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TREX.L vs. VCEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TREX.L vs. VCEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TREX.L achieves a -0.74% return, which is significantly lower than VCEB's 0.56% return.


TREX.L

1D
0.40%
1M
0.12%
YTD
-0.74%
6M
-0.02%
1Y
4.21%
3Y*
2.99%
5Y*
-1.05%
10Y*

VCEB

1D
-0.07%
1M
0.67%
YTD
0.56%
6M
1.06%
1Y
5.13%
3Y*
5.34%
5Y*
0.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TREX.L vs. VCEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TREX.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
-0.74%8.41%-0.22%3.58%-14.94%-3.02%-1.29%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
0.56%7.48%2.23%8.52%-15.15%-1.99%2.45%

Correlation

The correlation between TREX.L and VCEB is 0.63, 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

0.63

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

0.69

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

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.66

The correlation between TREX.L and VCEB has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

TREX.L vs. VCEB — Risk / Return Rank

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

TREX.L
TREX.L Risk / Return Rank: 2525
Overall Rank
TREX.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TREX.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
TREX.L Omega Ratio Rank: 2424
Omega Ratio Rank
TREX.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
TREX.L Martin Ratio Rank: 2424
Martin Ratio Rank

VCEB
VCEB Risk / Return Rank: 3535
Overall Rank
VCEB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VCEB Sortino Ratio Rank: 3434
Sortino Ratio Rank
VCEB Omega Ratio Rank: 3232
Omega Ratio Rank
VCEB Calmar Ratio Rank: 3838
Calmar Ratio Rank
VCEB Martin Ratio Rank: 3636
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.

TREX.L vs. VCEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). 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.


TREX.LVCEBDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.15

1.19

-0.05

Calmar ratioReturn relative to maximum drawdown

0.96

1.65

-0.69

Martin ratioReturn relative to average drawdown

2.81

5.02

-2.21

TREX.L vs. VCEB - Sharpe Ratio Comparison

The current TREX.L Sharpe Ratio is 0.85, which is comparable to the VCEB Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TREX.L and VCEB, 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

TREX.L vs. VCEB - Drawdown Comparison

The maximum TREX.L drawdown since its inception was -23.38%, which is greater than VCEB's maximum drawdown of -21.60%. Use the drawdown chart below to compare losses from any high point for TREX.L and VCEB.


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Drawdown Indicators


TREX.LVCEBDifference

Max Drawdown

Largest peak-to-trough decline

-23.38%

-21.60%

-1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

-2.82%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.42%

-6.09%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

-21.39%

+0.43%

Current Drawdown

Current decline from peak

-10.23%

-0.81%

-9.42%

Average Drawdown

Average peak-to-trough decline

-9.96%

-7.60%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.93%

+0.43%

Volatility

TREX.L vs. VCEB - Volatility Comparison

Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L) has a higher volatility of 1.82% compared to Vanguard ESG U.S. Corporate Bond ETF (VCEB) at 1.43%. This indicates that TREX.L's price experiences larger fluctuations and is considered to be riskier than VCEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TREX.LVCEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

1.43%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

3.21%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

4.22%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.49%

6.84%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

6.65%

+0.28%

TREX.L vs. VCEB - Expense Ratio Comparison

TREX.L has a 0.06% expense ratio, which is lower than VCEB's 0.12% 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

TREX.L vs. VCEB - Dividend Comparison

TREX.L's dividend yield for the trailing twelve months is around 4.33%, less than VCEB's 4.64% yield.


PositionTTM2025202420232022202120202019
TREX.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
4.33%4.23%4.34%3.48%2.41%1.63%1.81%2.02%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.64%4.57%4.47%3.70%2.84%1.69%0.43%0.00%

Frequently Asked Questions


TREX.L and VCEB have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TREX.L is cheaper with a 0.06% expense ratio, compared with 0.12% for VCEB.

TREX.L is categorized as Government Bonds, while VCEB is Corporate Bonds. TREX.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.06% for TREX.L and 0.12% for VCEB.

Portfolio Optimizer

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