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TRD1.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRD1.DE vs. BBLL.DE - 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 Dist (TRD1.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with TRD1.DE having a 4.56% return and BBLL.DE slightly higher at 4.60%.


TRD1.DE

1D
0.20%
1M
2.07%
6M
4.34%
YTD
4.56%
1Y
6.79%
3Y*
2.97%
5Y*
4.03%
10Y*

BBLL.DE

1D
0.10%
1M
1.78%
6M
4.43%
YTD
4.60%
1Y
6.79%
3Y*
2.95%
5Y*
4.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRD1.DE vs. BBLL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
4.56%-7.35%11.23%1.38%6.73%8.36%-17.72%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
4.60%-7.36%11.29%1.33%7.29%8.35%-9.17%

Correlation

The correlation between TRD1.DE and BBLL.DE is 0.94, 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

0.94

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

0.91

The correlation between TRD1.DE and BBLL.DE has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.

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Return for Risk

TRD1.DE vs. BBLL.DE — Risk / Return Rank

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

TRD1.DE
TRD1.DE Risk / Return Rank: 3636
Overall Rank
TRD1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TRD1.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
TRD1.DE Omega Ratio Rank: 3232
Omega Ratio Rank
TRD1.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
TRD1.DE Martin Ratio Rank: 3737
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 3737
Overall Rank
BBLL.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 3333
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 3636
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.

TRD1.DE vs. BBLL.DE - 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 Dist (TRD1.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.

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.


TRD1.DEBBLL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.19

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.83

2.00

-0.18

Martin ratioReturn relative to average drawdown

4.77

4.74

+0.03

TRD1.DE vs. BBLL.DE - Sharpe Ratio Comparison

The current TRD1.DE Sharpe Ratio is 1.07, which is comparable to the BBLL.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TRD1.DE and BBLL.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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Drawdowns

TRD1.DE vs. BBLL.DE - Drawdown Comparison

The maximum TRD1.DE drawdown since its inception was -17.81%, roughly equal to the maximum BBLL.DE drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for TRD1.DE and BBLL.DE.


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Drawdown Indicators


TRD1.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-17.24%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-3.38%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

-11.65%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-11.70%

-11.65%

-0.05%

Current Drawdown

Current decline from peak

-5.44%

-5.47%

+0.03%

Average Drawdown

Average peak-to-trough decline

-8.30%

-8.30%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.43%

-0.01%

Volatility

TRD1.DE vs. BBLL.DE - Volatility Comparison

Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) has a higher volatility of 1.79% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 1.69%. This indicates that TRD1.DE's price experiences larger fluctuations and is considered to be riskier than BBLL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRD1.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.69%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.67%

4.30%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

6.32%

6.06%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

7.45%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.11%

8.27%

-0.16%

TRD1.DE vs. BBLL.DE - Expense Ratio Comparison

TRD1.DE has a 0.06% expense ratio, which is lower than BBLL.DE's 0.07% 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

TRD1.DE vs. BBLL.DE - Dividend Comparison

TRD1.DE's dividend yield for the trailing twelve months is around 3.86%, while BBLL.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
3.86%4.35%4.82%4.70%1.55%0.10%0.74%

Frequently Asked Questions


With a correlation of 0.94, TRD1.DE and BBLL.DE 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, TRD1.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRD1.DE is cheaper with a 0.06% expense ratio, compared with 0.07% for BBLL.DE.

TRD1.DE tracks Bloomberg US Treasury Coupons Index, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.06% for TRD1.DE and 0.07% for BBLL.DE.

Portfolio Optimizer

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