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TBLL vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBLL vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Short Term Treasury ETF (TBLL) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBLL achieves a 1.43% return, which is significantly lower than COMB's 26.81% return.


TBLL

1D
0.01%
1M
0.29%
YTD
1.43%
6M
1.74%
1Y
3.93%
3Y*
4.66%
5Y*
3.35%
10Y*

COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBLL vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBLL
Invesco Short Term Treasury ETF
1.43%4.21%5.11%5.01%1.11%-0.01%0.93%2.20%1.85%0.47%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%

Correlation

The correlation between TBLL and COMB is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

-0.06

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

-0.07

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

-0.05

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Return for Risk

TBLL vs. COMB — Risk / Return Rank

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

TBLL
TBLL Risk / Return Rank: 100100
Overall Rank
TBLL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBLL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBLL Omega Ratio Rank: 100100
Omega Ratio Rank
TBLL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBLL Martin Ratio Rank: 100100
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
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.

TBLL vs. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Term Treasury ETF (TBLL) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


TBLLCOMBDifference
Sharpe ratioReturn per unit of total volatility

+18.64

Sortino ratioReturn per unit of downside risk

+215.40

Omega ratioGain probability vs. loss probability

102.92

1.41

+101.51

Calmar ratioReturn relative to maximum drawdown

416.84

5.08

+411.76

Martin ratioReturn relative to average drawdown

3,533.11

13.24

+3,519.87

TBLL vs. COMB - Sharpe Ratio Comparison

The current TBLL Sharpe Ratio is 20.94, which is higher than the COMB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TBLL and COMB, 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


TBLLCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

20.94

2.29

+18.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.53

0.68

+6.85

Sharpe Ratio (All Time)

Calculated using the full available price history

4.26

0.52

+3.74

Drawdowns

TBLL vs. COMB - Drawdown Comparison

The maximum TBLL drawdown since its inception was -0.63%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for TBLL and COMB.


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Drawdown Indicators


TBLLCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-0.63%

-33.50%

+32.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-7.69%

+7.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-11.35%

+10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-26.63%

+26.27%

Current Drawdown

Current decline from peak

0.00%

-4.35%

+4.35%

Average Drawdown

Average peak-to-trough decline

-0.14%

-12.06%

+11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.94%

-2.94%

Volatility

TBLL vs. COMB - Volatility Comparison

The current volatility for Invesco Short Term Treasury ETF (TBLL) is 0.05%, while GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has a volatility of 5.14%. This indicates that TBLL experiences smaller price fluctuations and is considered to be less risky than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBLLCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

5.14%

-5.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.12%

14.99%

-14.87%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

17.02%

-16.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.45%

16.70%

-16.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.56%

15.13%

-14.57%

TBLL vs. COMB - Expense Ratio Comparison

TBLL has a 0.08% expense ratio, which is lower than COMB's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TBLL vs. COMB - Dividend Comparison

TBLL's dividend yield for the trailing twelve months is around 3.81%, less than COMB's 7.14% yield.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
TBLL
Invesco Short Term Treasury ETF
3.81%4.08%4.99%4.63%1.37%0.03%0.80%2.08%1.69%0.71%

Frequently Asked Questions


TBLL and COMB have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMB has higher volatility (5.14%) compared to TBLL (0.05%). In terms of maximum drawdown, TBLL dropped -0.63% vs COMB's -33.50%.

On 5-year performance, COMB leads with 11.27% vs 3.35% for TBLL. On fees, TBLL is cheaper at 0.08% per year. On volatility, TBLL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 11.27% return vs 3.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBLL is cheaper with a 0.08% expense ratio, compared with 0.25% for COMB.

COMB has the higher dividend yield at 7.14%, compared with 3.81% for TBLL.

TBLL is categorized as Ultrashort Bond, while COMB is Commodities. They also come from different issuers: Invesco and GraniteShares. Their fees differ too: 0.08% for TBLL and 0.25% for COMB.

TBLL currently has the higher Sharpe Ratio (20.94 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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