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TRDS.DE vs. IS04.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRDS.DE vs. IS04.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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, TRDS.DE achieves a 0.86% return, which is significantly higher than IS04.DE's 0.81% return.


TRDS.DE

1D
-0.02%
1M
0.72%
YTD
0.86%
6M
0.02%
1Y
1.02%
3Y*
-0.30%
5Y*
0.24%
10Y*

IS04.DE

1D
0.41%
1M
1.45%
YTD
0.81%
6M
-0.81%
1Y
2.13%
3Y*
-4.20%
5Y*
-5.21%
10Y*
-1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRDS.DE vs. IS04.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRDS.DE
Invesco US Treasury Bond UCITS ETF Dist
0.86%-5.91%6.16%0.07%-6.97%5.67%-2.04%6.04%
IS04.DE
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
0.81%-6.95%-2.51%-1.21%-26.01%3.49%6.49%15.04%

Correlation

The correlation between TRDS.DE and IS04.DE is 0.66, 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

0.66

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

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2019

0.79

The correlation between TRDS.DE and IS04.DE shifts across timeframes, from 0.66 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TRDS.DE vs. IS04.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRDS.DE
TRDS.DE Risk / Return Rank: 1111
Overall Rank
TRDS.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TRDS.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRDS.DE Omega Ratio Rank: 1111
Omega Ratio Rank
TRDS.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRDS.DE Martin Ratio Rank: 1212
Martin Ratio Rank

IS04.DE
IS04.DE Risk / Return Rank: 1212
Overall Rank
IS04.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IS04.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IS04.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IS04.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IS04.DE Martin Ratio Rank: 1212
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.

TRDS.DE vs. IS04.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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.


TRDS.DEIS04.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.03

1.04

-0.01

Calmar ratioReturn relative to maximum drawdown

0.24

0.29

-0.04

Martin ratioReturn relative to average drawdown

0.60

0.62

-0.01

TRDS.DE vs. IS04.DE - Sharpe Ratio Comparison

The current TRDS.DE Sharpe Ratio is 0.18, which is comparable to the IS04.DE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TRDS.DE and IS04.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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Sharpe Ratios by Period


TRDS.DEIS04.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.22

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.34

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.09

+0.15

Drawdowns

TRDS.DE vs. IS04.DE - Drawdown Comparison

The maximum TRDS.DE drawdown since its inception was -17.77%, smaller than the maximum IS04.DE drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for TRDS.DE and IS04.DE.


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Drawdown Indicators


TRDS.DEIS04.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-47.19%

+29.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-7.33%

+3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-11.21%

-18.47%

+7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-13.10%

-40.05%

+26.95%

Max Drawdown (10Y)

Largest decline over 10 years

-47.19%

Current Drawdown

Current decline from peak

-14.15%

-43.69%

+29.54%

Average Drawdown

Average peak-to-trough decline

-10.46%

-21.89%

+11.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

3.45%

-1.77%

Volatility

TRDS.DE vs. IS04.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE) is 0.93%, while iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a volatility of 2.47%. This indicates that TRDS.DE experiences smaller price fluctuations and is considered to be less risky than IS04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRDS.DEIS04.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

2.47%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

6.52%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

9.70%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

15.21%

-7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.80%

14.69%

-6.89%

TRDS.DE vs. IS04.DE - Expense Ratio Comparison

TRDS.DE has a 0.06% expense ratio, which is lower than IS04.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

TRDS.DE vs. IS04.DE - Dividend Comparison

TRDS.DE's dividend yield for the trailing twelve months is around 3.65%, less than IS04.DE's 4.35% yield.


PositionTTM20252024202320222021202020192018201720162015
IS04.DE
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
4.35%4.38%4.62%3.82%3.04%1.71%1.86%2.49%2.79%2.72%2.56%2.14%
TRDS.DE
Invesco US Treasury Bond UCITS ETF Dist
3.65%3.76%3.83%3.58%1.90%0.94%1.47%1.48%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TRDS.DE and IS04.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRDS.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRDS.DE is cheaper with a 0.06% expense ratio, compared with 0.07% for IS04.DE.

TRDS.DE tracks Bloomberg US Treasury Index, while IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRDS.DE and 0.07% for IS04.DE.

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