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

Performance

TRDL.DE vs. SPPX.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 SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with TRDL.DE having a 5.04% return and SPPX.DE slightly higher at 5.09%.


TRDL.DE

1D
0.00%
1M
5.19%
YTD
5.04%
6M
5.41%
1Y
7.57%
3Y*
-2.03%
5Y*
10Y*

SPPX.DE

1D
-0.11%
1M
5.04%
YTD
5.09%
6M
5.56%
1Y
7.67%
3Y*
-1.69%
5Y*
-4.26%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
5.04%-6.13%-0.85%-1.72%-4.67%
SPPX.DE
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF
5.09%-6.02%-0.97%-0.77%-6.26%

Correlation

The correlation between TRDL.DE and SPPX.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2022

0.99

The correlation between TRDL.DE and SPPX.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

TRDL.DE vs. SPPX.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: 2323
Overall Rank
TRDL.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TRDL.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRDL.DE Omega Ratio Rank: 2222
Omega Ratio Rank
TRDL.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
TRDL.DE Martin Ratio Rank: 2222
Martin Ratio Rank

SPPX.DE
SPPX.DE Risk / Return Rank: 2424
Overall Rank
SPPX.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPPX.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPPX.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SPPX.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPPX.DE Martin Ratio Rank: 2222
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. SPPX.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 SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.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.


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

-0.01

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.18

1.21

-0.03

Martin ratioReturn relative to average drawdown

2.56

2.62

-0.07

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

The current TRDL.DE Sharpe Ratio is 0.84, which is comparable to the SPPX.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of TRDL.DE and SPPX.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

TRDL.DE vs. SPPX.DE - Drawdown Comparison

The maximum TRDL.DE drawdown since its inception was -20.55%, smaller than the maximum SPPX.DE drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for TRDL.DE and SPPX.DE.


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Drawdown Indicators


TRDL.DESPPX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.55%

-44.59%

+24.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-6.30%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-16.53%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-36.55%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

-11.75%

-38.37%

+26.62%

Average Drawdown

Average peak-to-trough decline

-11.38%

-22.68%

+11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.92%

+0.05%

Volatility

TRDL.DE vs. SPPX.DE - Volatility Comparison

Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) and SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) have volatilities of 2.33% and 2.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRDL.DESPPX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

2.39%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

6.21%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

9.08%

9.00%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

14.21%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.20%

16.48%

-3.28%

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

TRDL.DE has a 0.06% expense ratio, which is lower than SPPX.DE's 0.15% 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. SPPX.DE - Dividend Comparison

TRDL.DE's dividend yield for the trailing twelve months is around 4.70%, more than SPPX.DE's 4.42% yield.


PositionTTM2025202420232022202120202019201820172016
SPPX.DE
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF
4.42%4.77%4.08%3.14%2.57%1.63%2.07%2.42%2.38%2.77%1.07%
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
4.70%4.88%4.70%3.09%0.54%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, TRDL.DE and SPPX.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.15% for SPPX.DE.

TRDL.DE tracks Bloomberg US Long Treasury Index, while SPPX.DE tracks Bloomberg US 10+ Year Treasury Bond. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.06% for TRDL.DE and 0.15% for SPPX.DE.

Portfolio Optimizer

Find the right allocation for TRDL.DE and SPPX.DE

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