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TRSG.L vs. TRXG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRSG.L vs. TRXG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Treasury Bond UCITS ETF Dist (TRSG.L) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.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, TRSG.L achieves a -0.08% return, which is significantly higher than TRXG.L's -0.62% return.


TRSG.L

1D
0.21%
1M
0.99%
YTD
-0.08%
6M
-0.58%
1Y
4.80%
3Y*
0.25%
5Y*
0.70%
10Y*

TRXG.L

1D
0.23%
1M
0.75%
YTD
-0.62%
6M
-1.14%
1Y
5.23%
3Y*
0.11%
5Y*
0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRSG.L vs. TRXG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRSG.L
Invesco US Treasury Bond UCITS ETF Dist
-0.08%-0.91%2.57%-1.87%-1.86%-1.12%4.13%4.56%
TRXG.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
-0.62%1.07%1.43%-2.16%-4.76%-1.80%6.08%6.04%

Correlation

The correlation between TRSG.L and TRXG.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.97

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

0.97

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

0.97

The correlation between TRSG.L and TRXG.L has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

TRSG.L vs. TRXG.L — Risk / Return Rank

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

TRSG.L
TRSG.L Risk / Return Rank: 2121
Overall Rank
TRSG.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TRSG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
TRSG.L Omega Ratio Rank: 2121
Omega Ratio Rank
TRSG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
TRSG.L Martin Ratio Rank: 1919
Martin Ratio Rank

TRXG.L
TRXG.L Risk / Return Rank: 2121
Overall Rank
TRXG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRXG.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRXG.L Omega Ratio Rank: 2121
Omega Ratio Rank
TRXG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
TRXG.L Martin Ratio Rank: 1919
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.

TRSG.L vs. TRXG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond UCITS ETF Dist (TRSG.L) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.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.


TRSG.LTRXG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.13

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.87

0.88

-0.01

Martin ratioReturn relative to average drawdown

2.08

2.12

-0.04

TRSG.L vs. TRXG.L - Sharpe Ratio Comparison

The current TRSG.L Sharpe Ratio is 0.75, which is comparable to the TRXG.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of TRSG.L and TRXG.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


TRSG.LTRXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.78

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.02

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.06

+0.01

Drawdowns

TRSG.L vs. TRXG.L - Drawdown Comparison

The maximum TRSG.L drawdown since its inception was -23.68%, smaller than the maximum TRXG.L drawdown of -26.41%. Use the drawdown chart below to compare losses from any high point for TRSG.L and TRXG.L.


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Drawdown Indicators


TRSG.LTRXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.68%

-26.41%

+2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-5.60%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-8.17%

-7.91%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.12%

-16.24%

+0.12%

Current Drawdown

Current decline from peak

-18.65%

-21.20%

+2.55%

Average Drawdown

Average peak-to-trough decline

-15.47%

-16.98%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.33%

-0.15%

Volatility

TRSG.L vs. TRXG.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond UCITS ETF Dist (TRSG.L) is 1.47%, while Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.L) has a volatility of 1.66%. This indicates that TRSG.L experiences smaller price fluctuations and is considered to be less risky than TRXG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRSG.LTRXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.66%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

4.66%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

6.33%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.71%

9.49%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.42%

10.17%

-0.75%

TRSG.L vs. TRXG.L - Expense Ratio Comparison

Both TRSG.L and TRXG.L have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TRSG.L vs. TRXG.L - Dividend Comparison

TRSG.L's dividend yield for the trailing twelve months is around 4.24%, which matches TRXG.L's 4.28% yield.


PositionTTM2025202420232022202120202019
TRSG.L
Invesco US Treasury Bond UCITS ETF Dist
4.24%4.22%4.16%3.85%1.94%1.12%1.69%2.01%
TRXG.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
4.28%4.25%4.24%3.55%2.38%1.60%1.94%2.07%

Frequently Asked Questions


With a correlation of 0.97, TRSG.L and TRXG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TRSG.L and TRXG.L have the same expense ratio: 0.06% per year.

TRSG.L tracks Bloomberg US Treasury Index, while TRXG.L tracks Bloomberg US 7-10 Year Treasury Bond Index.

Portfolio Optimizer

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