TRD7.DE vs. 5ESG.DE
TRD7.DE (Invesco US Treasury Bond 3-7 Year UCITS ETF Dist) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - TRD7.DE is a Government Bonds fund tracking the Bloomberg US 3-7 Year Treasury Bond Index, while 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, TRD7.DE returned 2.55%/yr vs 15.67%/yr for 5ESG.DE. At a 0.04 correlation, their price movements are largely independent. TRD7.DE charges 0.06%/yr vs 0.17%/yr for 5ESG.DE.
Performance
TRD7.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TRD7.DE achieves a 0.62% return, which is significantly lower than 5ESG.DE's 11.18% return.
TRD7.DE
- 1D
- 0.05%
- 1M
- 1.02%
- YTD
- 0.62%
- 6M
- -0.50%
- 1Y
- 1.03%
- 3Y*
- 2.16%
- 5Y*
- 2.55%
- 10Y*
- —
5ESG.DE
- 1D
- 0.62%
- 1M
- 4.19%
- YTD
- 11.18%
- 6M
- 11.17%
- 1Y
- 28.56%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
TRD7.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TRD7.DE Invesco US Treasury Bond 3-7 Year UCITS ETF Dist | 0.62% | -5.07% | 9.77% | 4.23% | -2.71% | 6.61% | -6.85% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
Correlation
The correlation between TRD7.DE and 5ESG.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.04 |
The correlation between TRD7.DE and 5ESG.DE shifts across timeframes, from 0.04 (all time) to 0.19 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TRD7.DE vs. 5ESG.DE — Risk / Return Rank
TRD7.DE
5ESG.DE
TRD7.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRD7.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.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.
| TRD7.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.46 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 4.12 | -3.95 |
| Martin ratioReturn relative to average drawdown | 0.41 | 15.77 | -15.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRD7.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.47 | -2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 1.02 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.21 | -0.87 |
Drawdowns
TRD7.DE vs. 5ESG.DE - Drawdown Comparison
The maximum TRD7.DE drawdown since its inception was -12.09%, smaller than the maximum 5ESG.DE drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for TRD7.DE and 5ESG.DE.
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Drawdown Indicators
| TRD7.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.09% | -23.40% | +11.31% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -6.93% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -10.16% | -23.40% | +13.24% |
Max Drawdown (5Y)Largest decline over 5 years | -10.30% | -23.40% | +13.10% |
Current DrawdownCurrent decline from peak | -6.97% | 0.00% | -6.97% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -3.89% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.81% | -0.16% |
Volatility
TRD7.DE vs. 5ESG.DE - Volatility Comparison
The current volatility for Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRD7.DE) is 0.76%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 2.77%. This indicates that TRD7.DE experiences smaller price fluctuations and is considered to be less risky than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRD7.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 2.77% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 7.54% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 11.53% | -6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.68% | 15.20% | -7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.31% | 16.81% | -9.50% |
TRD7.DE vs. 5ESG.DE - Expense Ratio Comparison
TRD7.DE has a 0.06% expense ratio, which is lower than 5ESG.DE's 0.17% 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
TRD7.DE vs. 5ESG.DE - Dividend Comparison
TRD7.DE's dividend yield for the trailing twelve months is around 3.55%, while 5ESG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRD7.DE Invesco US Treasury Bond 3-7 Year UCITS ETF Dist | 3.55% | 3.67% | 5.86% | 7.13% | 2.92% | 1.54% | 2.59% | 3.26% |
Frequently Asked Questions
TRD7.DE and 5ESG.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRD7.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRD7.DE is cheaper with a 0.06% expense ratio, compared with 0.17% for 5ESG.DE.
TRD7.DE is categorized as Government Bonds, while 5ESG.DE is S&P 500. TRD7.DE tracks Bloomberg US 3-7 Year Treasury Bond Index, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.06% for TRD7.DE and 0.17% for 5ESG.DE.
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