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: 02/04/2026

Current Price: $22.52

Expense Ratio: 0.35%

Assets Under Management
$1.8B
0.63% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-2.91%

Volatility

12.10%

Sharpe Ratio

-2.587

VaR 95%

-1.26%

CVaR 95%: -1.55%
Max Drawdown: -4.53%
Sortino Ratio: -3.883
Calmar Ratio: -6.12
Return

0.19%

Volatility

9.67%

Sharpe Ratio

-0.293

VaR 95%

-1.10%

CVaR 95%: -1.36%
Max Drawdown: -5.22%
Sortino Ratio: -0.426
Calmar Ratio: 0.15
Return

0.34%

Volatility

8.46%

Sharpe Ratio

-0.347

VaR 95%

-0.93%

CVaR 95%: -1.20%
Max Drawdown: -5.22%
Sortino Ratio: -0.511
Calmar Ratio: 0.13
Return

5.37%

Volatility

9.00%

Sharpe Ratio

0.196

VaR 95%

-0.96%

CVaR 95%: -1.43%
Max Drawdown: -5.80%
Sortino Ratio: 0.254
Calmar Ratio: 0.93
Return

12.28%

Volatility

9.60%

Sharpe Ratio

0.245

VaR 95%

-1.07%

CVaR 95%: -1.51%
Max Drawdown: -11.11%
Sortino Ratio: 0.320
Calmar Ratio: 0.54
Return

0.77%

Volatility

10.61%

Sharpe Ratio

-0.318

VaR 95%

-1.23%

CVaR 95%: -1.71%
Max Drawdown: -17.19%
Sortino Ratio: -0.411
Calmar Ratio: 0.01

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.022%

Best Day

1.375%

10/10/2025
Worst Day

-2.323%

07/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $22.38 $22.53 $22.36 $22.52 1,463,700
01/04/2026 $22.60 $22.70 $22.58 $22.61 2,299,900
31/03/2026 $22.62 $22.70 $22.57 $22.62 3,280,100
30/03/2026 $22.53 $22.61 $22.51 $22.57 1,361,100
27/03/2026 $22.30 $22.42 $22.28 $22.32 1,853,600
26/03/2026 $22.51 $22.55 $22.38 $22.42 1,641,800
25/03/2026 $22.56 $22.60 $22.52 $22.60 1,554,600
24/03/2026 $22.33 $22.46 $22.29 $22.40 2,347,200
23/03/2026 $22.40 $22.55 $22.36 $22.48 2,736,500
20/03/2026 $22.59 $22.59 $22.31 $22.32 4,934,600