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TRDL.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRDL.DE vs. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRDL.DE vs. VUDP.F - Yearly Performance Comparison


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

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

VUDP.F
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. 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.DEVUDP.FDifference
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

TRDL.DE vs. VUDP.F - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TRDL.DEVUDP.FDifference

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.DEVUDP.FDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.50%

-1.97%

-14.53%

Average Drawdown

Average peak-to-trough decline

-11.77%

-0.82%

-10.95%

Ulcer Index

Depth 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.DEVUDP.FDifference

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.


PositionTTM2025202420232022
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.

Portfolio Optimizer

Find the right allocation for TRDL.DE and VUDP.F

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