does the 30-year US treasury bond hava the same sensitivity as the 10-year US treasury bomd? If not, which one shoes larger sensitivity? what might lead to the difference in their sensitivity of total return to a change in yield?

i found that is is not the same because changing the horizon date yield by 0.1 of GT 30 changes tbe total retuen drastically as compared to doing the same thing with GT 10.

what might be the reason for this?