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TRDS.DE vs. TRD7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRDS.DE vs. TRD7.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 Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRD7.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 TRD7.DE's 0.62% 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*

TRD7.DE

1D
0.05%
1M
0.58%
YTD
0.62%
6M
-0.45%
1Y
0.69%
3Y*
2.16%
5Y*
2.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRDS.DE vs. TRD7.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%
TRD7.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist
0.62%-5.07%9.77%4.23%-2.71%6.61%-1.37%6.86%

Correlation

The correlation between TRDS.DE and TRD7.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.94

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

0.95

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

0.95

The correlation between TRDS.DE and TRD7.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

TRDS.DE vs. TRD7.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

TRD7.DE
TRD7.DE Risk / Return Rank: 1111
Overall Rank
TRD7.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TRD7.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
TRD7.DE Omega Ratio Rank: 1010
Omega Ratio Rank
TRD7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRD7.DE Martin Ratio Rank: 1111
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. TRD7.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 Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRD7.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.DETRD7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.03

1.03

+0.01

Calmar ratioReturn relative to maximum drawdown

0.24

0.17

+0.08

Martin ratioReturn relative to average drawdown

0.60

0.41

+0.19

TRDS.DE vs. TRD7.DE - Sharpe Ratio Comparison

The current TRDS.DE Sharpe Ratio is 0.18, which is higher than the TRD7.DE Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of TRDS.DE and TRD7.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.DETRD7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.13

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.33

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.34

-0.29

Drawdowns

TRDS.DE vs. TRD7.DE - Drawdown Comparison

The maximum TRDS.DE drawdown since its inception was -17.77%, which is greater than TRD7.DE's maximum drawdown of -12.09%. Use the drawdown chart below to compare losses from any high point for TRDS.DE and TRD7.DE.


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Drawdown Indicators


TRDS.DETRD7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-12.09%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-4.12%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.21%

-10.16%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-13.10%

-10.30%

-2.80%

Current Drawdown

Current decline from peak

-14.15%

-6.97%

-7.18%

Average Drawdown

Average peak-to-trough decline

-10.46%

-5.17%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.65%

+0.03%

Volatility

TRDS.DE vs. TRD7.DE - Volatility Comparison

Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE) has a higher volatility of 0.93% compared to Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRD7.DE) at 0.76%. This indicates that TRDS.DE's price experiences larger fluctuations and is considered to be riskier than TRD7.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.DETRD7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.76%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

3.83%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

5.40%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

7.68%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.80%

7.31%

+0.49%

TRDS.DE vs. TRD7.DE - Expense Ratio Comparison

Both TRDS.DE and TRD7.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

TRDS.DE vs. TRD7.DE - Dividend Comparison

TRDS.DE's dividend yield for the trailing twelve months is around 3.65%, more than TRD7.DE's 3.55% yield.


PositionTTM2025202420232022202120202019
TRD7.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist
3.55%3.67%5.86%7.13%2.92%1.54%2.59%3.26%
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%

Frequently Asked Questions


With a correlation of 0.92, TRDS.DE and TRD7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

TRDS.DE and TRD7.DE have the same expense ratio: 0.06% per year.

TRDS.DE tracks Bloomberg US Treasury Index, while TRD7.DE tracks Bloomberg US 3-7 Year Treasury Bond Index.

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