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Issuer
Invesco
Inception Date
Jan 10, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE U.S. Treasury Short Bond Index
Domicile
U.S.
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$3B

Share Price Chart


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Performance

TBLL Performance Chart

Invesco Short Term Treasury ETF (TBLL) is up 1.6% since the beginning of the year. TBLL is currently trading at $105 per share. Investors who bought $1,000 worth of TBLL shares 5 years ago would now be looking at an investment worth $1,181.


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S&P 500 Index

Returns By Period

Invesco Short Term Treasury ETF (TBLL) has returned 1.60% so far this year and 3.87% over the past 12 months.


Invesco Short Term Treasury ETF

1D
0.02%
1M
0.26%
YTD
1.60%
6M
1.69%
1Y
3.87%
3Y*
4.60%
5Y*
3.39%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBLL Monthly Returns History

Based on dividend-adjusted daily data since Jan 12, 2017, TBLL's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 85% of months were positive and 15% were negative. The best month was Mar 2020 with a return of +0.6%, while the worst month was Apr 2020 at -0.1%. The longest winning streak lasted 52 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TBLL closed higher 58% of trading days. The best single day was Mar 18, 2020 with a return of +0.5%, while the worst single day was Mar 19, 2020 at -0.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.27%0.28%0.25%0.30%0.30%0.19%1.60%
20250.35%0.33%0.34%0.34%0.33%0.34%0.34%0.42%0.36%0.34%0.29%0.36%4.21%
20240.40%0.36%0.40%0.38%0.48%0.38%0.49%0.53%0.47%0.30%0.37%0.44%5.11%
20230.34%0.27%0.53%0.30%0.29%0.45%0.39%0.47%0.41%0.47%0.58%0.40%5.01%
2022-0.05%-0.03%0.01%0.02%0.04%0.06%0.05%0.11%0.09%0.12%0.31%0.38%1.11%
20210.01%0.02%0.00%0.00%0.00%-0.01%0.00%-0.00%-0.01%0.00%-0.01%-0.01%-0.01%

Benchmark Metrics

Invesco Short Term Treasury ETF has an annualized alpha of 2.42%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 12, 2017.

  • This ETF captured 4.51% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6.32%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.42%
Beta
-0.00
0.00
Upside Capture
4.51%
Downside Capture
-6.32%

Expense Ratio

TBLL has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

TBLL ranks 100 for risk / return — in the top 100% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TBLL Risk / Return Rank: 100100
Overall Rank
TBLL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBLL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBLL Omega Ratio Rank: 100100
Omega Ratio Rank
TBLL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBLL Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Short Term Treasury ETF (TBLL) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TBLLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+18.62

Sortino ratioReturn per unit of downside risk

+186.78

Omega ratioGain probability vs. loss probability

81.26

1.37

+79.90

Calmar ratioReturn relative to maximum drawdown

410.16

2.78

+407.37

Martin ratioReturn relative to average drawdown

3,066.50

12.44

+3,054.06

Dividends

Dividend History

Invesco Short Term Treasury ETF provided a 4.11% dividend yield over the last twelve months, with an annual payout of $4.34 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$1.00$2.00$3.00$4.00$5.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$4.34$4.31$5.27$4.89$1.45$0.04$0.85$2.20$1.78$0.75

Dividend yield

4.11%4.08%4.99%4.63%1.37%0.03%0.80%2.08%1.69%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Short Term Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.33$0.32$0.30$0.27$0.32$0.32$1.85
2025$0.40$0.37$0.36$0.35$0.33$0.37$0.38$0.35$0.35$0.35$0.33$0.35$4.31
2024$0.45$0.46$0.44$0.43$0.44$0.44$0.46$0.47$0.44$0.43$0.42$0.37$5.27
2023$0.32$0.32$0.37$0.37$0.40$0.39$0.43$0.44$0.43$0.45$0.47$0.49$4.89
2022$0.00$0.00$0.01$0.01$0.02$0.03$0.14$0.12$0.22$0.23$0.26$0.39$1.45
2021$0.01$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Short Term Treasury ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Short Term Treasury ETF was 0.63%, occurring on Feb 14, 2022. Recovery took 186 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-0.63%Feb 2022
1y 9mo8mo 28d
2y 6moMay 2020 - Nov 2022
COVID crash2020
-0.52%Mar 2020
0s1mo 23d
1mo 23dMar 2020 - May 2020
2023 pullback2023
-0.36%Sep 2023
0s21d
21dSep 2023 - Oct 2023
2023 pullback2023
-0.18%Dec 2023
0s1d
1dDec 2023 - Dec 2023
2019 pullback2019
-0.17%Apr 2019
1d1d
2dApr 2019 - Apr 2019

Drawdown Indicators


TBLLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.63%

-56.78%

+56.15%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-9.10%

+9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-18.90%

+18.54%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-25.43%

+25.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-0.14%

-10.71%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.03%

-2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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