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TRSX.L vs. IDTM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRSX.L vs. IDTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) and iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.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, TRSX.L achieves a -0.29% return, which is significantly higher than IDTM.L's -1.67% return.


TRSX.L

1D
-0.29%
1M
-0.50%
YTD
-0.29%
6M
-0.96%
1Y
4.24%
3Y*
2.45%
5Y*
-1.03%
10Y*

IDTM.L

1D
-0.29%
1M
-1.05%
YTD
-1.67%
6M
-1.49%
1Y
3.10%
3Y*
2.34%
5Y*
33.68%
10Y*
22.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRSX.L vs. IDTM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
-0.29%8.02%-0.62%3.29%-14.99%-2.94%9.77%6.30%-2.18%-0.07%
IDTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)
-1.67%7.33%1.12%2.88%116.97%187.86%9.38%8.43%-0.05%-0.56%

Correlation

The correlation between TRSX.L and IDTM.L is 0.65, 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

0.65

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

0.41

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

0.28

Over the past year, TRSX.L and IDTM.L have become more correlated (0.65) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

TRSX.L vs. IDTM.L — Risk / Return Rank

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

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

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

TRSX.L vs. IDTM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) and iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.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.


TRSX.LIDTM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratioReturn relative to maximum drawdown

1.75

0.75

+0.99

Martin ratioReturn relative to average drawdown

4.57

2.24

+2.33

TRSX.L vs. IDTM.L - Sharpe Ratio Comparison

The current TRSX.L Sharpe Ratio is 1.24, which is higher than the IDTM.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TRSX.L and IDTM.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


TRSX.LIDTM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.65

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.43

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.32

-0.18

Drawdowns

TRSX.L vs. IDTM.L - Drawdown Comparison

The maximum TRSX.L drawdown since its inception was -23.50%, which is greater than IDTM.L's maximum drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for TRSX.L and IDTM.L.


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Drawdown Indicators


TRSX.LIDTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.50%

-13.21%

-10.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-4.11%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-7.35%

-7.38%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

-13.21%

-7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-13.21%

Current Drawdown

Current decline from peak

-10.76%

-3.25%

-7.51%

Average Drawdown

Average peak-to-trough decline

-11.02%

-4.31%

-6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.38%

+0.86%

Volatility

TRSX.L vs. IDTM.L - Volatility Comparison

SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) and iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist) (IDTM.L) have volatilities of 1.88% and 1.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRSX.LIDTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

1.96%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

3.50%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.74%

4.77%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

78.73%

-65.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.54%

59.70%

-46.16%

TRSX.L vs. IDTM.L - Expense Ratio Comparison

TRSX.L has a 0.05% expense ratio, which is lower than IDTM.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

TRSX.L vs. IDTM.L - Dividend Comparison

TRSX.L's dividend yield for the trailing twelve months is around 4.10%, more than IDTM.L's 3.26% yield.


PositionTTM2025202420232022202120202019201820172016
IDTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)
3.26%3.11%5.23%2.48%66.26%84.42%1.24%1.92%1.82%1.49%1.45%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.10%3.93%3.59%2.71%1.65%1.02%1.56%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TRSX.L and IDTM.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRSX.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRSX.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IDTM.L.

TRSX.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while IDTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.05% for TRSX.L and 0.07% for IDTM.L.

Portfolio Optimizer

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