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TRXG.L vs. CU71.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRXG.L vs. CU71.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.L) and iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with TRXG.L having a 1.77% return and CU71.L slightly higher at 1.85%.


TRXG.L

1D
-0.18%
1M
2.87%
YTD
1.77%
6M
2.67%
1Y
7.09%
3Y*
1.68%
5Y*
0.22%
10Y*

CU71.L

1D
-0.17%
1M
2.33%
YTD
1.85%
6M
2.57%
1Y
6.11%
3Y*
2.62%
5Y*
1.58%
10Y*
1.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRXG.L vs. CU71.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRXG.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
1.77%1.08%1.43%-2.16%-4.76%-1.80%6.08%-17.78%
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
1.85%-0.08%3.77%-1.43%1.45%-1.10%3.33%2.55%

Correlation

The correlation between TRXG.L and CU71.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

0.92

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2019

0.92

The correlation between TRXG.L and CU71.L has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

TRXG.L vs. CU71.L — Risk / Return Rank

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

TRXG.L
TRXG.L Risk / Return Rank: 3030
Overall Rank
TRXG.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TRXG.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
TRXG.L Omega Ratio Rank: 3030
Omega Ratio Rank
TRXG.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
TRXG.L Martin Ratio Rank: 2424
Martin Ratio Rank

CU71.L
CU71.L Risk / Return Rank: 2828
Overall Rank
CU71.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 2727
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 2424
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.

TRXG.L vs. CU71.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.L) and iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.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.


TRXG.LCU71.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.26

1.21

+0.05

Martin ratioReturn relative to average drawdown

2.95

2.91

+0.04

TRXG.L vs. CU71.L - Sharpe Ratio Comparison

The current TRXG.L Sharpe Ratio is 1.11, which is comparable to the CU71.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TRXG.L and CU71.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

TRXG.L vs. CU71.L - Drawdown Comparison

The maximum TRXG.L drawdown since its inception was -26.41%, roughly equal to the maximum CU71.L drawdown of -25.85%. Use the drawdown chart below to compare losses from any high point for TRXG.L and CU71.L.


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Drawdown Indicators


TRXG.LCU71.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.41%

-25.85%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.60%

-5.02%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-7.91%

-20.81%

+12.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-25.85%

+9.61%

Max Drawdown (10Y)

Largest decline over 10 years

-25.85%

Current Drawdown

Current decline from peak

-19.30%

-17.36%

-1.94%

Average Drawdown

Average peak-to-trough decline

-18.97%

-9.46%

-9.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.09%

+0.31%

Volatility

TRXG.L vs. CU71.L - Volatility Comparison

Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.L) has a higher volatility of 1.76% compared to iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) at 1.53%. This indicates that TRXG.L's price experiences larger fluctuations and is considered to be riskier than CU71.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRXG.LCU71.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.53%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

4.35%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.36%

5.99%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.48%

19.92%

-10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

15.62%

-2.56%

TRXG.L vs. CU71.L - Expense Ratio Comparison

TRXG.L has a 0.06% expense ratio, which is lower than CU71.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

TRXG.L vs. CU71.L - Dividend Comparison

TRXG.L's dividend yield for the trailing twelve months is around 4.24%, while CU71.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRXG.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
4.24%4.26%4.24%3.55%2.38%1.60%1.94%2.07%

Frequently Asked Questions


With a correlation of 0.94, TRXG.L and CU71.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, TRXG.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRXG.L is cheaper with a 0.06% expense ratio, compared with 0.07% for CU71.L.

TRXG.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.06% for TRXG.L and 0.07% for CU71.L.

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