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JA13.DE vs. TRD1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JA13.DE vs. TRD1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.DE) and Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.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, JA13.DE achieves a 3.36% return, which is significantly lower than TRD1.DE's 4.64% return.


JA13.DE

1D
-0.25%
1M
1.31%
6M
2.39%
YTD
3.36%
1Y
4.50%
3Y*
3.52%
5Y*
2.47%
10Y*

TRD1.DE

1D
0.08%
1M
1.66%
6M
3.54%
YTD
4.64%
1Y
5.35%
3Y*
4.01%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JA13.DE vs. TRD1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JA13.DE
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF
3.36%-6.52%9.95%0.52%2.13%7.66%-7.03%
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
4.64%-7.35%11.23%1.38%6.73%8.36%-17.72%

Correlation

The correlation between JA13.DE and TRD1.DE is 0.92, 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

0.92

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

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2020

0.88

The correlation between JA13.DE and TRD1.DE has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.

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Return for Risk

JA13.DE vs. TRD1.DE — Risk / Return Rank

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

JA13.DE
JA13.DE Risk / Return Rank: 3131
Overall Rank
JA13.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JA13.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
JA13.DE Omega Ratio Rank: 2727
Omega Ratio Rank
JA13.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
JA13.DE Martin Ratio Rank: 3030
Martin Ratio Rank

TRD1.DE
TRD1.DE Risk / Return Rank: 2929
Overall Rank
TRD1.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TRD1.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
TRD1.DE Omega Ratio Rank: 2525
Omega Ratio Rank
TRD1.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
TRD1.DE Martin Ratio Rank: 3131
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.

JA13.DE vs. TRD1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.DE) and Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.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.


JA13.DETRD1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.48

1.44

+0.04

Martin ratioReturn relative to average drawdown

3.66

3.75

-0.09

JA13.DE vs. TRD1.DE - Sharpe Ratio Comparison

The current JA13.DE Sharpe Ratio is 0.96, which is comparable to the TRD1.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of JA13.DE and TRD1.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

JA13.DE vs. TRD1.DE - Drawdown Comparison

The maximum JA13.DE drawdown since its inception was -15.21%, smaller than the maximum TRD1.DE drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for JA13.DE and TRD1.DE.


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Drawdown Indicators


JA13.DETRD1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.21%

-17.81%

+2.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-3.70%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-10.93%

-11.60%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-12.52%

-11.70%

-0.82%

Current Drawdown

Current decline from peak

-5.49%

-5.36%

-0.13%

Average Drawdown

Average peak-to-trough decline

-7.18%

-8.29%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.42%

+0.01%

Volatility

JA13.DE vs. TRD1.DE - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.DE) and Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) have volatilities of 1.43% and 1.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JA13.DETRD1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.48%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

4.65%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.53%

6.31%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

7.48%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

8.09%

+0.50%

JA13.DE vs. TRD1.DE - Expense Ratio Comparison

JA13.DE has a 0.07% expense ratio, which is higher than TRD1.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

JA13.DE vs. TRD1.DE - Dividend Comparison

JA13.DE has not paid dividends to shareholders, while TRD1.DE's dividend yield for the trailing twelve months is around 3.86%.


PositionTTM20252024202320222021202020192018
JA13.DE
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.96%
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
3.86%4.35%4.82%4.70%1.55%0.10%0.74%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, JA13.DE and TRD1.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, TRD1.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRD1.DE is cheaper with a 0.06% expense ratio, compared with 0.07% for JA13.DE.

JA13.DE tracks J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity, while TRD1.DE tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.07% for JA13.DE and 0.06% for TRD1.DE.

Portfolio Optimizer

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