PortfoliosLab logoPortfoliosLab logo
TRE3.L vs. IBTU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRE3.L vs. IBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Treasury Bond 1-3 Year UCITS ETF (TRE3.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TRE3.L achieves a 0.78% return, which is significantly lower than IBTU.L's 1.76% return.


TRE3.L

1D
0.04%
1M
0.17%
6M
0.73%
YTD
0.78%
1Y
3.48%
3Y*
4.29%
5Y*
1.92%
10Y*

IBTU.L

1D
0.00%
1M
0.40%
6M
1.76%
YTD
1.76%
1Y
3.93%
3Y*
4.63%
5Y*
3.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRE3.L vs. IBTU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRE3.L
Invesco US Treasury Bond 1-3 Year UCITS ETF
0.78%5.13%4.14%4.22%-3.83%-0.60%3.11%3.20%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.76%4.33%5.31%4.92%1.05%0.10%0.88%2.02%

Correlation

The correlation between TRE3.L and IBTU.L is -0.01, 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

-0.01

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

0.09

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

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.08

The correlation between TRE3.L and IBTU.L shifts across timeframes, from -0.01 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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

TRE3.L vs. IBTU.L — Risk / Return Rank

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

TRE3.L
TRE3.L Risk / Return Rank: 8686
Overall Rank
TRE3.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TRE3.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
TRE3.L Omega Ratio Rank: 8989
Omega Ratio Rank
TRE3.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
TRE3.L Martin Ratio Rank: 8686
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTU.L Omega Ratio Rank: 9999
Omega Ratio Rank
IBTU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTU.L Martin Ratio Rank: 9999
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.

TRE3.L vs. IBTU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 1-3 Year UCITS ETF (TRE3.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). 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.


TRE3.LIBTU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-4.63

Omega ratioGain probability vs. loss probability

1.45

3.84

-2.38

Calmar ratioReturn relative to maximum drawdown

4.55

19.33

-14.78

Martin ratioReturn relative to average drawdown

13.96

94.97

-81.01

TRE3.L vs. IBTU.L - Sharpe Ratio Comparison

The current TRE3.L Sharpe Ratio is 1.99, which is lower than the IBTU.L Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of TRE3.L and IBTU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TRE3.L vs. IBTU.L - Drawdown Comparison

The maximum TRE3.L drawdown since its inception was -5.66%, which is greater than IBTU.L's maximum drawdown of -0.72%. Use the drawdown chart below to compare losses from any high point for TRE3.L and IBTU.L.


Loading charts...

Drawdown Indicators


TRE3.LIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.66%

-0.72%

-4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-0.20%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-0.20%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-0.40%

-5.26%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.00%

-0.06%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.04%

+0.20%

Volatility

TRE3.L vs. IBTU.L - Volatility Comparison

Invesco US Treasury Bond 1-3 Year UCITS ETF (TRE3.L) has a higher volatility of 0.39% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 0.28%. This indicates that TRE3.L's price experiences larger fluctuations and is considered to be riskier than IBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRE3.LIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

0.28%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

0.77%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.67%

1.11%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.09%

1.02%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.83%

0.95%

+0.88%

TRE3.L vs. IBTU.L - Expense Ratio Comparison

TRE3.L has a 0.06% expense ratio, which is lower than IBTU.L'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

TRE3.L vs. IBTU.L - Dividend Comparison

TRE3.L's dividend yield for the trailing twelve months is around 3.89%, less than IBTU.L's 4.05% yield.


PositionTTM2025202420232022202120202019
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.05%4.43%6.82%3.99%0.44%0.10%1.28%1.21%
TRE3.L
Invesco US Treasury Bond 1-3 Year UCITS ETF
3.89%4.07%4.41%4.10%1.99%0.32%1.19%1.95%

Frequently Asked Questions


TRE3.L and IBTU.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRE3.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRE3.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IBTU.L.

TRE3.L tracks Invesco US Treasury Bond 1-3 Year UCITS ETF, while IBTU.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRE3.L and 0.07% for IBTU.L.

Portfolio Optimizer

Find the right allocation for TRE3.L and IBTU.L

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