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DJAD.DE vs. TRDS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJAD.DE vs. TRDS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) and Invesco US Treasury Bond UCITS ETF Dist (TRDS.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJAD.DE vs. TRDS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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.

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Return for Risk

DJAD.DE vs. TRDS.DE — Risk / Return Rank

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

DJAD.DE
DJAD.DE Risk / Return Rank: 2323
Overall Rank
DJAD.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DJAD.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
DJAD.DE Omega Ratio Rank: 2222
Omega Ratio Rank
DJAD.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
DJAD.DE Martin Ratio Rank: 2222
Martin Ratio Rank

TRDS.DE
TRDS.DE Risk / Return Rank: 2929
Overall Rank
TRDS.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TRDS.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
TRDS.DE Omega Ratio Rank: 2727
Omega Ratio Rank
TRDS.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
TRDS.DE Martin Ratio Rank: 2929
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.

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.DETRDS.DEDifference
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

DJAD.DE vs. TRDS.DE - Sharpe Ratio Comparison

The current DJAD.DE Sharpe Ratio is 0.83, which is comparable to the TRDS.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DJAD.DE and TRDS.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

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.


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Drawdown Indicators


DJAD.DETRDS.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-38.25%

-10.21%

-28.04%

Average Drawdown

Average peak-to-trough decline

-17.81%

-10.36%

-7.45%

Ulcer Index

Depth 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.


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Volatility by Period


DJAD.DETRDS.DEDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

Find the right allocation for DJAD.DE and TRDS.DE

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