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MUNI.L vs. TRIS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUNI.L vs. TRIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) and Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L). The values are adjusted to include any dividend payments, if applicable.

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MUNI.L vs. TRIS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
0.14%7.41%1.23%8.01%-19.08%2.68%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
0.79%4.55%5.06%4.48%0.53%0.30%
Different Trading Currencies

MUNI.L is traded in USD, while TRIS.L is traded in GBp. To make them comparable, the TRIS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MUNI.L achieves a 0.14% return, which is significantly lower than TRIS.L's 0.79% return.


MUNI.L

1D
-0.20%
1M
-2.32%
YTD
0.14%
6M
1.48%
1Y
4.80%
3Y*
4.24%
5Y*
-0.09%
10Y*

TRIS.L

1D
-24.77%
1M
-0.08%
YTD
0.79%
6M
1.62%
1Y
3.77%
3Y*
4.60%
5Y*
3.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUNI.L vs. TRIS.L - Expense Ratio Comparison

MUNI.L has a 0.28% expense ratio, which is higher than TRIS.L's 0.06% expense ratio.


Return for Risk

MUNI.L vs. TRIS.L — Risk / Return Rank

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

MUNI.L
MUNI.L Risk / Return Rank: 6161
Overall Rank
MUNI.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MUNI.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
MUNI.L Omega Ratio Rank: 6868
Omega Ratio Rank
MUNI.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
MUNI.L Martin Ratio Rank: 3636
Martin Ratio Rank

TRIS.L
TRIS.L Risk / Return Rank: 1818
Overall Rank
TRIS.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TRIS.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
TRIS.L Omega Ratio Rank: 3434
Omega Ratio Rank
TRIS.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRIS.L Martin Ratio Rank: 1515
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.

MUNI.L vs. TRIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) and Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.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.


MUNI.LTRIS.LDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.09

+1.32

Sortino ratio

Return per unit of downside risk

2.16

0.48

+1.69

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

1.55

0.17

+1.39

Martin ratio

Return relative to average drawdown

4.40

2.61

+1.78

MUNI.L vs. TRIS.L - Sharpe Ratio Comparison

The current MUNI.L Sharpe Ratio is 1.41, which is higher than the TRIS.L Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MUNI.L and TRIS.L, 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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Sharpe Ratios by Period


MUNI.LTRIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.09

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.16

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.15

-0.26

Correlation

The correlation between MUNI.L and TRIS.L is -0.04. 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.


Dividends

MUNI.L vs. TRIS.L - Dividend Comparison

MUNI.L's dividend yield for the trailing twelve months is around 4.57%, more than TRIS.L's 3.98% yield.


TTM202520242023202220212020
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
4.57%4.52%4.60%4.09%3.19%2.01%0.00%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
3.98%4.26%4.87%4.68%1.52%0.10%0.57%

Drawdowns

MUNI.L vs. TRIS.L - Drawdown Comparison

The maximum MUNI.L drawdown since its inception was -23.73%, roughly equal to the maximum TRIS.L drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for MUNI.L and TRIS.L.


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Drawdown Indicators


MUNI.LTRIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-24.41%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-24.41%

+20.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-24.41%

+0.68%

Current Drawdown

Current decline from peak

-6.17%

-24.41%

+18.24%

Average Drawdown

Average peak-to-trough decline

-11.76%

-9.92%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.69%

-0.89%

Volatility

MUNI.L vs. TRIS.L - Volatility Comparison

The current volatility for Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) is 1.75%, while Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) has a volatility of 41.25%. This indicates that MUNI.L experiences smaller price fluctuations and is considered to be less risky than TRIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUNI.LTRIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

41.25%

-39.50%

Volatility (6M)

Calculated over the trailing 6-month period

40.50%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

41.27%

-32.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

19.00%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

17.32%

-2.43%