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TRE7.L vs. DTLA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRE7.L vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRE7.L achieves a -0.43% return, which is significantly higher than DTLA.L's -0.98% return.


TRE7.L

1D
0.20%
1M
-0.05%
YTD
-0.43%
6M
-0.08%
1Y
3.24%
3Y*
3.70%
5Y*
0.38%
10Y*

DTLA.L

1D
0.48%
1M
0.71%
YTD
-0.98%
6M
-1.10%
1Y
3.98%
3Y*
-1.52%
5Y*
-6.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRE7.L vs. DTLA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRE7.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist
-0.43%7.31%2.08%4.25%-9.37%-2.35%6.98%5.81%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
-0.98%4.47%-6.97%1.69%-30.29%-4.46%17.00%16.03%

Correlation

The correlation between TRE7.L and DTLA.L is 0.78, 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

0.78

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

0.80

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2019

0.78

The correlation between TRE7.L and DTLA.L has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

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Return for Risk

TRE7.L vs. DTLA.L — Risk / Return Rank

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

TRE7.L
TRE7.L Risk / Return Rank: 3030
Overall Rank
TRE7.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TRE7.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRE7.L Omega Ratio Rank: 3030
Omega Ratio Rank
TRE7.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
TRE7.L Martin Ratio Rank: 2929
Martin Ratio Rank

DTLA.L
DTLA.L Risk / Return Rank: 1515
Overall Rank
DTLA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1414
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1616
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.

TRE7.L vs. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.


TRE7.LDTLA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.20

1.07

+0.13

Calmar ratioReturn relative to maximum drawdown

1.29

0.53

+0.76

Martin ratioReturn relative to average drawdown

4.09

1.34

+2.75

TRE7.L vs. DTLA.L - Sharpe Ratio Comparison

The current TRE7.L Sharpe Ratio is 1.10, which is higher than the DTLA.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of TRE7.L and DTLA.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.


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Sharpe Ratios by Period


TRE7.LDTLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.41

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

-0.41

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

-0.07

+0.49

Drawdowns

TRE7.L vs. DTLA.L - Drawdown Comparison

The maximum TRE7.L drawdown since its inception was -14.12%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for TRE7.L and DTLA.L.


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Drawdown Indicators


TRE7.LDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.12%

-48.47%

+34.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-7.52%

+5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.71%

-18.61%

+14.90%

Max Drawdown (5Y)

Largest decline over 5 years

-13.54%

-42.87%

+29.33%

Current Drawdown

Current decline from peak

-1.59%

-40.52%

+38.93%

Average Drawdown

Average peak-to-trough decline

-4.44%

-24.06%

+19.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.96%

-2.17%

Volatility

TRE7.L vs. DTLA.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.L) is 1.20%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 3.37%. This indicates that TRE7.L experiences smaller price fluctuations and is considered to be less risky than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRE7.LDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

3.37%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

6.53%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

9.82%

-6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

14.93%

-10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

14.78%

-10.52%

TRE7.L vs. DTLA.L - Expense Ratio Comparison

TRE7.L has a 0.06% expense ratio, which is lower than DTLA.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

TRE7.L vs. DTLA.L - Dividend Comparison

TRE7.L's dividend yield for the trailing twelve months is around 4.14%, while DTLA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRE7.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist
4.14%4.09%4.23%3.61%1.72%0.87%1.29%1.89%

Frequently Asked Questions


TRE7.L and DTLA.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRE7.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRE7.L is cheaper with a 0.06% expense ratio, compared with 0.07% for DTLA.L.

TRE7.L tracks Bloomberg US 3-7 Year Treasury Bond Index, while DTLA.L tracks ICE US Treasury 20+ Year Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRE7.L and 0.07% for DTLA.L.

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