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TRES.L vs. CBU7.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRES.L vs. CBU7.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Treasury Bond UCITS ETF Dist (TRES.L) and iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.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, TRES.L achieves a -0.48% return, which is significantly higher than CBU7.L's -0.71% return.


TRES.L

1D
-0.21%
1M
-0.22%
YTD
-0.48%
6M
-0.24%
1Y
3.85%
3Y*
2.81%
5Y*
-0.40%
10Y*

CBU7.L

1D
-0.22%
1M
-0.48%
YTD
-0.71%
6M
-0.39%
1Y
3.36%
3Y*
3.68%
5Y*
0.35%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRES.L vs. CBU7.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRES.L
Invesco US Treasury Bond UCITS ETF Dist
-0.48%6.57%0.75%3.82%-12.15%-2.44%8.00%5.79%
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc
-0.71%7.34%2.16%4.26%-9.35%-2.35%6.98%4.85%

Correlation

The correlation between TRES.L and CBU7.L is 0.82, 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

0.82

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

0.81

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

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.78

The correlation between TRES.L and CBU7.L has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

TRES.L vs. CBU7.L — Risk / Return Rank

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

TRES.L
TRES.L Risk / Return Rank: 2727
Overall Rank
TRES.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TRES.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
TRES.L Omega Ratio Rank: 2626
Omega Ratio Rank
TRES.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
TRES.L Martin Ratio Rank: 2929
Martin Ratio Rank

CBU7.L
CBU7.L Risk / Return Rank: 3030
Overall Rank
CBU7.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CBU7.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
CBU7.L Omega Ratio Rank: 3131
Omega Ratio Rank
CBU7.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
CBU7.L Martin Ratio Rank: 3131
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.

TRES.L vs. CBU7.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond UCITS ETF Dist (TRES.L) and iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.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.


TRES.LCBU7.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratioReturn relative to maximum drawdown

1.31

1.34

-0.03

Martin ratioReturn relative to average drawdown

4.11

4.36

-0.26

TRES.L vs. CBU7.L - Sharpe Ratio Comparison

The current TRES.L Sharpe Ratio is 0.94, which is comparable to the CBU7.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TRES.L and CBU7.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


TRES.LCBU7.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.14

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.07

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.57

-0.35

Drawdowns

TRES.L vs. CBU7.L - Drawdown Comparison

The maximum TRES.L drawdown since its inception was -18.77%, which is greater than CBU7.L's maximum drawdown of -14.18%. Use the drawdown chart below to compare losses from any high point for TRES.L and CBU7.L.


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Drawdown Indicators


TRES.LCBU7.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.77%

-14.18%

-4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.50%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-5.16%

-3.66%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-16.40%

-13.55%

-2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-14.18%

Current Drawdown

Current decline from peak

-6.94%

-1.79%

-5.15%

Average Drawdown

Average peak-to-trough decline

-8.61%

-3.34%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.77%

+0.17%

Volatility

TRES.L vs. CBU7.L - Volatility Comparison

Invesco US Treasury Bond UCITS ETF Dist (TRES.L) has a higher volatility of 1.36% compared to iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) at 1.12%. This indicates that TRES.L's price experiences larger fluctuations and is considered to be riskier than CBU7.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRES.LCBU7.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.12%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.16%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

2.95%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

4.70%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.67%

4.10%

+1.57%

TRES.L vs. CBU7.L - Expense Ratio Comparison

TRES.L has a 0.06% expense ratio, which is lower than CBU7.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

TRES.L vs. CBU7.L - Dividend Comparison

TRES.L's dividend yield for the trailing twelve months is around 4.26%, while CBU7.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRES.L
Invesco US Treasury Bond UCITS ETF Dist
4.26%4.19%4.26%3.78%1.96%1.14%1.58%1.96%

Frequently Asked Questions


TRES.L and CBU7.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TRES.L is cheaper with a 0.06% expense ratio, compared with 0.07% for CBU7.L.

TRES.L tracks Bloomberg US Treasury Index, while CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRES.L and 0.07% for CBU7.L.

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