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TRDL.DE vs. FWEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRDL.DE vs. FWEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) and Invesco FTSE All-World UCITS ETF (FWEA.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, TRDL.DE achieves a 0.56% return, which is significantly lower than FWEA.DE's 10.64% return.


TRDL.DE

1D
0.19%
1M
1.37%
YTD
0.56%
6M
-0.99%
1Y
1.59%
3Y*
-4.02%
5Y*
10Y*

FWEA.DE

1D
-0.24%
1M
4.41%
YTD
10.64%
6M
11.85%
1Y
26.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRDL.DE vs. FWEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
0.56%-6.69%-1.18%-3.89%
FWEA.DE
Invesco FTSE All-World UCITS ETF
10.64%17.53%19.21%8.62%

Correlation

The correlation between TRDL.DE and FWEA.DE is 0.08, 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 (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.03

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Return for Risk

TRDL.DE vs. FWEA.DE — Risk / Return Rank

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

TRDL.DE
TRDL.DE Risk / Return Rank: 1111
Overall Rank
TRDL.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TRDL.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRDL.DE Omega Ratio Rank: 1010
Omega Ratio Rank
TRDL.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRDL.DE Martin Ratio Rank: 1111
Martin Ratio Rank

FWEA.DE
FWEA.DE Risk / Return Rank: 7272
Overall Rank
FWEA.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7373
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.

TRDL.DE vs. FWEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) and Invesco FTSE All-World UCITS ETF (FWEA.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.


TRDL.DEFWEA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-3.06

Omega ratioGain probability vs. loss probability

1.04

1.43

-0.39

Calmar ratioReturn relative to maximum drawdown

0.23

3.18

-2.94

Martin ratioReturn relative to average drawdown

0.51

13.52

-13.01

TRDL.DE vs. FWEA.DE - Sharpe Ratio Comparison

The current TRDL.DE Sharpe Ratio is 0.18, which is lower than the FWEA.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of TRDL.DE and FWEA.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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Sharpe Ratios by Period


TRDL.DEFWEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

2.30

-2.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

1.51

-1.80

Drawdowns

TRDL.DE vs. FWEA.DE - Drawdown Comparison

The maximum TRDL.DE drawdown since its inception was -21.20%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for TRDL.DE and FWEA.DE.


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Drawdown Indicators


TRDL.DEFWEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.20%

-17.48%

-3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.76%

-8.28%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.89%

Current Drawdown

Current decline from peak

-16.50%

-0.81%

-15.69%

Average Drawdown

Average peak-to-trough decline

-11.77%

-1.86%

-9.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.95%

+1.14%

Volatility

TRDL.DE vs. FWEA.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) is 2.50%, while Invesco FTSE All-World UCITS ETF (FWEA.DE) has a volatility of 3.36%. This indicates that TRDL.DE experiences smaller price fluctuations and is considered to be less risky than FWEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRDL.DEFWEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

3.36%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

6.26%

8.93%

-2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

9.00%

11.45%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

12.72%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

12.72%

+0.42%

TRDL.DE vs. FWEA.DE - Expense Ratio Comparison

TRDL.DE has a 0.06% expense ratio, which is lower than FWEA.DE's 0.20% 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

TRDL.DE vs. FWEA.DE - Dividend Comparison

TRDL.DE's dividend yield for the trailing twelve months is around 4.15%, while FWEA.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
FWEA.DE
Invesco FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%0.00%
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
4.15%4.26%4.36%2.87%0.51%

Frequently Asked Questions


TRDL.DE and FWEA.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TRDL.DE is cheaper with a 0.06% expense ratio, compared with 0.20% for FWEA.DE.

TRDL.DE is categorized as Government Bonds, while FWEA.DE is Global Equities. TRDL.DE tracks Bloomberg US Long Treasury Index, while FWEA.DE tracks FTSE All-World Index. Their fees differ too: 0.06% for TRDL.DE and 0.20% for FWEA.DE.

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