ILS vs. TRSY

Last updated Aug 6, 2026

ILS (Brookmont Catastrophic Bond ETF) and TRSY (Xtrackers US 0-1 Year Treasury ETF) are both exchange-traded funds - ILS is a Nontraditional Bonds fund actively managed by Brookmont, while TRSY is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. ILS is actively managed, while TRSY is passively managed. Over the past year, ILS returned 7.69% vs 3.81% for TRSY. Their -0.12 correlation means they have often moved in opposite directions in the past. ILS charges 1.58%/yr vs 0.06%/yr for TRSY.

Performance

ILS vs. TRSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookmont Catastrophic Bond ETF (ILS) and Xtrackers US 0-1 Year Treasury ETF (TRSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ILS achieves a 3.63% return, which is significantly higher than TRSY's 2.08% return.

ILS

• 1D: 0.08%
• 1M: 1.09%
• 6M: 3.29%
• YTD: 3.63%
• 1Y: 7.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.38%

TRSY

• 1D: 0.02%
• 1M: 0.28%
• 6M: 1.77%
• YTD: 2.08%
• 1Y: 3.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ILS Brookmont Catastrophic Bond ETF	$469.06K	$481.42K	$625.35K
TRSY Xtrackers US 0-1 Year Treasury ETF	$1.86M	$1.44M	$1.15M

ILS vs. TRSY - Yearly Performance Comparison

	2026 (YTD)	2025
ILS Brookmont Catastrophic Bond ETF	3.63%	3.54%
TRSY Xtrackers US 0-1 Year Treasury ETF	2.08%	3.17%

Correlation

The correlation between ILS and TRSY is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.19
Correlation (All Time) Calculated using the full available price history since Apr 1, 2025	-0.12

Return for Risk

ILS vs. TRSY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ILS

ILS Risk / Return Rank: 97
ILS Sharpe Ratio Rank: 96
ILS Sortino Ratio Rank: 97
ILS Omega Ratio Rank: 97
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 98

TRSY

TRSY Risk / Return Rank: 99
TRSY Sharpe Ratio Rank: 99
TRSY Sortino Ratio Rank: 99
TRSY Omega Ratio Rank: 99
TRSY Calmar Ratio Rank: 100
TRSY Martin Ratio Rank: 100

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ILS vs. TRSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) and Xtrackers US 0-1 Year Treasury ETF (TRSY). 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.

	ILS	TRSY	Difference
Sharpe ratio: Return per unit of total volatility	3.14	10.06	-6.93
Sortino ratio: Return per unit of downside risk	5.22	25.74	-20.52
Omega ratio: Gain probability vs. loss probability	1.73	6.05	-4.32
Calmar ratio: Return relative to maximum drawdown	13.95	57.72	-43.76
Martin ratio: Return relative to average drawdown	52.37	342.18	-289.81

ILS vs. TRSY - Sharpe Ratio Comparison

The current ILS Sharpe Ratio is 3.14, which is lower than the TRSY Sharpe Ratio of 10.06. The chart below compares the historical Sharpe Ratios of ILS and TRSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ILS vs. TRSY - Drawdown Comparison

The maximum ILS drawdown since its inception was -2.46%, which is greater than TRSY's maximum drawdown of -0.82%. Use the drawdown chart below to compare losses from any high point for ILS and TRSY.

Drawdown Indicators

	ILS	TRSY	Difference
Max Drawdown Largest peak-to-trough decline	-2.46%	-0.82%	-1.64%
Max Drawdown (1Y) Largest decline over 1 year	-0.55%	-0.07%	-0.48%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.50%	-0.06%	-0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.15%	0.01%	+0.14%

Volatility

ILS vs. TRSY - Volatility Comparison

Brookmont Catastrophic Bond ETF (ILS) has a higher volatility of 0.41% compared to Xtrackers US 0-1 Year Treasury ETF (TRSY) at 0.11%. This indicates that ILS's price experiences larger fluctuations and is considered to be riskier than TRSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILS	TRSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.41%	0.11%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	1.44%	0.25%	+1.19%
Volatility (1Y) Calculated over the trailing 1-year period	2.46%	0.38%	+2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.63%	1.06%	+2.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.63%	1.06%	+2.57%

ILS vs. TRSY - Expense Ratio Comparison

ILS has a 1.58% expense ratio, which is higher than TRSY's 0.06% expense ratio.

Dividends

ILS vs. TRSY - Dividend Comparison

ILS's dividend yield for the trailing twelve months is around 8.13%, more than TRSY's 3.54% yield.

Position	TTM	2025	2024
ILS Brookmont Catastrophic Bond ETF	8.13%	6.06%	0.00%
TRSY Xtrackers US 0-1 Year Treasury ETF	3.54%	4.00%	0.96%

Frequently Asked Questions

Can I hold both ILS and TRSY in my portfolio?

ILS and TRSY have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ILS or TRSY?

ILS has higher volatility (0.41%) compared to TRSY (0.11%). In terms of maximum drawdown, ILS dropped -2.46% vs TRSY's -0.82%.

Which ETF is better, ILS or TRSY?

On 1-year performance, ILS leads with 7.69% vs 3.81% for TRSY. On fees, TRSY is cheaper at 0.06% per year. On volatility, TRSY has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILS or TRSY?

Over the 1-year period, ILS has performed better with a 7.69% return vs 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILS or TRSY?

TRSY is cheaper with a 0.06% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, ILS or TRSY?

ILS has the higher dividend yield at 8.13%, compared with 3.54% for TRSY.

What is the main difference between ILS and TRSY?

ILS is categorized as Nontraditional Bonds, while TRSY is Government Bonds. They also come from different issuers: Brookmont and Xtrackers. Their fees differ too: 1.58% for ILS and 0.06% for TRSY.

Which has better risk-adjusted returns?

TRSY currently has the higher Sharpe Ratio (10.06 vs 3.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.