TLT volatility
iShares 20+ Year Treasury Bond ETF volatility 10.6%
TLT is the long-duration Treasury ETF. On the 90 closes ending 2026-11-13, close-to-close realized vol is 10.6%, annualized with 252 periods.
- 90-close vol
- 10.6%
- 30-close vol
- 11.6%
- 90-close change
- -6.0%
- Sharpe
- -1.61
- Max drawdown
- 8.8%
- Last close
- $79.3800
- Closes
- 90
- As of
- 2026-11-13
The 30-close vol sits within 5 points of the 90-close vol. The regime is stable. Price changed -6.0% across the 90 closes. Annualized Sharpe on the same closes is -1.61. Peak-to-trough drawdown inside the window is 8.8%.
iShares 20+ Year Treasury Bond ETF is number 7 of 8 ETFs by 90-close realized vol. Nearest names by vol: EEM 25.6%, GLD 25.0%, QQQ 23.5%.
TLT uses exchange-session closes, dated in America/New_York. Weekends are absent.
| Date | Close |
|---|---|
| 2026-11-04 | $81.7600 |
| 2026-11-05 | $81.9300 |
| 2026-11-06 | $81.9200 |
| 2026-11-09 | $81.9600 |
| 2026-11-10 | $80.8800 |
| 2026-11-11 | $80.9200 |
| 2026-11-12 | $79.7200 |
| 2026-11-13 | $79.3800 |
How to read this print
- Read the 90-close realized vol for TLT, annualized from close-to-close log returns.
- Compare it with the 30-close vol to see if the regime is heating or cooling.
- Check Sharpe and max drawdown on the same closes before you size a position.
- Open the volatility calculator if you want to paste a different window.
FAQ
People also ask
Over 90 closes ending 2026-11-13, close-to-close realized vol is 10.6%, annualized with 252 periods. TLT closes are exchange-session prints. Dates are America/New_York. Weekends are absent.
The 30-close vol is 11.6%. The 30-close vol sits within 5 points of the 90-close vol. The regime is stable.
Peak-to-trough drawdown inside the 90 closes is 8.8%. That is the hole in the series, not the loss from a specific entry.
Use it to compare this name with the others on the page, and to size a position. A higher vol needs a smaller position for the same dollar risk. The position size calculator turns that into a quantity.
Related
Volatility calculator
Paste a different window or a book of several names.
Sharpe ratio calculator
The same closes, scored as return per unit of vol.
Max drawdown calculator
Depth and ulcer index for the path under this vol.
Position size calculator
Turn the vol into a size you can hold.
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TLT correlation
How TLT moved with SPY over the same closes.
Size TLT off the vol, then log the trade.
A realized-vol print is the path the market took. Thrive keeps the path you took, with size and fees in the same book.