DJAD.DE vs. TRD1.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and TRD1.DE (Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while TRD1.DE tracks the Bloomberg US Treasury Coupons Index. Both are passively managed. Over the past 5 years, DJAD.DE returned -5.78%/yr vs 3.97%/yr for TRD1.DE. At a 0.25 correlation, their price movements are largely independent. Both charge a 0.06% expense ratio.
Performance
DJAD.DE vs. TRD1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 1.78% return, which is significantly lower than TRD1.DE's 4.62% return.
DJAD.DE
- 1D
- 0.69%
- 1M
- -0.13%
- 6M
- -0.02%
- YTD
- 1.78%
- 1Y
- 5.49%
- 3Y*
- -1.48%
- 5Y*
- -5.78%
- 10Y*
- -3.16%
TRD1.DE
- 1D
- 0.00%
- 1M
- 1.46%
- 6M
- 2.92%
- YTD
- 4.62%
- 1Y
- 5.14%
- 3Y*
- 3.93%
- 5Y*
- 3.97%
- 10Y*
- —
DJAD.DE vs. TRD1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 1.78% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | 3.57% |
TRD1.DE Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist | 4.62% | -7.35% | 11.23% | 1.38% | 6.73% | 8.36% | -17.72% |
Correlation
The correlation between DJAD.DE and TRD1.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020 | 0.25 |
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Return for Risk
DJAD.DE vs. TRD1.DE — Risk / Return Rank
DJAD.DE
TRD1.DE
DJAD.DE vs. TRD1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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.
| DJAD.DE | TRD1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.15 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.38 | -0.53 |
| Martin ratioReturn relative to average drawdown | 1.82 | 3.62 | -1.80 |
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Drawdowns
DJAD.DE vs. TRD1.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than TRD1.DE's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and TRD1.DE.
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Drawdown Indicators
| DJAD.DE | TRD1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -17.81% | -26.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -3.70% | -2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.68% | -11.60% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -11.70% | -24.84% |
Max Drawdown (10Y)Largest decline over 10 years | -44.43% | — | — |
Current DrawdownCurrent decline from peak | -40.10% | -5.39% | -34.71% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -8.29% | -9.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.42% | +1.59% |
Volatility
DJAD.DE vs. TRD1.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.34% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) at 1.12%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier 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
| DJAD.DE | TRD1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 1.12% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 4.63% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.78% | 6.21% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 7.48% | +6.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.95% | 8.09% | +5.86% |
DJAD.DE vs. TRD1.DE - Expense Ratio Comparison
Both DJAD.DE and TRD1.DE have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
DJAD.DE vs. TRD1.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.43%, less than TRD1.DE's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.43% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% |
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% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJAD.DE and TRD1.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE and TRD1.DE have the same expense ratio: 0.06% per year.
DJAD.DE tracks Bloomberg US Long Treasury Index, while TRD1.DE tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: Amundi and Invesco.
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