iShares TLT Premium Income+ ETF
Symbol: TLTW
Exchange: BATS
Sector: N/A
Category: Long Government
Inception date: 18/08/2022
Latest date: 15/10/2026
Current price: $20.64
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.57%
Ann. -27.68% (Sharpe / Sortino numerator)
Volatility
12.10%
Sharpe ratio
-2.587
VaR 95%
-1.26%
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
-2.49%
Ann. 0.79% (Sharpe / Sortino numerator)
Volatility
9.67%
Sharpe ratio
-0.293
VaR 95%
-1.10%
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
-3.92%
Ann. 0.69% (Sharpe / Sortino numerator)
Volatility
8.46%
Sharpe ratio
-0.347
VaR 95%
-0.93%
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
-2.98%
Ann. 5.39% (Sharpe / Sortino numerator)
Volatility
9.00%
Sharpe ratio
0.196
VaR 95%
-0.96%
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
2.07%
Ann. 5.98% (Sharpe / Sortino numerator)
Volatility
9.60%
Sharpe ratio
0.245
VaR 95%
-1.07%
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
10.37%
Ann. 0.26% (Sharpe / Sortino numerator)
Volatility
10.61%
Sharpe ratio
-0.318
VaR 95%
-1.23%
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: 15/10/2025 - 15/10/2026.
Average daily return
-0.011%
Best day
1.686%
Worst day
-1.804%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $20.74 | $20.77 | $20.61 | $20.64 | 4,265,400 |
| 14/10/2026 | $20.10 | $20.38 | $20.06 | $20.34 | 3,152,200 |
| 13/10/2026 | $20.25 | $20.28 | $20.17 | $20.22 | 5,870,200 |
| 12/10/2026 | $20.08 | $20.14 | $20.08 | $20.14 | 1,153,900 |
| 09/10/2026 | $20.06 | $20.14 | $20.00 | $20.11 | 1,481,800 |
| 08/10/2026 | $19.91 | $20.10 | $19.89 | $20.10 | 2,863,400 |
| 07/10/2026 | $19.73 | $19.95 | $19.73 | $19.91 | 2,274,600 |
| 06/10/2026 | $19.92 | $20.02 | $19.89 | $19.93 | 1,354,600 |
| 05/10/2026 | $19.89 | $19.93 | $19.78 | $19.89 | 2,518,100 |
| 02/10/2026 | $20.10 | $20.20 | $19.93 | $19.98 | 2,806,300 |