^IDCOTCTR vs. TRDX.DE
Compare and contrast key facts about ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR) and Invesco US Treasury Bond 7-10 Year UCITS ETF A (TRDX.DE).
TRDX.DE is a passively managed fund by Invesco that tracks the performance of the Bloomberg US 7-10 Year Treasury Bond. It was launched on Jan 11, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IDCOTCTR or TRDX.DE.
Key characteristics
| ^IDCOTCTR | TRDX.DE | |
|---|---|---|
| YTD Return | 1.55% | 1.02% |
| 1Y Return | 6.78% | 2.59% |
| 3Y Return (Ann) | -2.59% | -4.44% |
| 5Y Return (Ann) | -0.49% | -3.03% |
| Sharpe Ratio | 1.26 | 0.56 |
| Sortino Ratio | 1.83 | 0.88 |
| Omega Ratio | 1.23 | 1.10 |
| Calmar Ratio | 0.40 | 0.14 |
| Martin Ratio | 4.00 | 1.39 |
| Ulcer Index | 1.73% | 2.77% |
| Daily Std Dev | 5.49% | 6.83% |
| Max Drawdown | -18.88% | -26.91% |
| Current Drawdown | -11.49% | -23.71% |
Correlation
The correlation between ^IDCOTCTR and TRDX.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^IDCOTCTR vs. TRDX.DE - Performance Comparison
In the year-to-date period, ^IDCOTCTR achieves a 1.55% return, which is significantly higher than TRDX.DE's 1.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^IDCOTCTR vs. TRDX.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR) and Invesco US Treasury Bond 7-10 Year UCITS ETF A (TRDX.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^IDCOTCTR vs. TRDX.DE - Drawdown Comparison
The maximum ^IDCOTCTR drawdown since its inception was -18.88%, smaller than the maximum TRDX.DE drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for ^IDCOTCTR and TRDX.DE. For additional features, visit the drawdowns tool.
Volatility
^IDCOTCTR vs. TRDX.DE - Volatility Comparison
The current volatility for ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR) is 1.54%, while Invesco US Treasury Bond 7-10 Year UCITS ETF A (TRDX.DE) has a volatility of 2.22%. This indicates that ^IDCOTCTR experiences smaller price fluctuations and is considered to be less risky than TRDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.