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0NS.DE vs. TRD1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0NS.DE vs. TRD1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi US Treasury Bond 0-1Y UCITS ETF SGD Hedged (Acc) (0NS.DE) and Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0NS.DE is traded in USD, while TRD1.DE is traded in EUR. To make them comparable, the TRD1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0NS.DE achieves a -0.16% return, which is significantly lower than TRD1.DE's 1.79% return.


0NS.DE

1D
-0.08%
1M
-0.62%
6M
-0.08%
YTD
-0.16%
1Y
-0.19%
3Y*
3.98%
5Y*
10Y*

TRD1.DE

1D
0.23%
1M
0.65%
6M
1.83%
YTD
1.79%
1Y
3.89%
3Y*
4.71%
5Y*
3.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0NS.DE vs. TRD1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
0NS.DE
Amundi US Treasury Bond 0-1Y UCITS ETF SGD Hedged (Acc)
-0.16%7.50%0.72%4.96%-24.78%
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
1.79%4.60%4.87%4.58%1.01%

Correlation

The correlation between 0NS.DE and TRD1.DE is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2022

-0.17

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Return for Risk

0NS.DE vs. TRD1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0NS.DE
0NS.DE Risk / Return Rank: 88
Overall Rank
0NS.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
0NS.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
0NS.DE Omega Ratio Rank: 77
Omega Ratio Rank
0NS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
0NS.DE Martin Ratio Rank: 88
Martin Ratio Rank

TRD1.DE
TRD1.DE Risk / Return Rank: 3636
Overall Rank
TRD1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TRD1.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
TRD1.DE Omega Ratio Rank: 3232
Omega Ratio Rank
TRD1.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
TRD1.DE Martin Ratio Rank: 3737
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.

0NS.DE vs. TRD1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 0-1Y UCITS ETF SGD Hedged (Acc) (0NS.DE) and Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.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.

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.


0NS.DETRD1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.00

1.16

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.08

3.37

-3.45

Martin ratioReturn relative to average drawdown

-0.17

10.23

-10.39

0NS.DE vs. TRD1.DE - Sharpe Ratio Comparison

The current 0NS.DE Sharpe Ratio is -0.05, which is lower than the TRD1.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of 0NS.DE and TRD1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

0NS.DE vs. TRD1.DE - Drawdown Comparison

The maximum 0NS.DE drawdown since its inception was -30.48%, which is greater than TRD1.DE's maximum drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for 0NS.DE and TRD1.DE.


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Drawdown Indicators


0NS.DETRD1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.48%

-13.17%

-17.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-1.15%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-5.98%

-1.53%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-1.56%

Current Drawdown

Current decline from peak

-14.66%

-0.32%

-14.34%

Average Drawdown

Average peak-to-trough decline

-20.75%

-5.27%

-15.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.38%

+0.78%

Volatility

0NS.DE vs. TRD1.DE - Volatility Comparison

The current volatility for Amundi US Treasury Bond 0-1Y UCITS ETF SGD Hedged (Acc) (0NS.DE) is 1.09%, while Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) has a volatility of 1.64%. This indicates that 0NS.DE experiences smaller price fluctuations and is considered to be less risky than TRD1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0NS.DETRD1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.64%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

3.48%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

4.46%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

4.29%

+10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.36%

6.49%

+7.87%

0NS.DE vs. TRD1.DE - Expense Ratio Comparison

0NS.DE has a 0.08% expense ratio, which is higher than TRD1.DE's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

0NS.DE vs. TRD1.DE - Dividend Comparison

0NS.DE has not paid dividends to shareholders, while TRD1.DE's dividend yield for the trailing twelve months is around 3.86%.


PositionTTM202520242023202220212020
0NS.DE
Amundi US Treasury Bond 0-1Y UCITS ETF SGD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
3.86%4.35%4.82%4.70%1.55%0.10%0.74%

Frequently Asked Questions


0NS.DE and TRD1.DE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRD1.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRD1.DE is cheaper with a 0.06% expense ratio, compared with 0.08% for 0NS.DE.

0NS.DE tracks Bloomberg US Short Treasury Index (SGD Hedged), while TRD1.DE tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.08% for 0NS.DE and 0.06% for TRD1.DE.

Portfolio Optimizer

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