TRSX.L vs. IUSM.DE
Compare and contrast key facts about SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) and iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE).
TRSX.L and IUSM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRSX.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 17, 2016. IUSM.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year. It was launched on Dec 8, 2006. Both TRSX.L and IUSM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRSX.L or IUSM.DE.
Key characteristics
| TRSX.L | IUSM.DE | |
|---|---|---|
| YTD Return | -0.03% | 0.54% |
| 1Y Return | 5.46% | 2.48% |
| 3Y Return (Ann) | -3.96% | -3.59% |
| 5Y Return (Ann) | -1.47% | -1.86% |
| Sharpe Ratio | 0.70 | 0.62 |
| Sortino Ratio | 1.07 | 0.95 |
| Omega Ratio | 1.13 | 1.12 |
| Calmar Ratio | 0.24 | 0.19 |
| Martin Ratio | 1.95 | 1.83 |
| Ulcer Index | 2.54% | 2.44% |
| Daily Std Dev | 7.06% | 7.28% |
| Max Drawdown | -23.60% | -23.19% |
| Current Drawdown | -16.85% | -19.75% |
Correlation
The correlation between TRSX.L and IUSM.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TRSX.L vs. IUSM.DE - Performance Comparison
In the year-to-date period, TRSX.L achieves a -0.03% return, which is significantly lower than IUSM.DE's 0.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRSX.L vs. IUSM.DE - Expense Ratio Comparison
TRSX.L has a 0.15% expense ratio, which is higher than IUSM.DE's 0.07% 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%.
Risk-Adjusted Performance
TRSX.L vs. IUSM.DE - Risk-Adjusted Performance 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 (Dist) (IUSM.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.
Dividends
TRSX.L vs. IUSM.DE - Dividend Comparison
TRSX.L's dividend yield for the trailing twelve months is around 3.57%, while IUSM.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRSX.L SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 3.57% | 2.71% | 1.65% | 1.02% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.00% | 0.00% | 1.93% | 0.95% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.83% |
Drawdowns
TRSX.L vs. IUSM.DE - Drawdown Comparison
The maximum TRSX.L drawdown since its inception was -23.60%, roughly equal to the maximum IUSM.DE drawdown of -23.19%. Use the drawdown chart below to compare losses from any high point for TRSX.L and IUSM.DE. For additional features, visit the drawdowns tool.
Volatility
TRSX.L vs. IUSM.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) is 1.84%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) has a volatility of 3.02%. This indicates that TRSX.L experiences smaller price fluctuations and is considered to be less risky than IUSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.