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TRD7.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TRD7.DE vs. VUDP.F

Last updated Jun 5, 2026

TRD7.DE (Invesco US Treasury Bond 3-7 Year UCITS ETF Dist) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both Government Bonds funds - TRD7.DE tracks the Bloomberg US 3-7 Year Treasury Bond Index while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a correlation of -0.14, they often move in opposite directions. TRD7.DE charges 0.06%/yr vs 0.10%/yr for VUDP.F.

Performance

TRD7.DE vs. VUDP.F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRD7.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). The values are adjusted to include any dividend payments, if applicable.

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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 VUDP.F's -1.75% 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*
—

VUDP.F

1D
0.10%
1M
-0.50%
YTD
-1.75%
6M
-1.80%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRD7.DE vs. VUDP.F - Yearly Performance Comparison

2026 (YTD)2025
TRD7.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist		0.62%-1.44%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing		-1.75%1.21%

Correlation

The correlation between TRD7.DE and VUDP.F is -0.14, 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 (All Time)
Calculated using the full available price history since Nov 7, 2025

-0.14

Compare stocks, funds, or ETFs

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Invesco US Treasury Bond 3-7 Year UCITS ETF Dist

Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing

Often compared with TRD7.DE:
TRD7.DE vs. PR1T.DETRD7.DE vs. QDVP.DETRD7.DE vs. PRAS.DETRD7.DE vs. SPP3.DETRD7.DE vs. TRDL.DETRD7.DE vs. MDBA.DETRD7.DE vs. SYBT.DE
Often compared with VUDP.F:
VUDP.F vs. VAGF.DEVUDP.F vs. SNA2.DEVUDP.F vs. VX6F.DEVUDP.F vs. CEMF.DEVUDP.F vs. SXRL.DEVUDP.F vs. VFEA.DEVUDP.F vs. 2B7S.DE

Return for Risk

TRD7.DE vs. VUDP.F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TRD7.DE
TRD7.DE Risk / Return Rank: 1111
Overall Rank
TRD7.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TRD7.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
TRD7.DE Omega Ratio Rank: 1010
Omega Ratio Rank
TRD7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRD7.DE Martin Ratio Rank: 1111
Martin Ratio Rank
VUDP.F
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.

TRD7.DE vs. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility
0.13

—

—

Sortino ratioReturn per unit of downside risk
0.22

—

—

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.

TRD7.DE vs. VUDP.F - Sharpe Ratio Comparison

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Sharpe Ratios by Period

TRD7.DEVUDP.FDifference

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

-0.43

+0.77

Drawdowns

TRD7.DE vs. VUDP.F - Drawdown Comparison

The maximum TRD7.DE drawdown since its inception was -12.09%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for TRD7.DE and VUDP.F.

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Drawdown Indicators

TRD7.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-12.09%

-2.16%

-9.93%

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 Drawdown

Current decline from peak

-6.97%

-1.97%

-5.00%

Average Drawdown

Average peak-to-trough decline

-5.17%

-0.82%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

—

—

Volatility

TRD7.DE vs. VUDP.F - Volatility Comparison

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Volatility by Period

TRD7.DEVUDP.FDifference

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%

2.34%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.68%

2.34%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.31%

2.34%

+4.97%

TRD7.DE vs. VUDP.F - Expense Ratio Comparison

TRD7.DE has a 0.06% expense ratio, which is lower than VUDP.F'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. VUDP.F - Dividend Comparison

TRD7.DE's dividend yield for the trailing twelve months is around 3.55%, while VUDP.F has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
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%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TRD7.DE and VUDP.F have a correlation of -0.14, 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 VUDP.F.

TRD7.DE tracks Bloomberg US 3-7 Year Treasury Bond Index, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.06% for TRD7.DE and 0.10% for VUDP.F.

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