IUSM.DE vs. TRSX.L
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L).
IUSM.DE and TRSX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSM.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year. It was launched on Dec 8, 2006. TRSX.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 17, 2016. Both IUSM.DE and TRSX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSM.DE or TRSX.L.
Key characteristics
| IUSM.DE | TRSX.L | |
|---|---|---|
| YTD Return | 2.61% | -0.15% |
| 1Y Return | 3.95% | 4.77% |
| 3Y Return (Ann) | -2.98% | -4.10% |
| 5Y Return (Ann) | -1.46% | -1.50% |
| Sharpe Ratio | 0.86 | 0.75 |
| Sortino Ratio | 1.34 | 1.14 |
| Omega Ratio | 1.16 | 1.14 |
| Calmar Ratio | 0.26 | 0.26 |
| Martin Ratio | 2.44 | 2.12 |
| Ulcer Index | 2.43% | 2.52% |
| Daily Std Dev | 6.99% | 7.24% |
| Max Drawdown | -23.19% | -23.60% |
| Current Drawdown | -18.09% | -16.95% |
Correlation
The correlation between IUSM.DE and TRSX.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IUSM.DE vs. TRSX.L - Performance Comparison
In the year-to-date period, IUSM.DE achieves a 2.61% return, which is significantly higher than TRSX.L's -0.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSM.DE vs. TRSX.L - Expense Ratio Comparison
IUSM.DE has a 0.07% expense ratio, which is lower than TRSX.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUSM.DE vs. TRSX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L). 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.
Dividends
IUSM.DE vs. TRSX.L - Dividend Comparison
IUSM.DE has not paid dividends to shareholders, while TRSX.L's dividend yield for the trailing twelve months is around 3.57%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.00% | 0.00% | 1.93% | 0.95% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.83% |
TRSX.L SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 3.57% | 2.71% | 1.65% | 1.02% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IUSM.DE vs. TRSX.L - Drawdown Comparison
The maximum IUSM.DE drawdown since its inception was -23.19%, roughly equal to the maximum TRSX.L drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for IUSM.DE and TRSX.L. For additional features, visit the drawdowns tool.
Volatility
IUSM.DE vs. TRSX.L - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) has a higher volatility of 2.10% compared to SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) at 1.95%. This indicates that IUSM.DE's price experiences larger fluctuations and is considered to be riskier than TRSX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.