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TRDX.DE vs. XBO2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRDX.DE vs. XBO2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US Treasury Bond 7-10 Year UCITS ETF USD Dist (TRDX.DE) and Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.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, TRDX.DE achieves a 2.01% return, which is significantly higher than XBO2.DE's 0.65% return.


TRDX.DE

1D
0.07%
1M
0.79%
6M
0.99%
YTD
2.01%
1Y
5.49%
3Y*
2.22%
5Y*
-0.68%
10Y*

XBO2.DE

1D
-0.58%
1M
0.15%
6M
0.86%
YTD
0.65%
1Y
1.79%
3Y*
2.81%
5Y*
1.73%
10Y*
0.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRDX.DE vs. XBO2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRDX.DE
Invesco US Treasury Bond 7-10 Year UCITS ETF USD Dist
2.01%-3.42%5.25%0.09%-9.69%5.10%0.07%-3.29%
XBO2.DE
Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc)
0.65%2.42%3.53%3.03%-0.64%-0.60%-0.22%-0.13%

Correlation

The correlation between TRDX.DE and XBO2.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.07

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

0.13

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

0.09

The correlation between TRDX.DE and XBO2.DE shifts across timeframes, from -0.04 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TRDX.DE vs. XBO2.DE — Risk / Return Rank

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

TRDX.DE
TRDX.DE Risk / Return Rank: 2929
Overall Rank
TRDX.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TRDX.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
TRDX.DE Omega Ratio Rank: 2828
Omega Ratio Rank
TRDX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
TRDX.DE Martin Ratio Rank: 2828
Martin Ratio Rank

XBO2.DE
XBO2.DE Risk / Return Rank: 2828
Overall Rank
XBO2.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XBO2.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XBO2.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XBO2.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
XBO2.DE Martin Ratio Rank: 3535
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.

TRDX.DE vs. XBO2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 7-10 Year UCITS ETF USD Dist (TRDX.DE) and Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRDX.DEXBO2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

1.27

1.59

-0.33

Martin ratioReturn relative to average drawdown

3.24

4.40

-1.16

TRDX.DE vs. XBO2.DE - Sharpe Ratio Comparison

The current TRDX.DE Sharpe Ratio is 0.92, which is higher than the XBO2.DE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TRDX.DE and XBO2.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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Drawdowns

TRDX.DE vs. XBO2.DE - Drawdown Comparison

The maximum TRDX.DE drawdown since its inception was -20.98%, which is greater than XBO2.DE's maximum drawdown of -3.92%. Use the drawdown chart below to compare losses from any high point for TRDX.DE and XBO2.DE.


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Drawdown Indicators


TRDX.DEXBO2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-3.92%

-17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-1.12%

-3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

-1.12%

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-1.31%

-14.21%

Max Drawdown (10Y)

Largest decline over 10 years

-3.77%

Current Drawdown

Current decline from peak

-14.58%

-0.58%

-14.00%

Average Drawdown

Average peak-to-trough decline

-12.26%

-0.71%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

0.41%

+1.28%

Volatility

TRDX.DE vs. XBO2.DE - Volatility Comparison

Invesco US Treasury Bond 7-10 Year UCITS ETF USD Dist (TRDX.DE) has a higher volatility of 1.76% compared to Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) at 1.48%. This indicates that TRDX.DE's price experiences larger fluctuations and is considered to be riskier than XBO2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRDX.DEXBO2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.48%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

2.61%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

5.94%

3.29%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.91%

1.53%

+7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

1.65%

+7.71%

TRDX.DE vs. XBO2.DE - Expense Ratio Comparison

TRDX.DE has a 0.06% expense ratio, which is lower than XBO2.DE's 0.15% 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

TRDX.DE vs. XBO2.DE - Dividend Comparison

TRDX.DE's dividend yield for the trailing twelve months is around 4.27%, while XBO2.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
TRDX.DE
Invesco US Treasury Bond 7-10 Year UCITS ETF USD Dist
4.27%4.34%4.22%3.57%2.45%1.57%1.94%2.02%
XBO2.DE
Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TRDX.DE and XBO2.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TRDX.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for XBO2.DE.

TRDX.DE tracks Bloomberg U.S. Treasury 7-10 Year Total Return Index, while XBO2.DE tracks FTSE Eurozone BOT Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.06% for TRDX.DE and 0.15% for XBO2.DE.

Portfolio Optimizer

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