TRD7.DE vs. CEMF.DE
TRD7.DE (Invesco US Treasury Bond 3-7 Year UCITS ETF Dist) and CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) are both Government Bonds funds - TRD7.DE tracks the Bloomberg US 3-7 Year Treasury Bond Index while CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index. Both are passively managed. At a correlation of -0.02, they often move in opposite directions. TRD7.DE charges 0.06%/yr vs 0.10%/yr for CEMF.DE.
Performance
TRD7.DE vs. CEMF.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 higher than CEMF.DE's -1.42% return.
TRD7.DE
- 1D
- 0.05%
- 1M
- 0.58%
- YTD
- 0.62%
- 6M
- -0.45%
- 1Y
- 0.69%
- 3Y*
- 2.16%
- 5Y*
- 2.55%
- 10Y*
- —
CEMF.DE
- 1D
- 0.28%
- 1M
- -0.19%
- YTD
- -1.42%
- 6M
- -1.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRD7.DE vs. CEMF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TRD7.DE Invesco US Treasury Bond 3-7 Year UCITS ETF Dist | 0.62% | 0.52% |
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.42% | 2.59% |
Correlation
The correlation between TRD7.DE and CEMF.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | -0.02 |
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Return for Risk
TRD7.DE vs. CEMF.DE — Risk / Return Rank
TRD7.DE
CEMF.DE
TRD7.DE vs. CEMF.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 iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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 | CEMF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | — | — |
| Martin ratioReturn relative to average drawdown | 0.41 | — | — |
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 | CEMF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.29 | +0.05 |
Drawdowns
TRD7.DE vs. CEMF.DE - Drawdown Comparison
The maximum TRD7.DE drawdown since its inception was -12.09%, which is greater than CEMF.DE's maximum drawdown of -4.45%. Use the drawdown chart below to compare losses from any high point for TRD7.DE and CEMF.DE.
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Drawdown Indicators
| TRD7.DE | CEMF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.09% | -4.45% | -7.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -10.16% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -10.30% | — | — |
Current DrawdownCurrent decline from peak | -6.97% | -2.97% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -1.20% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | — | — |
Volatility
TRD7.DE vs. CEMF.DE - Volatility Comparison
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Volatility by Period
| TRD7.DE | CEMF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 4.62% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.68% | 4.62% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.31% | 4.62% | +2.69% |
TRD7.DE vs. CEMF.DE - Expense Ratio Comparison
TRD7.DE has a 0.06% expense ratio, which is lower than CEMF.DE's 0.10% 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. CEMF.DE - Dividend Comparison
TRD7.DE's dividend yield for the trailing twelve months is around 3.55%, while CEMF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged 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 CEMF.DE have a correlation of -0.02, 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 0.10% for CEMF.DE.
TRD7.DE tracks Bloomberg US 3-7 Year Treasury Bond Index, while CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRD7.DE and 0.10% for CEMF.DE.
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