sharpe ratio

-0.730

VaR 95%

-1.01%

CVaR 95%: -1.28%
Max drawdown: -5.96%
Sortino ratio: -1.134
Calmar ratio: -0.55

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.75%

Ann. -1.50% (Sharpe / Sortino numerator)

Volatility

11.44%

Sharpe ratio

-0.448

VaR 95%

-1.09%

CVaR 95%: -1.69%
Max drawdown: -9.23%
Sortino ratio: -0.635
Calmar ratio: -0.16

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.39%

Ann. 0.97% (Sharpe / Sortino numerator)

Volatility

12.68%

Sharpe ratio

-0.210

VaR 95%

-1.28%

CVaR 95%: -1.78%
Max drawdown: -14.79%
Sortino ratio: -0.319
Calmar ratio: 0.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-6.35%

Ann. -2.86% (Sharpe / Sortino numerator)

Volatility

14.32%

Sharpe ratio

-0.453

VaR 95%

-1.54%

CVaR 95%: -2.04%
Max drawdown: -22.44%
Sortino ratio: -0.697
Calmar ratio: -0.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

1.689%

29/07/2025
Worst day

-1.897%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $85.80 $85.82 $85.50 $85.65 20,279,200
01/06/2026 $84.93 $85.54 $84.80 $85.47 26,322,400
29/05/2026 $85.81 $85.96 $85.55 $85.76 33,118,600
28/05/2026 $85.36 $85.85 $85.27 $85.74 25,417,300
27/05/2026 $85.25 $85.48 $85.15 $85.30 23,589,600
26/05/2026 $85.34 $85.38 $84.90 $85.10 22,531,200
22/05/2026 $84.61 $84.68 $84.14 $84.68 27,987,700
21/05/2026 $83.62 $84.26 $83.33 $84.22 24,887,000
20/05/2026 $83.06 $84.00 $83.04 $83.91 44,498,000
19/05/2026 $82.96 $83.23 $82.77 $83.02 35,346,600