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SXRM.DE vs. TREX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRM.DE vs. TREX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRM.DE achieves a -0.59% return, which is significantly higher than TREX.L's -0.74% return.


SXRM.DE

1D
0.38%
1M
0.09%
YTD
-0.59%
6M
0.05%
1Y
4.19%
3Y*
2.95%
5Y*
-1.07%
10Y*
0.67%

TREX.L

1D
0.40%
1M
0.12%
YTD
-0.74%
6M
-0.02%
1Y
4.21%
3Y*
2.99%
5Y*
-1.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRM.DE vs. TREX.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
-0.59%8.56%-0.51%3.57%-14.86%-3.03%9.73%8.49%
TREX.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
-0.74%8.41%-0.22%3.58%-14.94%-3.02%9.76%8.50%

Correlation

The correlation between SXRM.DE and TREX.L is 0.93, 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

0.93

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2019

0.96

The correlation between SXRM.DE and TREX.L has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

SXRM.DE vs. TREX.L — Risk / Return Rank

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

SXRM.DE
SXRM.DE Risk / Return Rank: 2424
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2424
Martin Ratio Rank

TREX.L
TREX.L Risk / Return Rank: 2525
Overall Rank
TREX.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TREX.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
TREX.L Omega Ratio Rank: 2424
Omega Ratio Rank
TREX.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
TREX.L Martin Ratio Rank: 2424
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.

SXRM.DE vs. TREX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.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.

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.


SXRM.DETREX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

0.93

0.96

-0.03

Martin ratioReturn relative to average drawdown

2.74

2.81

-0.07

SXRM.DE vs. TREX.L - Sharpe Ratio Comparison

The current SXRM.DE Sharpe Ratio is 0.82, which is comparable to the TREX.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SXRM.DE and TREX.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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Drawdowns

SXRM.DE vs. TREX.L - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, roughly equal to the maximum TREX.L drawdown of -23.38%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and TREX.L.


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Drawdown Indicators


SXRM.DETREX.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-23.38%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-3.96%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-7.42%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-20.96%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-10.34%

-10.23%

-0.11%

Average Drawdown

Average peak-to-trough decline

-6.45%

-9.96%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.36%

+0.01%

Volatility

SXRM.DE vs. TREX.L - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L) have volatilities of 1.86% and 1.82%, 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


SXRM.DETREX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

1.82%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

3.34%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

4.50%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

7.49%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

6.93%

-0.63%

SXRM.DE vs. TREX.L - Expense Ratio Comparison

SXRM.DE has a 0.07% expense ratio, which is higher than TREX.L'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

SXRM.DE vs. TREX.L - Dividend Comparison

SXRM.DE has not paid dividends to shareholders, while TREX.L's dividend yield for the trailing twelve months is around 4.33%.


PositionTTM2025202420232022202120202019
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TREX.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
4.33%4.23%4.34%3.48%2.41%1.63%1.81%2.02%

Frequently Asked Questions


With a correlation of 0.93, SXRM.DE and TREX.L 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, TREX.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TREX.L is cheaper with a 0.06% expense ratio, compared with 0.07% for SXRM.DE.

SXRM.DE tracks ICE US Treasury 7-10 Year, while TREX.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for SXRM.DE and 0.06% for TREX.L.

Portfolio Optimizer

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