TRSX.L vs. IDTM.L
TRSX.L (SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF) and IDTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF USD (Dist)) are both Government Bonds funds - TRSX.L tracks the Bloomberg US 7-10 Year Treasury Bond Index while IDTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index. Both are passively managed. Over the past 5 years, TRSX.L returned -1.03%/yr vs 33.68%/yr for IDTM.L. At a 0.28 correlation, their price movements are largely independent. TRSX.L charges 0.05%/yr vs 0.07%/yr for IDTM.L.
Performance
TRSX.L vs. IDTM.L - Performance Comparison
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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%
TRSX.L vs. IDTM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
TRSX.L
IDTM.L
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.L | IDTM.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRSX.L | IDTM.L | Difference | |
|---|---|---|---|
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.L | IDTM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.76% | -3.25% | -7.51% |
Average DrawdownAverage peak-to-trough decline | -11.02% | -4.31% | -6.71% |
Ulcer IndexDepth 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.L | IDTM.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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