(TLT) iShares 20+ Year Treasury - Ratings and Ratios
Treasury Bonds, Government Securities
| Risk via 10d forecast | |
|---|---|
| Volatility | 9.80% |
| Value at Risk 5%th | 16.7% |
| Relative Tail Risk | 3.59% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.05 |
| Alpha | -1.87 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.558 |
| Beta | 0.070 |
| Beta Downside | -0.002 |
| Drawdowns 3y | |
|---|---|
| Max DD | 22.44% |
| Mean DD | 9.63% |
| Median DD | 10.09% |
Description: TLT iShares 20+ Year Treasury September 29, 2025
The iShares 20+ Year Treasury Bond ETF (TLT) is required to allocate at least 80 % of its net assets to the securities that compose its benchmark index, and at least 90 % to U.S. Treasury obligations that the manager believes will best replicate that index’s performance. The index tracks public U.S. Treasury securities with a remaining maturity of 20 years or more.
Key quantitative attributes (as of the most recent reporting period) include an expense ratio of 0.15 %, an average effective duration of roughly 20 years, and a weighted-average yield near 4.2 %. The fund manages roughly $80 billion in assets, making it one of the largest long-duration government-bond ETFs. Because its price is highly sensitive to changes in the Federal Reserve’s policy rate and long-term inflation expectations, TLT’s performance tends to diverge sharply from equities during periods of rising rates.
Investors should treat the ETF’s high duration as a double-edged sword: it can deliver sizable capital gains if long-term yields fall, but it also amplifies losses when yields rise. Consequently, the fund’s risk profile is more appropriate for portfolios that can tolerate significant short-term volatility in exchange for exposure to the long end of the Treasury curve.
For a deeper, data-driven assessment of how TLT fits into a broader fixed-income strategy, you might explore the analytics available on ValueRay.
TLT ETF Overview
| Market Cap in USD | 50,556m |
| Category | Long Government |
| TER | 0.15% |
| IPO / Inception | 2002-07-22 |
| Return 12m vs S&P 500 | -9.92% |
| Analyst Rating | - |
TLT Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 4.36% |
| Yield on Cost 5y | 2.80% |
| Yield CAGR 5y | 12.24% |
| Payout Consistency | 94.3% |
| Payout Ratio | - |
TLT Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | -1.15% |
| CAGR/Max DD Calmar Ratio | -0.05 |
| CAGR/Mean DD Pain Ratio | -0.12 |
| Current Volume | 25777.9k |
| Average Volume | 30033.6k |
What is the price of TLT shares?
Over the past week, the price has changed by -1.38%, over one month by -2.57%, over three months by +3.70% and over the past year by +2.35%.
Is TLT a buy, sell or hold?
What are the forecasts/targets for the TLT price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 96.1 | 8.1% |
TLT Fundamental Data Overview November 15, 2025
Beta = 2.36
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 50.56b USD (50.56b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 50.56b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 50.56b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.27% (E(50.56b)/V(50.56b) * Re(6.27%) + (debt-free company))
Discount Rate = 6.27% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for TLT ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle