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TRD1.DE vs. IS05.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRD1.DE vs. IS05.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 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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 4.62% return, which is significantly higher than IS05.DE's -1.07% return.


TRD1.DE

1D
0.00%
1M
1.46%
6M
2.92%
YTD
4.62%
1Y
5.14%
3Y*
3.93%
5Y*
3.97%
10Y*

IS05.DE

1D
0.32%
1M
-3.19%
6M
-2.29%
YTD
-1.07%
1Y
-4.44%
3Y*
-3.91%
5Y*
-10.86%
10Y*
-4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRD1.DE vs. IS05.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
4.62%-7.35%11.23%1.38%6.73%8.36%-17.72%
IS05.DE
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)
-1.07%-10.87%-5.27%8.12%-36.40%-8.01%10.01%

Correlation

The correlation between TRD1.DE and IS05.DE is -0.22, 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

-0.22

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

-0.15

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

-0.10

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

-0.07

The correlation between TRD1.DE and IS05.DE shifts across timeframes, from -0.22 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TRD1.DE vs. IS05.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: 3131
Overall Rank
TRD1.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TRD1.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
TRD1.DE Omega Ratio Rank: 2727
Omega Ratio Rank
TRD1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
TRD1.DE Martin Ratio Rank: 3232
Martin Ratio Rank

IS05.DE
IS05.DE Risk / Return Rank: 55
Overall Rank
IS05.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IS05.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
IS05.DE Omega Ratio Rank: 55
Omega Ratio Rank
IS05.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
IS05.DE Martin Ratio Rank: 44
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. IS05.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 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.DEIS05.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.15

0.94

+0.21

Calmar ratioReturn relative to maximum drawdown

1.38

-0.64

+2.03

Martin ratioReturn relative to average drawdown

3.62

-1.13

+4.75

TRD1.DE vs. IS05.DE - Sharpe Ratio Comparison

The current TRD1.DE Sharpe Ratio is 0.83, which is higher than the IS05.DE Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of TRD1.DE and IS05.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. IS05.DE - Drawdown Comparison

The maximum TRD1.DE drawdown since its inception was -17.81%, smaller than the maximum IS05.DE drawdown of -49.20%. Use the drawdown chart below to compare losses from any high point for TRD1.DE and IS05.DE.


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Drawdown Indicators


TRD1.DEIS05.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-49.20%

+31.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-6.87%

+3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

-18.96%

+7.36%

Max Drawdown (5Y)

Largest decline over 5 years

-11.70%

-46.31%

+34.61%

Max Drawdown (10Y)

Largest decline over 10 years

-49.20%

Current Drawdown

Current decline from peak

-5.39%

-48.34%

+42.95%

Average Drawdown

Average peak-to-trough decline

-8.29%

-21.84%

+13.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

3.91%

-2.49%

Volatility

TRD1.DE vs. IS05.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) is 1.12%, while iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) has a volatility of 3.05%. This indicates that TRD1.DE experiences smaller price fluctuations and is considered to be less risky than IS05.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.DEIS05.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

3.05%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

7.58%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

6.21%

10.25%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

15.59%

-8.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.09%

15.45%

-7.36%

TRD1.DE vs. IS05.DE - Expense Ratio Comparison

TRD1.DE has a 0.06% expense ratio, which is lower than IS05.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. IS05.DE - Dividend Comparison

TRD1.DE's dividend yield for the trailing twelve months is around 3.86%, more than IS05.DE's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IS05.DE
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)
3.63%3.45%2.94%2.10%0.91%0.22%0.29%0.75%1.14%1.04%1.00%1.03%
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 IS05.DE have a correlation of -0.22, 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 IS05.DE.

TRD1.DE tracks Bloomberg US Treasury Coupons Index, while IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRD1.DE and 0.15% for IS05.DE.

Portfolio Optimizer

Find the right allocation for TRD1.DE and IS05.DE

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