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

Performance

TRSX.L vs. XUTD.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 Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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 XUTD.L's 0.46% return. Over the past 10 years, TRSX.L has underperformed XUTD.L with an annualized return of 0.55%, while XUTD.L has yielded a comparatively higher 0.80% 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%

XUTD.L

1D
0.14%
1M
1.11%
YTD
0.46%
6M
0.84%
1Y
3.75%
3Y*
3.06%
5Y*
-0.36%
10Y*
0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRSX.L vs. XUTD.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%
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D
0.46%6.38%0.77%3.90%-12.78%-2.45%7.94%7.21%0.66%2.22%

Correlation

The correlation between TRSX.L and XUTD.L is 0.96 - 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

0.96

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

0.98

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

0.98

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

0.96

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

0.96

The correlation between TRSX.L and XUTD.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

TRSX.L vs. XUTD.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

XUTD.L
XUTD.L Risk / Return Rank: 2828
Overall Rank
XUTD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XUTD.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
XUTD.L Omega Ratio Rank: 2828
Omega Ratio Rank
XUTD.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
XUTD.L Martin Ratio Rank: 2727
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. XUTD.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 Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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.LXUTD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratioReturn relative to maximum drawdown

0.77

1.22

-0.45

Martin ratioReturn relative to average drawdown

2.19

3.46

-1.28

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

The current TRSX.L Sharpe Ratio is 0.70, which is lower than the XUTD.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TRSX.L and XUTD.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. XUTD.L - Drawdown Comparison

The maximum TRSX.L drawdown since its inception was -23.62%, which is greater than XUTD.L's maximum drawdown of -19.61%. Use the drawdown chart below to compare losses from any high point for TRSX.L and XUTD.L.


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Drawdown Indicators


TRSX.LXUTD.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.62%

-19.61%

-4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-3.05%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-7.22%

-5.34%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-17.01%

-4.07%

Max Drawdown (10Y)

Largest decline over 10 years

-23.62%

-19.61%

-4.01%

Current Drawdown

Current decline from peak

-10.84%

-6.90%

-3.94%

Average Drawdown

Average peak-to-trough decline

-8.80%

-4.86%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.08%

+0.35%

Volatility

TRSX.L vs. XUTD.L - Volatility Comparison

SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) has a higher volatility of 1.29% compared to Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) at 1.00%. This indicates that TRSX.L's price experiences larger fluctuations and is considered to be riskier than XUTD.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.LXUTD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.00%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

2.62%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

3.60%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

5.77%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.32%

5.04%

+1.28%

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

TRSX.L has a 0.05% expense ratio, which is lower than XUTD.L's 0.06% 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. XUTD.L - Dividend Comparison

TRSX.L's dividend yield for the trailing twelve months is around 4.09%, more than XUTD.L's 3.45% yield.


PositionTTM2025202420232022202120202019201820172016
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%
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D
3.45%3.27%3.65%2.39%1.95%3.42%1.08%1.47%1.35%1.34%2.12%

Frequently Asked Questions


With a correlation of 0.96, TRSX.L and XUTD.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.

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 0.06% for XUTD.L.

TRSX.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while XUTD.L tracks iBoxx USD Treasuries Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.05% for TRSX.L and 0.06% for XUTD.L.

Portfolio Optimizer

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