PortfoliosLab logoPortfoliosLab logo
TRDL.DE vs. SXRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRDL.DE vs. SXRM.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 iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

TRDL.DE is traded in EUR, while SXRM.DE is traded in USD. To make them comparable, the SXRM.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TRDL.DE achieves a 0.56% return, which is significantly higher than SXRM.DE's 0.48% return.


TRDL.DE

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

SXRM.DE

1D
0.10%
1M
0.62%
YTD
0.48%
6M
-0.34%
1Y
2.06%
3Y*
-0.02%
5Y*
-0.02%
10Y*
0.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
0.56%-6.69%-1.18%-1.92%-4.24%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.48%-3.82%5.50%0.46%-5.49%

Correlation

The correlation between TRDL.DE and SXRM.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2022

0.78

The correlation between TRDL.DE and SXRM.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TRDL.DE vs. SXRM.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

SXRM.DE
SXRM.DE Risk / Return Rank: 2323
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2323
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. SXRM.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 iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.DESXRM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.04

1.06

-0.02

Calmar ratioReturn relative to maximum drawdown

0.23

0.42

-0.19

Martin ratioReturn relative to average drawdown

0.51

1.16

-0.64

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

The current TRDL.DE Sharpe Ratio is 0.18, which is lower than the SXRM.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of TRDL.DE and SXRM.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.


Loading charts...

Sharpe Ratios by Period


TRDL.DESXRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.33

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.28

-0.57

Drawdowns

TRDL.DE vs. SXRM.DE - Drawdown Comparison

The maximum TRDL.DE drawdown since its inception was -21.20%, roughly equal to the maximum SXRM.DE drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for TRDL.DE and SXRM.DE.


Loading charts...

Drawdown Indicators


TRDL.DESXRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.20%

-21.13%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-6.76%

-4.85%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-16.89%

-10.82%

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.93%

Max Drawdown (10Y)

Largest decline over 10 years

-21.13%

Current Drawdown

Current decline from peak

-16.50%

-15.82%

-0.68%

Average Drawdown

Average peak-to-trough decline

-11.77%

-9.87%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.78%

+1.31%

Volatility

TRDL.DE vs. SXRM.DE - Volatility Comparison

Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) has a higher volatility of 2.50% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) at 1.50%. This indicates that TRDL.DE's price experiences larger fluctuations and is considered to be riskier than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRDL.DESXRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

1.50%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.26%

4.75%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

9.00%

6.29%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

9.25%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

8.82%

+4.32%

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

TRDL.DE has a 0.06% expense ratio, which is lower than SXRM.DE's 0.07% 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. SXRM.DE - Dividend Comparison

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


PositionTTM2025202420232022
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
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 SXRM.DE have a correlation of 0.70, 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 0.07% for SXRM.DE.

TRDL.DE tracks Bloomberg US Long Treasury Index, while SXRM.DE tracks ICE US Treasury 7-10 Year. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRDL.DE and 0.07% for SXRM.DE.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer