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CEMF.DE vs. TRD1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMF.DE vs. TRD1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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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Returns By Period

In the year-to-date period, CEMF.DE achieves a -1.56% return, which is significantly lower than TRD1.DE's 4.79% return.


CEMF.DE

1D
0.00%
1M
0.05%
6M
-0.81%
YTD
-1.56%
1Y
3Y*
5Y*
10Y*
ALL TIME*

TRD1.DE

1D
0.17%
1M
0.51%
6M
3.53%
YTD
4.79%
1Y
5.89%
3Y*
3.65%
5Y*
3.98%
10Y*
ALL TIME*
0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMF.DE vs. TRD1.DE - Yearly Performance Comparison


Correlation

The correlation between CEMF.DE and TRD1.DE is -0.39, 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 (All Time)
Calculated using the full available price history since Aug 4, 2025

-0.39

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Return for Risk

CEMF.DE vs. TRD1.DE — Risk / Return Rank

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

CEMF.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TRD1.DE
TRD1.DE Risk / Return Rank: 3636
Overall Rank
TRD1.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TRD1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
TRD1.DE Omega Ratio Rank: 3333
Omega Ratio Rank
TRD1.DE Calmar Ratio Rank: 4242
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.

CEMF.DE vs. TRD1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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.


CEMF.DETRD1.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.59

Martin ratioReturn relative to average drawdown

4.15

CEMF.DE vs. TRD1.DE - Sharpe Ratio Comparison


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Drawdowns

CEMF.DE vs. TRD1.DE - Drawdown Comparison

The maximum CEMF.DE drawdown since its inception was -4.45%, smaller than the maximum TRD1.DE drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and TRD1.DE.


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Drawdown Indicators


CEMF.DETRD1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.45%

-17.81%

+13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

Max Drawdown (5Y)

Largest decline over 5 years

-11.70%

Current Drawdown

Current decline from peak

-3.11%

-5.23%

+2.12%

Average Drawdown

Average peak-to-trough decline

-1.45%

-8.28%

+6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

Volatility

CEMF.DE vs. TRD1.DE - Volatility Comparison


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Volatility by Period


CEMF.DETRD1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

6.13%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

7.48%

-2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

8.09%

-3.59%

CEMF.DE vs. TRD1.DE - Expense Ratio Comparison

CEMF.DE has a 0.10% 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

CEMF.DE vs. TRD1.DE - Dividend Comparison

CEMF.DE has not paid dividends to shareholders, while TRD1.DE's dividend yield for the trailing twelve months is around 3.85%.


PositionTTM202520242023202220212020
CEMF.DE
iShares $ Treasury Bond 7-10yr UCITS ETF EUR 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
3.85%4.35%4.82%4.70%1.55%0.10%0.74%

Frequently Asked Questions


CEMF.DE and TRD1.DE have a correlation of -0.39, 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 0.10% for CEMF.DE.

CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index, while TRD1.DE tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for CEMF.DE and 0.06% for TRD1.DE.

Portfolio Optimizer

Find the right allocation for CEMF.DE and TRD1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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