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TR7G.L vs. EQQU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TR7G.L vs. EQQU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Treasury Bond 3-7 Year UCITS ETF A (TR7G.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L). The values are adjusted to include any dividend payments, if applicable.

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TR7G.L vs. EQQU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TR7G.L
Invesco US Treasury Bond 3-7 Year UCITS ETF A
0.87%-0.02%3.75%-1.47%1.43%-1.10%3.37%3.42%
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
-3.65%11.22%28.75%48.45%-25.54%29.16%43.42%29.01%
Different Trading Currencies

TR7G.L is traded in GBp, while EQQU.L is traded in USD. To make them comparable, the EQQU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, TR7G.L achieves a 0.87% return, which is significantly higher than EQQU.L's -6.56% return.


TR7G.L

1D
-0.73%
1M
-0.64%
YTD
0.87%
6M
2.20%
1Y
0.92%
3Y*
1.17%
5Y*
1.35%
10Y*

EQQU.L

1D
0.00%
1M
-4.93%
YTD
-6.56%
6M
-3.66%
1Y
18.03%
3Y*
18.93%
5Y*
13.31%
10Y*
18.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TR7G.L vs. EQQU.L - Expense Ratio Comparison

TR7G.L has a 0.06% expense ratio, which is lower than EQQU.L's 0.30% expense ratio.


Return for Risk

TR7G.L vs. EQQU.L — Risk / Return Rank

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

TR7G.L
TR7G.L Risk / Return Rank: 1414
Overall Rank
TR7G.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TR7G.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
TR7G.L Omega Ratio Rank: 1313
Omega Ratio Rank
TR7G.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
TR7G.L Martin Ratio Rank: 1313
Martin Ratio Rank

EQQU.L
EQQU.L Risk / Return Rank: 7171
Overall Rank
EQQU.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EQQU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
EQQU.L Omega Ratio Rank: 6565
Omega Ratio Rank
EQQU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
EQQU.L 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.

TR7G.L vs. EQQU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 3-7 Year UCITS ETF A (TR7G.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.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.


TR7G.LEQQU.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.93

-0.80

Sortino ratio

Return per unit of downside risk

0.24

1.40

-1.16

Omega ratio

Gain probability vs. loss probability

1.03

1.19

-0.16

Calmar ratio

Return relative to maximum drawdown

0.20

1.59

-1.39

Martin ratio

Return relative to average drawdown

0.34

4.56

-4.22

TR7G.L vs. EQQU.L - Sharpe Ratio Comparison

The current TR7G.L Sharpe Ratio is 0.13, which is lower than the EQQU.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TR7G.L and EQQU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TR7G.LEQQU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.93

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.66

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.87

-0.71

Correlation

The correlation between TR7G.L and EQQU.L is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TR7G.L vs. EQQU.L - Dividend Comparison

TR7G.L's dividend yield for the trailing twelve months is around 4.07%, more than EQQU.L's 0.29% yield.


TTM2025202420232022202120202019
TR7G.L
Invesco US Treasury Bond 3-7 Year UCITS ETF A
4.07%4.11%4.14%3.67%1.71%0.85%1.38%1.94%
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.29%0.29%0.38%0.39%0.56%0.26%0.11%0.00%

Drawdowns

TR7G.L vs. EQQU.L - Drawdown Comparison

The maximum TR7G.L drawdown since its inception was -20.51%, smaller than the maximum EQQU.L drawdown of -27.75%. Use the drawdown chart below to compare losses from any high point for TR7G.L and EQQU.L.


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Drawdown Indicators


TR7G.LEQQU.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.51%

-35.17%

+14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.88%

-11.90%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.64%

-35.17%

+19.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.17%

Current Drawdown

Current decline from peak

-12.27%

-7.61%

-4.66%

Average Drawdown

Average peak-to-trough decline

-12.80%

-6.18%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.07%

+0.86%

Volatility

TR7G.L vs. EQQU.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond 3-7 Year UCITS ETF A (TR7G.L) is 2.08%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) has a volatility of 5.09%. This indicates that TR7G.L experiences smaller price fluctuations and is considered to be less risky than EQQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TR7G.LEQQU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

5.09%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

11.76%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

6.87%

19.28%

-12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

20.01%

-11.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.96%

20.11%

-11.15%