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IS04.DE vs. TRDL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS04.DE vs. TRDL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) and Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.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, IS04.DE achieves a 5.35% return, which is significantly higher than TRDL.DE's 5.04% return.


IS04.DE

1D
0.00%
1M
5.35%
YTD
5.35%
6M
5.74%
1Y
7.72%
3Y*
-2.70%
5Y*
-5.14%
10Y*
-2.08%

TRDL.DE

1D
0.00%
1M
5.19%
YTD
5.04%
6M
5.41%
1Y
7.57%
3Y*
-2.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS04.DE vs. TRDL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IS04.DE
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
5.35%-7.08%-2.45%-1.26%-6.31%
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
5.04%-6.13%-0.85%-1.72%-4.67%

Correlation

The correlation between IS04.DE and TRDL.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2022

0.97

The correlation between IS04.DE and TRDL.DE has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

IS04.DE vs. TRDL.DE — Risk / Return Rank

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

IS04.DE
IS04.DE Risk / Return Rank: 2323
Overall Rank
IS04.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IS04.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
IS04.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IS04.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
IS04.DE Martin Ratio Rank: 2020
Martin Ratio Rank

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

IS04.DE vs. TRDL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) and Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.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.


IS04.DETRDL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.15

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.03

1.18

-0.14

Martin ratioReturn relative to average drawdown

2.21

2.56

-0.35

IS04.DE vs. TRDL.DE - Sharpe Ratio Comparison

The current IS04.DE Sharpe Ratio is 0.77, which is comparable to the TRDL.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IS04.DE and TRDL.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

IS04.DE vs. TRDL.DE - Drawdown Comparison

The maximum IS04.DE drawdown since its inception was -47.19%, which is greater than TRDL.DE's maximum drawdown of -20.55%. Use the drawdown chart below to compare losses from any high point for IS04.DE and TRDL.DE.


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Drawdown Indicators


IS04.DETRDL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.19%

-20.55%

-26.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-6.45%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-16.55%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

Max Drawdown (10Y)

Largest decline over 10 years

-47.19%

Current Drawdown

Current decline from peak

-41.19%

-11.75%

-29.44%

Average Drawdown

Average peak-to-trough decline

-22.82%

-11.38%

-11.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.97%

+0.52%

Volatility

IS04.DE vs. TRDL.DE - Volatility Comparison

iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a higher volatility of 2.51% compared to Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) at 2.33%. This indicates that IS04.DE's price experiences larger fluctuations and is considered to be riskier than TRDL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS04.DETRDL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

2.33%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

6.33%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

9.08%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

13.20%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

13.20%

+1.45%

IS04.DE vs. TRDL.DE - Expense Ratio Comparison

IS04.DE has a 0.07% expense ratio, which is higher than TRDL.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

IS04.DE vs. TRDL.DE - Dividend Comparison

IS04.DE's dividend yield for the trailing twelve months is around 4.51%, less than TRDL.DE's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
IS04.DE
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
4.51%4.38%4.61%3.82%3.04%1.71%1.86%2.49%2.78%2.73%2.57%2.14%
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
4.70%4.88%4.70%3.09%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, IS04.DE and TRDL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, TRDL.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRDL.DE is cheaper with a 0.06% expense ratio, compared with 0.07% for IS04.DE.

IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index, while TRDL.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IS04.DE and 0.06% for TRDL.DE.

Portfolio Optimizer

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