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SNA2.DE vs. TRDL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNA2.DE vs. TRDL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) and Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.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, SNA2.DE achieves a 0.82% return, which is significantly higher than TRDL.DE's 0.56% return.


SNA2.DE

1D
0.08%
1M
0.91%
YTD
0.82%
6M
0.08%
1Y
1.09%
3Y*
-0.30%
5Y*
0.24%
10Y*

TRDL.DE

1D
0.19%
1M
1.37%
YTD
0.56%
6M
-0.99%
1Y
1.59%
3Y*
-4.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNA2.DE vs. TRDL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNA2.DE
iShares USD Treasury Bond UCITS ETF USD Dist
0.82%-5.92%6.08%0.13%-6.03%
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
0.56%-6.69%-1.18%-1.92%-4.24%

Correlation

The correlation between SNA2.DE and TRDL.DE 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

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2022

0.77

The correlation between SNA2.DE and TRDL.DE has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

SNA2.DE vs. TRDL.DE — Risk / Return Rank

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

SNA2.DE
SNA2.DE Risk / Return Rank: 1212
Overall Rank
SNA2.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SNA2.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
SNA2.DE Omega Ratio Rank: 1111
Omega Ratio Rank
SNA2.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SNA2.DE Martin Ratio Rank: 1212
Martin Ratio Rank

TRDL.DE
TRDL.DE Risk / Return Rank: 1111
Overall Rank
TRDL.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TRDL.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRDL.DE Omega Ratio Rank: 1010
Omega Ratio Rank
TRDL.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRDL.DE Martin Ratio Rank: 1111
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.

SNA2.DE vs. TRDL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) and Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.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.


SNA2.DETRDL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.27

0.23

+0.04

Martin ratioReturn relative to average drawdown

0.65

0.51

+0.13

SNA2.DE vs. TRDL.DE - Sharpe Ratio Comparison

The current SNA2.DE Sharpe Ratio is 0.20, which is comparable to the TRDL.DE Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SNA2.DE and TRDL.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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Sharpe Ratios by Period


SNA2.DETRDL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.18

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.28

+0.16

Drawdowns

SNA2.DE vs. TRDL.DE - Drawdown Comparison

The maximum SNA2.DE drawdown since its inception was -17.70%, smaller than the maximum TRDL.DE drawdown of -21.20%. Use the drawdown chart below to compare losses from any high point for SNA2.DE and TRDL.DE.


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Drawdown Indicators


SNA2.DETRDL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.70%

-21.20%

+3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-6.76%

+2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-11.19%

-16.89%

+5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

Current Drawdown

Current decline from peak

-14.15%

-16.50%

+2.35%

Average Drawdown

Average peak-to-trough decline

-11.16%

-11.77%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

3.09%

-1.40%

Volatility

SNA2.DE vs. TRDL.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) is 0.96%, while Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) has a volatility of 2.50%. This indicates that SNA2.DE experiences smaller price fluctuations and is considered to be less risky than TRDL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNA2.DETRDL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

2.50%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

6.26%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

9.00%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

13.14%

-5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.95%

13.14%

-5.19%

SNA2.DE vs. TRDL.DE - Expense Ratio Comparison

SNA2.DE has a 0.07% expense ratio, which is higher than TRDL.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

SNA2.DE vs. TRDL.DE - Dividend Comparison

SNA2.DE's dividend yield for the trailing twelve months is around 3.50%, less than TRDL.DE's 4.15% yield.


PositionTTM202520242023202220212020
SNA2.DE
iShares USD Treasury Bond UCITS ETF USD Dist
3.50%3.74%3.48%3.07%1.40%0.72%1.32%
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
4.15%4.26%4.36%2.87%0.51%0.00%0.00%

Frequently Asked Questions


SNA2.DE and TRDL.DE 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, TRDL.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRDL.DE is cheaper with a 0.06% expense ratio, compared with 0.07% for SNA2.DE.

SNA2.DE tracks ICE US Treasury Core Bond, while TRDL.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for SNA2.DE and 0.06% for TRDL.DE.

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