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SMBS.L vs. TRE7.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMBS.L vs. TRE7.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Mortgage Backed Securities UCITS ETF (SMBS.L) and Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SMBS.L is traded in GBp, while TRE7.L is traded in USD. To make them comparable, the TRE7.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMBS.L achieves a 0.37% return, which is significantly higher than TRE7.L's -0.03% return.


SMBS.L

1D
0.17%
1M
1.23%
YTD
0.37%
6M
0.34%
1Y
7.14%
3Y*
1.47%
5Y*
1.21%
10Y*
1.85%

TRE7.L

1D
0.20%
1M
0.87%
YTD
-0.03%
6M
-0.78%
1Y
4.24%
3Y*
1.09%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMBS.L vs. TRE7.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SMBS.L
iShares US Mortgage Backed Securities UCITS ETF
0.37%1.02%3.07%-1.87%-0.85%-0.38%0.15%3.54%
TRE7.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist
-0.03%-0.33%3.87%-0.96%1.41%-1.42%3.84%2.68%

Correlation

The correlation between SMBS.L and TRE7.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.76

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2019

0.77

The correlation between SMBS.L and TRE7.L has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

SMBS.L vs. TRE7.L — Risk / Return Rank

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

SMBS.L
SMBS.L Risk / Return Rank: 3232
Overall Rank
SMBS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SMBS.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SMBS.L Omega Ratio Rank: 3131
Omega Ratio Rank
SMBS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SMBS.L Martin Ratio Rank: 3030
Martin Ratio Rank

TRE7.L
TRE7.L Risk / Return Rank: 3030
Overall Rank
TRE7.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TRE7.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRE7.L Omega Ratio Rank: 3030
Omega Ratio Rank
TRE7.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
TRE7.L Martin Ratio Rank: 2929
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.

SMBS.L vs. TRE7.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Mortgage Backed Securities UCITS ETF (SMBS.L) and Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.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.


SMBS.LTRE7.LDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratioReturn relative to maximum drawdown

1.66

0.76

+0.90

Martin ratioReturn relative to average drawdown

4.26

2.01

+2.24

SMBS.L vs. TRE7.L - Sharpe Ratio Comparison

The current SMBS.L Sharpe Ratio is 1.17, which is higher than the TRE7.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SMBS.L and TRE7.L, 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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Sharpe Ratios by Period


SMBS.LTRE7.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.67

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.17

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.14

+0.07

Drawdowns

SMBS.L vs. TRE7.L - Drawdown Comparison

The maximum SMBS.L drawdown since its inception was -20.65%, roughly equal to the maximum TRE7.L drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for SMBS.L and TRE7.L.


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Drawdown Indicators


SMBS.LTRE7.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.65%

-20.08%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.30%

-5.58%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-8.46%

-7.61%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.38%

-16.00%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-20.65%

Current Drawdown

Current decline from peak

-12.50%

-12.65%

+0.15%

Average Drawdown

Average peak-to-trough decline

-11.05%

-12.36%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.10%

-0.43%

Volatility

SMBS.L vs. TRE7.L - Volatility Comparison

iShares US Mortgage Backed Securities UCITS ETF (SMBS.L) and Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.L) have volatilities of 1.65% and 1.62%, 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


SMBS.LTRE7.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.62%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.48%

5.03%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

6.34%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.56%

8.55%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.03%

8.91%

+1.12%

SMBS.L vs. TRE7.L - Expense Ratio Comparison

SMBS.L has a 0.28% expense ratio, which is higher than TRE7.L's 0.06% expense ratio.


Dividends

SMBS.L vs. TRE7.L - Dividend Comparison

SMBS.L's dividend yield for the trailing twelve months is around 3.56%, less than TRE7.L's 4.14% yield.


PositionTTM2025202420232022202120202019201820172016
SMBS.L
iShares US Mortgage Backed Securities UCITS ETF
3.56%3.57%3.50%3.23%2.39%2.22%2.71%3.06%2.99%3.00%1.51%
TRE7.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist
4.14%4.09%4.23%3.61%1.72%0.87%1.29%1.89%0.00%0.00%0.00%

Frequently Asked Questions


SMBS.L and TRE7.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRE7.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRE7.L is cheaper with a 0.06% expense ratio, compared with 0.28% for SMBS.L.

SMBS.L is categorized as Mortgage Backed Securities, while TRE7.L is Government Bonds. SMBS.L tracks Bloomberg US Mortgage Backed Securities Index, while TRE7.L tracks Bloomberg US 3-7 Year Treasury Bond Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.28% for SMBS.L and 0.06% for TRE7.L.

Portfolio Optimizer

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