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TRDL.DE vs. TRD1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRDL.DE vs. TRD1.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 US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.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 1.01% return, which is significantly lower than TRD1.DE's 4.62% return.


TRDL.DE

1D
0.00%
1M
-0.91%
6M
-0.72%
YTD
1.01%
1Y
4.69%
3Y*
-2.03%
5Y*
10Y*

TRD1.DE

1D
0.00%
1M
1.46%
6M
2.92%
YTD
4.62%
1Y
5.14%
3Y*
3.93%
5Y*
3.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRDL.DE vs. TRD1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
1.01%-6.13%-0.85%-1.72%-4.67%
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
4.62%-7.35%11.23%1.38%-7.40%

Correlation

The correlation between TRDL.DE and TRD1.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.19

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

0.21

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Return for Risk

TRDL.DE vs. TRD1.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: 2020
Overall Rank
TRDL.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRDL.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
TRDL.DE Omega Ratio Rank: 1919
Omega Ratio Rank
TRDL.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
TRDL.DE Martin Ratio Rank: 1919
Martin Ratio Rank

TRD1.DE
TRD1.DE Risk / Return Rank: 3131
Overall Rank
TRD1.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TRD1.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
TRD1.DE Omega Ratio Rank: 2727
Omega Ratio Rank
TRD1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
TRD1.DE Martin Ratio Rank: 3232
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. TRD1.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 US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.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.DETRD1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratioReturn relative to maximum drawdown

0.73

1.38

-0.65

Martin ratioReturn relative to average drawdown

1.55

3.62

-2.06

TRDL.DE vs. TRD1.DE - Sharpe Ratio Comparison

The current TRDL.DE Sharpe Ratio is 0.54, which is lower than the TRD1.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TRDL.DE and TRD1.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. TRD1.DE - Drawdown Comparison

The maximum TRDL.DE drawdown since its inception was -20.55%, which is greater than TRD1.DE's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for TRDL.DE and TRD1.DE.


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Drawdown Indicators


TRDL.DETRD1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.55%

-17.81%

-2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-3.70%

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-11.60%

-4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-11.70%

Current Drawdown

Current decline from peak

-15.14%

-5.39%

-9.75%

Average Drawdown

Average peak-to-trough decline

-11.42%

-8.29%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.42%

+1.61%

Volatility

TRDL.DE vs. TRD1.DE - Volatility Comparison

Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) has a higher volatility of 2.16% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) at 1.12%. This indicates that TRDL.DE's price experiences larger fluctuations and is considered to be riskier than TRD1.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.DETRD1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

1.12%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

4.63%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

6.21%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

7.48%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.11%

8.09%

+5.02%

TRDL.DE vs. TRD1.DE - Expense Ratio Comparison

Both TRDL.DE and TRD1.DE have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TRDL.DE vs. TRD1.DE - Dividend Comparison

TRDL.DE's dividend yield for the trailing twelve months is around 4.89%, more than TRD1.DE's 3.86% yield.


PositionTTM202520242023202220212020
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
3.86%4.35%4.82%4.70%1.55%0.10%0.74%
TRDL.DE
Invesco US Treasury Bond 10+ Year UCITS ETF Dist
4.89%4.88%4.70%3.09%0.54%0.00%0.00%

Frequently Asked Questions


TRDL.DE and TRD1.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TRDL.DE and TRD1.DE have the same expense ratio: 0.06% per year.

TRDL.DE tracks Bloomberg US Long Treasury Index, while TRD1.DE tracks Bloomberg US Treasury Coupons Index.

Portfolio Optimizer

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