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

Performance

TRD1.DE vs. IBCL.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 iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRD1.DE achieves a 4.64% return, which is significantly higher than IBCL.DE's -0.96% return.


TRD1.DE

1D
0.08%
1M
1.66%
6M
3.54%
YTD
4.64%
1Y
5.35%
3Y*
4.01%
5Y*
3.98%
10Y*

IBCL.DE

1D
-0.18%
1M
-1.86%
6M
-1.99%
YTD
-0.96%
1Y
-1.54%
3Y*
-0.13%
5Y*
-8.11%
10Y*
-2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
4.64%-7.35%11.23%1.38%6.73%8.36%-17.72%
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
-0.96%-5.38%-0.90%9.73%-34.35%-6.57%11.01%

Correlation

The correlation between TRD1.DE and IBCL.DE is -0.24, 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

-0.24

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

-0.18

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

-0.12

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

-0.09

The correlation between TRD1.DE and IBCL.DE shifts across timeframes, from -0.24 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TRD1.DE vs. IBCL.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: 2929
Overall Rank
TRD1.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TRD1.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
TRD1.DE Omega Ratio Rank: 2525
Omega Ratio Rank
TRD1.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
TRD1.DE Martin Ratio Rank: 3131
Martin Ratio Rank

IBCL.DE
IBCL.DE Risk / Return Rank: 77
Overall Rank
IBCL.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBCL.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
IBCL.DE Omega Ratio Rank: 77
Omega Ratio Rank
IBCL.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
IBCL.DE Martin Ratio Rank: 77
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. IBCL.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 iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.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.DEIBCL.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.15

0.98

+0.17

Calmar ratioReturn relative to maximum drawdown

1.44

-0.25

+1.69

Martin ratioReturn relative to average drawdown

3.75

-0.51

+4.26

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

The current TRD1.DE Sharpe Ratio is 0.85, which is higher than the IBCL.DE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of TRD1.DE and IBCL.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. IBCL.DE - Drawdown Comparison

The maximum TRD1.DE drawdown since its inception was -17.81%, smaller than the maximum IBCL.DE drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for TRD1.DE and IBCL.DE.


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Drawdown Indicators


TRD1.DEIBCL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-43.80%

+25.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-6.13%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

-11.97%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-11.70%

-42.19%

+30.49%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

Current Drawdown

Current decline from peak

-5.36%

-38.02%

+32.66%

Average Drawdown

Average peak-to-trough decline

-8.29%

-12.55%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

3.03%

-1.61%

Volatility

TRD1.DE vs. IBCL.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) is 1.48%, while iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) has a volatility of 2.55%. This indicates that TRD1.DE experiences smaller price fluctuations and is considered to be less risky than IBCL.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.DEIBCL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

2.55%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.65%

7.29%

-2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

9.23%

-2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

13.68%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.09%

11.50%

-3.41%

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

TRD1.DE has a 0.06% expense ratio, which is lower than IBCL.DE's 0.15% 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. IBCL.DE - Dividend Comparison

TRD1.DE's dividend yield for the trailing twelve months is around 3.86%, more than IBCL.DE's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
3.71%3.53%3.19%2.64%1.31%0.53%0.74%1.26%1.50%1.35%1.47%1.83%
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%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TRD1.DE and IBCL.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.15% for IBCL.DE.

TRD1.DE tracks Bloomberg US Treasury Coupons Index, while IBCL.DE tracks Bloomberg Euro Government Bond 15-30 Year Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRD1.DE and 0.15% for IBCL.DE.

Portfolio Optimizer

Find the right allocation for TRD1.DE and IBCL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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