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ISDB vs. TBLL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISDB and TBLL is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ISDB vs. TBLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Short Duration Bond ETF (ISDB) and Invesco Short Term Treasury ETF (TBLL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ISDB:

3.00

TBLL:

14.12

Sortino Ratio

ISDB:

4.97

TBLL:

41.30

Omega Ratio

ISDB:

1.83

TBLL:

14.45

Calmar Ratio

ISDB:

8.10

TBLL:

63.60

Martin Ratio

ISDB:

21.88

TBLL:

627.87

Ulcer Index

ISDB:

0.27%

TBLL:

0.01%

Daily Std Dev

ISDB:

1.93%

TBLL:

0.34%

Max Drawdown

ISDB:

-1.44%

TBLL:

-0.61%

Current Drawdown

ISDB:

-0.15%

TBLL:

0.00%

Returns By Period

In the year-to-date period, ISDB achieves a 1.84% return, which is significantly higher than TBLL's 1.58% return.


ISDB

YTD

1.84%

1M

0.38%

6M

2.39%

1Y

5.82%

3Y*

N/A

5Y*

N/A

10Y*

N/A

TBLL

YTD

1.58%

1M

0.31%

6M

2.14%

1Y

4.80%

3Y*

4.27%

5Y*

2.55%

10Y*

N/A

*Annualized

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Invesco Short Duration Bond ETF

Invesco Short Term Treasury ETF

ISDB vs. TBLL - Expense Ratio Comparison

ISDB has a 0.36% expense ratio, which is higher than TBLL's 0.08% expense ratio.


Risk-Adjusted Performance

ISDB vs. TBLL — Risk-Adjusted Performance Rank

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

ISDB
The Risk-Adjusted Performance Rank of ISDB is 9898
Overall Rank
The Sharpe Ratio Rank of ISDB is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ISDB is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ISDB is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ISDB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ISDB is 9898
Martin Ratio Rank

TBLL
The Risk-Adjusted Performance Rank of TBLL is 100100
Overall Rank
The Sharpe Ratio Rank of TBLL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of TBLL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of TBLL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of TBLL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of TBLL is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISDB vs. TBLL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration Bond ETF (ISDB) and Invesco Short Term Treasury ETF (TBLL). 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.


The current ISDB Sharpe Ratio is 3.00, which is lower than the TBLL Sharpe Ratio of 14.12. The chart below compares the historical Sharpe Ratios of ISDB and TBLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ISDB vs. TBLL - Dividend Comparison

ISDB's dividend yield for the trailing twelve months is around 5.37%, more than TBLL's 4.60% yield.


TTM20242023202220212020201920182017
ISDB
Invesco Short Duration Bond ETF
5.37%5.50%5.61%0.00%0.00%0.00%0.00%0.00%0.00%
TBLL
Invesco Short Term Treasury ETF
4.60%4.99%4.63%1.37%0.05%0.80%2.24%1.69%0.71%

Drawdowns

ISDB vs. TBLL - Drawdown Comparison

The maximum ISDB drawdown since its inception was -1.44%, which is greater than TBLL's maximum drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for ISDB and TBLL. For additional features, visit the drawdowns tool.


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Volatility

ISDB vs. TBLL - Volatility Comparison

Invesco Short Duration Bond ETF (ISDB) has a higher volatility of 0.52% compared to Invesco Short Term Treasury ETF (TBLL) at 0.05%. This indicates that ISDB's price experiences larger fluctuations and is considered to be riskier than TBLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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