TRDL.DE vs. VUDP.F
TRDL.DE (Invesco US Treasury Bond 10+ 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 - TRDL.DE tracks the Bloomberg US Long Treasury Index while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a 0.33 correlation, their price movements are largely independent. TRDL.DE charges 0.06%/yr vs 0.10%/yr for VUDP.F.
Performance
TRDL.DE vs. VUDP.F - Performance Comparison
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Returns By Period
In the year-to-date period, TRDL.DE achieves a 0.56% return, which is significantly higher than VUDP.F's -1.75% return.
TRDL.DE
- 1D
- 0.19%
- 1M
- 1.37%
- YTD
- 0.56%
- 6M
- -0.99%
- 1Y
- 1.59%
- 3Y*
- -4.02%
- 5Y*
- —
- 10Y*
- —
VUDP.F
- 1D
- 0.10%
- 1M
- -0.36%
- YTD
- -1.75%
- 6M
- -1.87%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRDL.DE vs. VUDP.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TRDL.DE Invesco US Treasury Bond 10+ Year UCITS ETF Dist | 0.56% | -3.21% |
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing | -1.75% | 1.21% |
Correlation
The correlation between TRDL.DE and VUDP.F is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | 0.33 |
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Return for Risk
TRDL.DE vs. VUDP.F — Risk / Return Rank
TRDL.DE
VUDP.F
TRDL.DE vs. VUDP.F - 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 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.
| TRDL.DE | VUDP.F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | — | — |
| Martin ratioReturn relative to average drawdown | 0.51 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRDL.DE | VUDP.F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | -0.43 | +0.15 |
Drawdowns
TRDL.DE vs. VUDP.F - Drawdown Comparison
The maximum TRDL.DE drawdown since its inception was -21.20%, 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 TRDL.DE and VUDP.F.
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Drawdown Indicators
| TRDL.DE | VUDP.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.20% | -2.16% | -19.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.89% | — | — |
Current DrawdownCurrent decline from peak | -16.50% | -1.97% | -14.53% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -0.82% | -10.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | — | — |
Volatility
TRDL.DE vs. VUDP.F - Volatility Comparison
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Volatility by Period
| TRDL.DE | VUDP.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.00% | 2.34% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 2.34% | +10.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.14% | 2.34% | +10.80% |
TRDL.DE vs. VUDP.F - Expense Ratio Comparison
TRDL.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
TRDL.DE vs. VUDP.F - Dividend Comparison
TRDL.DE's dividend yield for the trailing twelve months is around 4.15%, while VUDP.F has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
TRDL.DE Invesco US Treasury Bond 10+ Year UCITS ETF Dist | 4.15% | 4.26% | 4.36% | 2.87% | 0.51% |
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% |
Frequently Asked Questions
TRDL.DE and VUDP.F have a correlation of 0.33, 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 0.10% for VUDP.F.
TRDL.DE tracks Bloomberg US Long Treasury 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 TRDL.DE and 0.10% for VUDP.F.
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