ISHARES 20+ YEAR TREASURY BOND BUYWRITE STRATEGY ETF
Symbol: TLTW
Exchange: BATS
Sector: N/A
Category: Long Government
Inception date: 18/08/2022
Latest date: 16/07/2026
Current price: $21.75
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
-1.69%
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
-0.94%
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
-0.31%
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
7.90%
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
8.40%
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
0.43%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.031%
Best day
1.375%
Worst day
-1.804%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $21.66 | $21.75 | $21.64 | $21.75 | 662,600 |
| 15/07/2026 | $21.70 | $21.79 | $21.70 | $21.76 | 769,800 |
| 14/07/2026 | $21.73 | $21.80 | $21.70 | $21.71 | 1,521,200 |
| 13/07/2026 | $21.73 | $21.76 | $21.67 | $21.69 | 1,426,900 |
| 10/07/2026 | $21.81 | $21.86 | $21.77 | $21.82 | 1,062,400 |
| 09/07/2026 | $21.75 | $21.87 | $21.75 | $21.82 | 1,175,600 |
| 08/07/2026 | $21.79 | $21.82 | $21.71 | $21.80 | 2,210,800 |
| 07/07/2026 | $21.99 | $22.00 | $21.84 | $21.85 | 1,470,500 |
| 06/07/2026 | $22.06 | $22.07 | $22.00 | $22.06 | 1,009,300 |
| 02/07/2026 | $22.05 | $22.15 | $22.05 | $22.09 | 1,024,900 |