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TRIS.L vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRIS.L and SPYL.DE is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

TRIS.L vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-0.49%
33.30%
TRIS.L
SPYL.DE

Key characteristics

Sharpe Ratio

TRIS.L:

-0.10

SPYL.DE:

2.21

Sortino Ratio

TRIS.L:

-0.08

SPYL.DE:

3.06

Omega Ratio

TRIS.L:

0.99

SPYL.DE:

1.44

Calmar Ratio

TRIS.L:

-0.04

SPYL.DE:

3.38

Martin Ratio

TRIS.L:

-0.25

SPYL.DE:

14.72

Ulcer Index

TRIS.L:

3.33%

SPYL.DE:

1.89%

Daily Std Dev

TRIS.L:

7.78%

SPYL.DE:

12.63%

Max Drawdown

TRIS.L:

-19.25%

SPYL.DE:

-8.25%

Current Drawdown

TRIS.L:

-13.87%

SPYL.DE:

-0.31%

Returns By Period

In the year-to-date period, TRIS.L achieves a -0.08% return, which is significantly lower than SPYL.DE's 3.51% return.


TRIS.L

YTD

-0.08%

1M

-3.03%

6M

2.08%

1Y

-0.24%

5Y*

N/A

10Y*

N/A

SPYL.DE

YTD

3.51%

1M

0.56%

6M

16.90%

1Y

26.96%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRIS.L vs. SPYL.DE - Expense Ratio Comparison

TRIS.L has a 0.06% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
Expense ratio chart for TRIS.L: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TRIS.L vs. SPYL.DE — Risk-Adjusted Performance Rank

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

TRIS.L
The Risk-Adjusted Performance Rank of TRIS.L is 55
Overall Rank
The Sharpe Ratio Rank of TRIS.L is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TRIS.L is 55
Sortino Ratio Rank
The Omega Ratio Rank of TRIS.L is 55
Omega Ratio Rank
The Calmar Ratio Rank of TRIS.L is 66
Calmar Ratio Rank
The Martin Ratio Rank of TRIS.L is 55
Martin Ratio Rank

SPYL.DE
The Risk-Adjusted Performance Rank of SPYL.DE is 8787
Overall Rank
The Sharpe Ratio Rank of SPYL.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYL.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SPYL.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SPYL.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPYL.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRIS.L vs. SPYL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.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.


Sharpe ratio
The chart of Sharpe ratio for TRIS.L, currently valued at -0.08, compared to the broader market0.002.004.00-0.082.01
The chart of Sortino ratio for TRIS.L, currently valued at -0.07, compared to the broader market0.005.0010.00-0.072.79
The chart of Omega ratio for TRIS.L, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.38
The chart of Calmar ratio for TRIS.L, currently valued at -0.15, compared to the broader market0.005.0010.0015.0020.00-0.153.02
The chart of Martin ratio for TRIS.L, currently valued at -0.41, compared to the broader market0.0020.0040.0060.0080.00100.00-0.4112.05
TRIS.L
SPYL.DE

The current TRIS.L Sharpe Ratio is -0.10, which is lower than the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TRIS.L and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
-0.08
2.01
TRIS.L
SPYL.DE

Dividends

TRIS.L vs. SPYL.DE - Dividend Comparison

TRIS.L's dividend yield for the trailing twelve months is around 4.88%, while SPYL.DE has not paid dividends to shareholders.


TTM20242023202220212020
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
4.88%4.87%4.68%1.52%0.10%0.00%
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TRIS.L vs. SPYL.DE - Drawdown Comparison

The maximum TRIS.L drawdown since its inception was -19.25%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for TRIS.L and SPYL.DE. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.96%
-0.54%
TRIS.L
SPYL.DE

Volatility

TRIS.L vs. SPYL.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) is 1.33%, while SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) has a volatility of 3.42%. This indicates that TRIS.L experiences smaller price fluctuations and is considered to be less risky than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.33%
3.42%
TRIS.L
SPYL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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