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T1AP.L vs. TRIS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T1AP.L vs. TRIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.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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Returns By Period

In the year-to-date period, T1AP.L achieves a 2.33% return, which is significantly higher than TRIS.L's 1.64% return.


T1AP.L

1D
0.32%
1M
0.55%
6M
1.70%
YTD
2.33%
1Y
4.49%
3Y*
3.94%
5Y*
4.05%
10Y*

TRIS.L

1D
0.08%
1M
-0.14%
6M
1.03%
YTD
1.64%
1Y
2.70%
3Y*
3.26%
5Y*
3.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

T1AP.L vs. TRIS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
T1AP.L
Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc)
2.33%-2.78%6.89%-0.80%12.56%1.28%7,301.82%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
1.64%-3.73%6.84%-0.75%12.57%1.25%-26.09%

Correlation

The correlation between T1AP.L and TRIS.L is 0.95, 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

0.95

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

0.97

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

0.98

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

0.98

The correlation between T1AP.L and TRIS.L has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

T1AP.L vs. TRIS.L — Risk / Return Rank

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

T1AP.L
T1AP.L Risk / Return Rank: 2525
Overall Rank
T1AP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
T1AP.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
T1AP.L Omega Ratio Rank: 2323
Omega Ratio Rank
T1AP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
T1AP.L Martin Ratio Rank: 2626
Martin Ratio Rank

TRIS.L
TRIS.L Risk / Return Rank: 1616
Overall Rank
TRIS.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TRIS.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
TRIS.L Omega Ratio Rank: 1515
Omega Ratio Rank
TRIS.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
TRIS.L Martin Ratio Rank: 1616
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.

T1AP.L vs. TRIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.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.

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.


T1AP.LTRIS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.14

1.07

+0.06

Calmar ratioReturn relative to maximum drawdown

1.08

0.50

+0.59

Martin ratioReturn relative to average drawdown

2.77

1.17

+1.60

T1AP.L vs. TRIS.L - Sharpe Ratio Comparison

The current T1AP.L Sharpe Ratio is 0.76, which is higher than the TRIS.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of T1AP.L and TRIS.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

T1AP.L vs. TRIS.L - Drawdown Comparison

The maximum T1AP.L drawdown since its inception was -21.77%, smaller than the maximum TRIS.L drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for T1AP.L and TRIS.L.


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Drawdown Indicators


T1AP.LTRIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.77%

-28.86%

+7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-5.42%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-9.71%

-12.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

-15.37%

-6.40%

Current Drawdown

Current decline from peak

-15.88%

-12.62%

-3.26%

Average Drawdown

Average peak-to-trough decline

-14.05%

-17.93%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.30%

-0.55%

Volatility

T1AP.L vs. TRIS.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.L) is 1.64%, while Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) has a volatility of 1.79%. This indicates that T1AP.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


T1AP.LTRIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.79%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.79%

4.78%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

6.58%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

8.36%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,962.48%

12.69%

+2,949.79%

T1AP.L vs. TRIS.L - Expense Ratio Comparison

Both T1AP.L and TRIS.L have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

T1AP.L vs. TRIS.L - Dividend Comparison

T1AP.L has not paid dividends to shareholders, while TRIS.L's dividend yield for the trailing twelve months is around 2.95%.


PositionTTM202520242023202220212020
T1AP.L
Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
2.95%3.27%4.87%4.68%1.52%0.10%0.57%

Frequently Asked Questions


With a correlation of 0.95, T1AP.L and TRIS.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.

Both ETFs have the same 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

T1AP.L and TRIS.L have the same expense ratio: 0.06% per year.

T1AP.L is categorized as Ultrashort Bond, while TRIS.L is Government Bonds. Both ETFs track Bloomberg US Treasury Coupons Index.

Portfolio Optimizer

Find the right allocation for T1AP.L and TRIS.L

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