TRSY vs. ILS

Last updated Jun 23, 2026

TRSY (Xtrackers US 0-1 Year Treasury ETF) and ILS (Brookmont Catastrophic Bond ETF) are both exchange-traded funds - TRSY is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index, while ILS is a Nontraditional Bonds fund actively managed by Brookmont. TRSY is passively managed, while ILS is actively managed. Over the past year, TRSY returned 3.90% vs 7.46% for ILS. At a correlation of -0.10, they often move in opposite directions. TRSY charges 0.06%/yr vs 1.58%/yr for ILS.

Performance

TRSY vs. ILS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US 0-1 Year Treasury ETF (TRSY) and Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRSY achieves a 1.63% return, which is significantly lower than ILS's 2.17% return.

TRSY

• 1D: 0.03%
• 1M: 0.27%
• YTD: 1.63%
• 6M: 1.75%
• 1Y: 3.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILS

• 1D: 0.15%
• 1M: 1.16%
• YTD: 2.17%
• 6M: 2.46%
• 1Y: 7.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRSY vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
TRSY Xtrackers US 0-1 Year Treasury ETF	1.63%	3.17%
ILS Brookmont Catastrophic Bond ETF	2.17%	3.54%

Correlation

The correlation between TRSY and ILS is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.14
Correlation (All Time) Calculated using the full available price history since Apr 1, 2025	-0.10

Return for Risk

TRSY vs. ILS — Risk / Return Rank

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

TRSY

TRSY Risk / Return Rank: 99
TRSY Sharpe Ratio Rank: 99
TRSY Sortino Ratio Rank: 99
TRSY Omega Ratio Rank: 99
TRSY Calmar Ratio Rank: 99
TRSY Martin Ratio Rank: 100

ILS

ILS Risk / Return Rank: 95
ILS Sharpe Ratio Rank: 90
ILS Sortino Ratio Rank: 95
ILS Omega Ratio Rank: 94
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 98

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.

TRSY vs. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US 0-1 Year Treasury ETF (TRSY) and Brookmont Catastrophic Bond ETF (ILS). 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.

	TRSY	ILS	Difference
Sharpe ratio: Return per unit of total volatility	10.13	2.91	+7.22
Sortino ratio: Return per unit of downside risk	26.09	4.78	+21.30
Omega ratio: Gain probability vs. loss probability	6.18	1.65	+4.54
Calmar ratio: Return relative to maximum drawdown	59.08	13.55	+45.54
Martin ratio: Return relative to average drawdown	356.66	49.81	+306.85

TRSY vs. ILS - Sharpe Ratio Comparison

The current TRSY Sharpe Ratio is 10.13, which is higher than the ILS Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of TRSY and ILS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TRSY vs. ILS - Drawdown Comparison

The maximum TRSY drawdown since its inception was -0.82%, smaller than the maximum ILS drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for TRSY and ILS.

Drawdown Indicators

	TRSY	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-0.82%	-2.46%	+1.64%
Max Drawdown (1Y) Largest decline over 1 year	-0.07%	-0.55%	+0.48%
Current Drawdown Current decline from peak	-0.02%	0.00%	-0.02%
Average Drawdown Average peak-to-trough decline	-0.06%	-0.54%	+0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	0.15%	-0.14%

Volatility

TRSY vs. ILS - Volatility Comparison

The current volatility for Xtrackers US 0-1 Year Treasury ETF (TRSY) is 0.12%, while Brookmont Catastrophic Bond ETF (ILS) has a volatility of 0.83%. This indicates that TRSY experiences smaller price fluctuations and is considered to be less risky than ILS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRSY	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.12%	0.83%	-0.71%
Volatility (6M) Calculated over the trailing 6-month period	0.24%	1.68%	-1.44%
Volatility (1Y) Calculated over the trailing 1-year period	0.39%	2.58%	-2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.10%	3.78%	-2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.10%	3.78%	-2.68%

TRSY vs. ILS - Expense Ratio Comparison

TRSY has a 0.06% expense ratio, which is lower than ILS's 1.58% expense ratio.

Dividends

TRSY vs. ILS - Dividend Comparison

TRSY's dividend yield for the trailing twelve months is around 3.72%, less than ILS's 8.06% yield.

Position	TTM	2025	2024
ILS Brookmont Catastrophic Bond ETF	8.06%	6.06%	0.00%
TRSY Xtrackers US 0-1 Year Treasury ETF	3.72%	4.00%	0.96%

Frequently Asked Questions

Can I hold both TRSY and ILS in my portfolio?

TRSY and ILS have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRSY or ILS?

ILS has higher volatility (0.83%) compared to TRSY (0.12%). In terms of maximum drawdown, TRSY dropped -0.82% vs ILS's -2.46%.

Which ETF is better, TRSY or ILS?

On 1-year performance, ILS leads with 7.46% vs 3.90% for TRSY. On fees, TRSY is cheaper at 0.06% per year. On volatility, TRSY has been the lower-risk option at 0.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TRSY or ILS?

Over the 1-year period, ILS has performed better with a 7.46% return vs 3.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TRSY or ILS?

TRSY is cheaper with a 0.06% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, TRSY or ILS?

ILS has the higher dividend yield at 8.06%, compared with 3.72% for TRSY.

What is the main difference between TRSY and ILS?

TRSY is categorized as Government Bonds, while ILS is Nontraditional Bonds. They also come from different issuers: Xtrackers and Brookmont. Their fees differ too: 0.06% for TRSY and 1.58% for ILS.

Which has better risk-adjusted returns?

TRSY currently has the higher Sharpe Ratio (10.13 vs 2.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.