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TRSX.L vs. TRS5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRSX.L vs. TRS5.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 SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.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 -0.84% return, which is significantly lower than TRS5.L's -0.06% return. Over the past 10 years, TRSX.L has underperformed TRS5.L with an annualized return of 0.55%, while TRS5.L has yielded a comparatively higher 1.21% annualized return.


TRSX.L

1D
0.12%
1M
0.39%
YTD
-0.84%
6M
-0.28%
1Y
3.05%
3Y*
2.76%
5Y*
-1.09%
10Y*
0.55%

TRS5.L

1D
0.18%
1M
0.61%
YTD
-0.06%
6M
0.36%
1Y
3.01%
3Y*
3.87%
5Y*
0.46%
10Y*
1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRSX.L vs. TRS5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
-0.84%8.40%-0.27%3.37%-15.02%-3.14%9.54%8.79%0.61%2.71%
TRS5.L
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
-0.06%7.28%2.01%4.18%-9.49%-2.44%6.78%5.43%1.21%0.99%

Correlation

The correlation between TRSX.L and TRS5.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2016

0.94

The correlation between TRSX.L and TRS5.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

TRSX.L vs. TRS5.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: 1919
Overall Rank
TRSX.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRSX.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
TRSX.L Omega Ratio Rank: 1919
Omega Ratio Rank
TRSX.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
TRSX.L Martin Ratio Rank: 2020
Martin Ratio Rank

TRS5.L
TRS5.L Risk / Return Rank: 2929
Overall Rank
TRS5.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TRS5.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRS5.L Omega Ratio Rank: 2929
Omega Ratio Rank
TRS5.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
TRS5.L Martin Ratio Rank: 2626
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. TRS5.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 SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRSX.LTRS5.LDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.12

1.19

-0.06

Calmar ratioReturn relative to maximum drawdown

0.77

1.20

-0.43

Martin ratioReturn relative to average drawdown

2.19

3.39

-1.20

TRSX.L vs. TRS5.L - Sharpe Ratio Comparison

The current TRSX.L Sharpe Ratio is 0.70, which is lower than the TRS5.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of TRSX.L and TRS5.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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Drawdowns

TRSX.L vs. TRS5.L - Drawdown Comparison

The maximum TRSX.L drawdown since its inception was -23.62%, which is greater than TRS5.L's maximum drawdown of -14.35%. Use the drawdown chart below to compare losses from any high point for TRSX.L and TRS5.L.


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Drawdown Indicators


TRSX.LTRS5.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.62%

-14.35%

-9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-2.50%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-7.22%

-3.72%

-3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-13.64%

-7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-23.62%

-14.35%

-9.27%

Current Drawdown

Current decline from peak

-10.84%

-1.27%

-9.57%

Average Drawdown

Average peak-to-trough decline

-8.80%

-3.79%

-5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

0.89%

+0.54%

Volatility

TRSX.L vs. TRS5.L - Volatility Comparison

SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) has a higher volatility of 1.29% compared to SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.L) at 0.87%. This indicates that TRSX.L's price experiences larger fluctuations and is considered to be riskier than TRS5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRSX.LTRS5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.87%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

2.19%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

2.86%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

4.72%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.32%

3.76%

+2.56%

TRSX.L vs. TRS5.L - Expense Ratio Comparison

Both TRSX.L and TRS5.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TRSX.L vs. TRS5.L - Dividend Comparison

TRSX.L's dividend yield for the trailing twelve months is around 4.09%, more than TRS5.L's 3.92% yield.


PositionTTM2025202420232022202120202019201820172016
TRS5.L
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
3.92%3.68%3.24%1.97%1.12%0.98%1.66%2.13%1.66%1.40%0.47%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.09%3.90%3.57%2.71%1.65%1.02%1.56%2.34%2.07%1.88%0.74%

Frequently Asked Questions


With a correlation of 0.94, TRSX.L and TRS5.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 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TRSX.L and TRS5.L have the same expense ratio: 0.05% per year.

TRSX.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while TRS5.L tracks Bloomberg US 3-7 Year Treasury Bond Index.

Portfolio Optimizer

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