TRDL.DE vs. WDTE.DE
TRDL.DE (Invesco US Treasury Bond 10+ Year UCITS ETF Dist) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - TRDL.DE is a Government Bonds fund tracking the Bloomberg US Long Treasury Index, while WDTE.DE is a Technology Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Both are passively managed. Over the past 3 years, TRDL.DE returned -4.02%/yr vs 25.83%/yr for WDTE.DE. At a 0.05 correlation, their price movements are largely independent. TRDL.DE charges 0.06%/yr vs 0.18%/yr for WDTE.DE.
Performance
TRDL.DE vs. WDTE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TRDL.DE achieves a 0.56% return, which is significantly lower than WDTE.DE's 18.32% return.
TRDL.DE
- 1D
- 0.19%
- 1M
- 0.81%
- YTD
- 0.56%
- 6M
- -0.74%
- 1Y
- 1.84%
- 3Y*
- -4.02%
- 5Y*
- —
- 10Y*
- —
WDTE.DE
- 1D
- -2.54%
- 1M
- 10.74%
- YTD
- 18.32%
- 6M
- 17.59%
- 1Y
- 35.87%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
TRDL.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TRDL.DE Invesco US Treasury Bond 10+ Year UCITS ETF Dist | 0.56% | -6.69% | -1.18% | -3.93% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between TRDL.DE and WDTE.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.05 |
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. WDTE.DE — Risk / Return Rank
TRDL.DE
WDTE.DE
TRDL.DE vs. WDTE.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 S&P World Information Technology ESG UCITS ETF Acc (WDTE.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.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.32 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 2.33 | -2.09 |
| Martin ratioReturn relative to average drawdown | 0.51 | 6.14 | -5.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TRDL.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.88 | -1.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | 1.44 | -1.72 |
Drawdowns
TRDL.DE vs. WDTE.DE - Drawdown Comparison
The maximum TRDL.DE drawdown since its inception was -21.20%, smaller than the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for TRDL.DE and WDTE.DE.
Loading charts...
Drawdown Indicators
| TRDL.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.20% | -28.19% | +6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -15.79% | +9.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.89% | -28.19% | +11.30% |
Current DrawdownCurrent decline from peak | -16.50% | -3.63% | -12.87% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -4.97% | -6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 5.99% | -2.90% |
Volatility
TRDL.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco US Treasury Bond 10+ Year UCITS ETF Dist (TRDL.DE) is 2.50%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that TRDL.DE experiences smaller price fluctuations and is considered to be less risky than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TRDL.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 8.26% | -5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | 15.09% | -8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.00% | 19.51% | -10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 21.74% | -8.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.14% | 21.74% | -8.60% |
TRDL.DE vs. WDTE.DE - Expense Ratio Comparison
TRDL.DE has a 0.06% expense ratio, which is lower than WDTE.DE's 0.18% 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. WDTE.DE - Dividend Comparison
TRDL.DE's dividend yield for the trailing twelve months is around 4.15%, while WDTE.DE 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% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TRDL.DE and WDTE.DE have a correlation of 0.12, 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 0.18% for WDTE.DE.
TRDL.DE is categorized as Government Bonds, while WDTE.DE is Technology Equities. TRDL.DE tracks Bloomberg US Long Treasury Index, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.06% for TRDL.DE and 0.18% for WDTE.DE.
Find the right allocation for TRDL.DE and WDTE.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