TLT

TLT reports 47 positions, but the weights make it behave like about 31.8 equally weighted ones. Computed by this site from the fund's SEC Form N-PORT filing — see what this measure does not tell you and the full table.

• 005 Expense ratio
• 005 Duration
• 004 Maximum drawdown
• 003 Standard deviation
• 003 Convexity

• Duration and Convexity: What Bond-ETF Investors Get Wrong About Rate Sensitivity

  Duration, not credit, is the dominant risk in high-quality bond ETFs — and TLT carries roughly three times BND's. Convexity is real but it is a second-order...

  07 Sept 2026 10 min Macro & Markets

• TLT vs IEF vs SHY: Building a Treasury Duration Ladder for Different Rate Scenarios

  TLT, IEF, and SHY charge the same 0.15% expense ratio, so this decision is not about cost — it is entirely about how much interest-rate duration you want to...

  19 Jul 2026 9 min ETF Analysis

• The "All-Weather" AI Portfolio: Combining Diversification with Predictive Power

  Dalio's "all-weather" idea is sound on its merits — risk-balanced exposure across four macro environments — and is implementable today with five or six...

  01 May 2026 10 min Long-Term Strategy

• What SGOV and Gold Actually Do: A Quant Look at Defensive Assets in 2026

  SGOV's five-year realized volatility is 0.2% and its worst drawdown was 0.03% — it behaves like cash with a yield, not like a "bond." The 3.9% distribution...

  18 Mar 2026 10 min Long-Term Strategy

• Tax-Loss Harvesting and the After-Tax Compounding Gap: What the Math Actually Shows

  Over a 30-year horizon, a 1-percentage-point reduction in annual tax drag compounds into roughly a one-third increase in terminal wealth — not because of...

  10 Mar 2026 10 min Long-Term Strategy