DJAD.DE vs. TRDS.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and TRDS.DE (Invesco US Treasury Bond UCITS ETF Dist) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while TRDS.DE tracks the Bloomberg US Treasury Index. Both are passively managed. Over the past 5 years, DJAD.DE returned -4.26%/yr vs 0.68%/yr for TRDS.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.06% expense ratio.
Performance
DJAD.DE vs. TRDS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DJAD.DE achieves a 4.92% return, which is significantly higher than TRDS.DE's 3.87% return.
DJAD.DE
- 1D
- -0.14%
- 1M
- 5.08%
- YTD
- 4.92%
- 6M
- 5.35%
- 1Y
- 7.45%
- 3Y*
- -1.76%
- 5Y*
- -4.26%
- 10Y*
- -3.11%
TRDS.DE
- 1D
- -0.47%
- 1M
- 3.14%
- YTD
- 3.87%
- 6M
- 4.21%
- 1Y
- 5.74%
- 3Y*
- 1.67%
- 5Y*
- 0.68%
- 10Y*
- —
DJAD.DE vs. TRDS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 4.92% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | 6.09% | 17.65% |
TRDS.DE Invesco US Treasury Bond UCITS ETF Dist | 3.87% | -5.42% | 6.49% | 0.35% | -6.88% | 5.85% | -1.83% | -4.56% |
Correlation
The correlation between DJAD.DE and TRDS.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2019 | 0.68 |
The correlation between DJAD.DE and TRDS.DE shifts across timeframes, from 0.68 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DJAD.DE vs. TRDS.DE — Risk / Return Rank
DJAD.DE
TRDS.DE
DJAD.DE vs. TRDS.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 UCITS ETF Dist (TRDS.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 | TRDS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.43 | -0.27 |
| Martin ratioReturn relative to average drawdown | 2.51 | 3.72 | -1.20 |
Loading charts...
Drawdowns
DJAD.DE vs. TRDS.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than TRDS.DE's maximum drawdown of -17.30%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and TRDS.DE.
Loading charts...
Drawdown Indicators
| DJAD.DE | TRDS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -17.30% | -27.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -3.98% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -16.68% | -10.99% | -5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -12.94% | -23.60% |
Max Drawdown (10Y)Largest decline over 10 years | -44.43% | — | — |
Current DrawdownCurrent decline from peak | -38.25% | -10.21% | -28.04% |
Average DrawdownAverage peak-to-trough decline | -17.81% | -10.36% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 1.54% | +1.42% |
Volatility
DJAD.DE vs. TRDS.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.37% compared to Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE) at 1.77%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier than TRDS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DJAD.DE | TRDS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 1.77% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 6.05% | 4.10% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.94% | 5.70% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 8.04% | +6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 8.67% | +5.35% |
DJAD.DE vs. TRDS.DE - Expense Ratio Comparison
Both DJAD.DE and TRDS.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. TRDS.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.33%, less than TRDS.DE's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.33% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% |
TRDS.DE Invesco US Treasury Bond UCITS ETF Dist | 4.17% | 4.31% | 4.13% | 3.87% | 1.99% | 1.10% | 1.69% | 1.96% | 0.00% | 0.00% |
Frequently Asked Questions
DJAD.DE and TRDS.DE have a correlation of 0.70, 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 TRDS.DE have the same expense ratio: 0.06% per year.
DJAD.DE tracks Bloomberg US Long Treasury Index, while TRDS.DE tracks Bloomberg US Treasury Index. They also come from different issuers: Amundi and Invesco.
Find the right allocation for DJAD.DE and TRDS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer