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TRD1.DE vs. T7EU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRD1.DE vs. T7EU.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 Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist (T7EU.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 T7EU.DE's -0.88% 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*

T7EU.DE

1D
0.15%
1M
-0.06%
6M
-0.73%
YTD
-0.88%
1Y
1.02%
3Y*
1.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRD1.DE vs. T7EU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
4.62%-7.35%11.23%1.38%5.61%
T7EU.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist
-0.88%4.82%0.05%1.93%7.97%

Correlation

The correlation between TRD1.DE and T7EU.DE is -0.34, 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

-0.34

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

-0.32

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2022

-0.28

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Return for Risk

TRD1.DE vs. T7EU.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

T7EU.DE
T7EU.DE Risk / Return Rank: 1515
Overall Rank
T7EU.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
T7EU.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
T7EU.DE Omega Ratio Rank: 1414
Omega Ratio Rank
T7EU.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
T7EU.DE Martin Ratio Rank: 1515
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. T7EU.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 Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist (T7EU.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.DET7EU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.15

1.06

+0.09

Calmar ratioReturn relative to maximum drawdown

1.38

0.35

+1.04

Martin ratioReturn relative to average drawdown

3.62

0.83

+2.79

TRD1.DE vs. T7EU.DE - Sharpe Ratio Comparison

The current TRD1.DE Sharpe Ratio is 0.83, which is higher than the T7EU.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of TRD1.DE and T7EU.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. T7EU.DE - Drawdown Comparison

The maximum TRD1.DE drawdown since its inception was -17.81%, which is greater than T7EU.DE's maximum drawdown of -13.15%. Use the drawdown chart below to compare losses from any high point for TRD1.DE and T7EU.DE.


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Drawdown Indicators


TRD1.DET7EU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-13.15%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-2.93%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

-4.27%

-7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-11.70%

Current Drawdown

Current decline from peak

-5.39%

-5.02%

-0.37%

Average Drawdown

Average peak-to-trough decline

-8.29%

-7.45%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.23%

+0.19%

Volatility

TRD1.DE vs. T7EU.DE - Volatility Comparison

Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) has a higher volatility of 1.12% compared to Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist (T7EU.DE) at 0.95%. This indicates that TRD1.DE's price experiences larger fluctuations and is considered to be riskier than T7EU.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.DET7EU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

0.95%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

2.32%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

6.21%

2.96%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

10.71%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.09%

10.71%

-2.62%

Dividends

TRD1.DE vs. T7EU.DE - Dividend Comparison

TRD1.DE's dividend yield for the trailing twelve months is around 3.86%, less than T7EU.DE's 4.13% yield.


PositionTTM202520242023202220212020
T7EU.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist
4.13%4.02%4.27%3.60%1.54%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


TRD1.DE and T7EU.DE have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRD1.DE tracks Bloomberg US Treasury Coupons Index, while T7EU.DE tracks Bloomberg U.S. Treasury 3-7 Year Index.

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