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Issuer
Invesco
Inception Date
Feb 20, 2024
Leveraged
1x (No leverage)
Index Tracked
Invesco US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

TR7S.L Performance Chart

Invesco US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist (TR7S.L) is down 0.4% since the beginning of the year. TR7S.L is currently trading at £36 per share. Investors who bought £1,000 worth of TR7S.L shares 5 years ago would now be looking at an investment worth £988.


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S&P 500 Index

Returns By Period

Invesco US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist (TR7S.L) has returned -0.37% so far this year and 3.06% over the past 12 months.


Invesco US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist

1D
0.03%
1M
-0.02%
6M
-0.31%
YTD
-0.37%
1Y
3.06%
3Y*
3.49%
5Y*
-0.25%
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TR7S.L Monthly Returns History

Based on dividend-adjusted daily data since Mar 12, 2019, TR7S.L's average daily return is 0.00%, while the average monthly return is +0.09%. At this rate, an investment would double in approximately 64.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Mar 2023 with a return of +2.6%, while the worst month was Sep 2022 at -3.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TR7S.L closed higher 50% of trading days. The best single day was Mar 15, 2023 with a return of +1.8%, while the worst single day was Apr 11, 2023 at -1.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.34%1.51%-1.45%0.06%-0.09%0.16%-0.20%-0.37%
20250.56%1.46%0.59%1.29%-0.79%1.06%-0.17%1.23%0.26%0.38%0.74%0.12%6.92%
20240.30%-1.33%0.36%-1.69%1.16%1.06%1.67%1.70%0.89%-2.25%0.49%-0.66%1.62%
20231.69%-2.30%2.58%0.75%-0.98%-1.27%0.03%-0.08%-1.15%-0.60%2.57%2.20%3.34%
2022-1.57%-0.55%-2.97%-2.06%0.62%-0.89%1.79%-2.57%-3.03%-1.03%1.23%0.26%-10.38%
2021-0.29%-1.53%-0.37%0.38%0.39%-0.11%0.97%-0.29%-0.91%-0.80%0.21%-0.25%-2.61%

Benchmark Metrics

Invesco US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist has an annualized alpha of 1.90%, beta of -0.04, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since March 12, 2019.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (4.02%) than losses (0.65%) - typical of diversified or defensive assets.
  • Beta of -0.04 may look defensive, but with R2 of 0.03 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 0.03 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
1.90%
Beta
-0.04
0.03
Upside Capture
4.02%
Downside Capture
0.65%

Expense Ratio

TR7S.L has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

TR7S.L ranks 29 for risk / return — below 29% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TR7S.L Risk / Return Rank: 2929
Overall Rank
TR7S.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TR7S.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
TR7S.L Omega Ratio Rank: 2929
Omega Ratio Rank
TR7S.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
TR7S.L Martin Ratio Rank: 2727
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 US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist (TR7S.L) 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.


TR7S.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.17

1.31

-0.14

Calmar ratioReturn relative to maximum drawdown

1.11

2.50

-1.39

Martin ratioReturn relative to average drawdown

2.92

9.11

-6.19

Dividends

Dividend History

Invesco US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist provided a 4.10% dividend yield over the last twelve months, with an annual payout of £1.46 per share.


1.00%2.00%3.00%4.00%£0.00£0.50£1.00£1.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend£1.46£1.45£1.48£1.29£0.62£0.34£0.54£0.61

Dividend yield

4.10%3.98%4.18%3.56%1.71%0.83%1.25%1.51%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.36£0.00£0.00£0.36£0.00£0.72
2025£0.00£0.00£0.37£0.00£0.00£0.35£0.00£0.00£0.37£0.00£0.00£0.37£1.45
2024£0.00£0.00£0.37£0.00£0.00£0.37£0.00£0.00£0.36£0.00£0.00£0.39£1.48
2023£0.00£0.00£0.29£0.00£0.00£0.32£0.00£0.00£0.33£0.00£0.00£0.35£1.29
2022£0.00£0.00£0.10£0.00£0.00£0.14£0.00£0.00£0.18£0.00£0.00£0.21£0.62
2021£0.00£0.00£0.08£0.00£0.00£0.08£0.00£0.00£0.09£0.00£0.00£0.09£0.34

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 US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist. 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 US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist was 15.12%, occurring on Nov 3, 2022. The portfolio has not yet recovered.

The current Invesco US Treasury Bond 3-7 Year UCITS ETF GBP Hdg Dist drawdown is 2.94%.


Drawdown

Fall

Recovery

Underwater

Related event

-15.12%Nov 2022
2y 2mo
5y 11moAug 2020 - now
Bear market2022
-1.87%Dec 2019
3mo 20d1mo 8d
4mo 28dSep 2019 - Jan 2020
-1.49%Mar 2020
8d5d
13dMar 2020 - Mar 2020
COVID crash2020
-0.94%Apr 2019
19d27d
1mo 16dMar 2019 - May 2019
-0.87%Jun 2020
21d21d
1mo 12dMay 2020 - Jun 2020

Drawdown Indicators


TR7S.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.12%

-37.07%

+21.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-8.03%

+5.50%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-22.15%

+18.29%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

-22.15%

+7.86%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-2.94%

-1.42%

-1.52%

Average Drawdown

Average peak-to-trough decline

-5.72%

-5.29%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

2.20%

-1.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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