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TRD3.DE vs. IBCC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRD3.DE vs. IBCC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US Treasury Bond 1-3 Year UCITS ETF USD Dist (TRD3.DE) and iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.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, TRD3.DE achieves a 3.63% return, which is significantly lower than IBCC.DE's 4.60% return.


TRD3.DE

1D
0.06%
1M
1.73%
6M
3.44%
YTD
3.63%
1Y
6.18%
3Y*
2.75%
5Y*
2.62%
10Y*

IBCC.DE

1D
0.23%
1M
1.87%
6M
4.60%
YTD
4.60%
1Y
6.83%
3Y*
3.02%
5Y*
4.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRD3.DE vs. IBCC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRD3.DE
Invesco US Treasury Bond 1-3 Year UCITS ETF USD Dist
3.63%-6.54%10.06%0.57%2.12%7.70%-6.02%-7.83%
IBCC.DE
iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.60%-7.23%11.42%1.23%7.25%8.42%-8.13%-8.71%

Correlation

The correlation between TRD3.DE and IBCC.DE is 0.89, 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

0.89

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.93

The correlation between TRD3.DE and IBCC.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

TRD3.DE vs. IBCC.DE — Risk / Return Rank

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

TRD3.DE
TRD3.DE Risk / Return Rank: 3535
Overall Rank
TRD3.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TRD3.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
TRD3.DE Omega Ratio Rank: 3030
Omega Ratio Rank
TRD3.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
TRD3.DE Martin Ratio Rank: 3434
Martin Ratio Rank

IBCC.DE
IBCC.DE Risk / Return Rank: 3838
Overall Rank
IBCC.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IBCC.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBCC.DE Omega Ratio Rank: 3333
Omega Ratio Rank
IBCC.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
IBCC.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.

TRD3.DE vs. IBCC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 1-3 Year UCITS ETF USD Dist (TRD3.DE) and iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.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.


TRD3.DEIBCC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratioReturn relative to maximum drawdown

1.80

2.10

-0.30

Martin ratioReturn relative to average drawdown

4.34

4.78

-0.44

TRD3.DE vs. IBCC.DE - Sharpe Ratio Comparison

The current TRD3.DE Sharpe Ratio is 1.06, which is comparable to the IBCC.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TRD3.DE and IBCC.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

TRD3.DE vs. IBCC.DE - Drawdown Comparison

The maximum TRD3.DE drawdown since its inception was -13.49%, smaller than the maximum IBCC.DE drawdown of -16.17%. Use the drawdown chart below to compare losses from any high point for TRD3.DE and IBCC.DE.


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Drawdown Indicators


TRD3.DEIBCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.49%

-16.17%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-3.24%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-10.90%

-11.59%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-12.49%

-11.69%

-0.80%

Current Drawdown

Current decline from peak

-5.25%

-5.33%

+0.08%

Average Drawdown

Average peak-to-trough decline

-7.13%

-7.99%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.43%

-0.01%

Volatility

TRD3.DE vs. IBCC.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond 1-3 Year UCITS ETF USD Dist (TRD3.DE) is 1.68%, while iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.DE) has a volatility of 1.88%. This indicates that TRD3.DE experiences smaller price fluctuations and is considered to be less risky than IBCC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRD3.DEIBCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

1.88%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

4.35%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

6.23%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.20%

7.57%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.91%

8.43%

-0.52%

TRD3.DE vs. IBCC.DE - Expense Ratio Comparison

TRD3.DE has a 0.06% expense ratio, which is lower than IBCC.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

TRD3.DE vs. IBCC.DE - Dividend Comparison

TRD3.DE's dividend yield for the trailing twelve months is around 3.83%, less than IBCC.DE's 3.99% yield.


PositionTTM2025202420232022202120202019
IBCC.DE
iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)
3.99%4.63%6.49%4.14%0.47%0.09%1.39%1.22%
TRD3.DE
Invesco US Treasury Bond 1-3 Year UCITS ETF USD Dist
3.83%4.18%4.28%4.20%2.04%0.31%1.28%1.96%

Frequently Asked Questions


TRD3.DE and IBCC.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRD3.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRD3.DE is cheaper with a 0.06% expense ratio, compared with 0.07% for IBCC.DE.

TRD3.DE tracks Bloomberg US Treasury 1-3 Year Index, while IBCC.DE tracks ICE US Treasury Short Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRD3.DE and 0.07% for IBCC.DE.

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