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TRXG.L vs. J13U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRXG.L vs. J13U.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 JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TRXG.L is traded in GBp, while J13U.L is traded in GBP. To make them comparable, the J13U.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, TRXG.L achieves a -0.62% return, which is significantly lower than J13U.L's 0.63% return.


TRXG.L

1D
0.23%
1M
0.98%
YTD
-0.62%
6M
-1.17%
1Y
4.95%
3Y*
0.11%
5Y*
0.15%
10Y*

J13U.L

1D
0.08%
1M
1.09%
YTD
0.63%
6M
0.21%
1Y
4.33%
3Y*
1.44%
5Y*
2.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRXG.L vs. J13U.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRXG.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
-0.62%1.07%1.43%-2.16%-4.76%-1.80%6.08%6.04%
J13U.L
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc)
0.63%-1.99%5.72%-1.65%7.69%0.64%-0.32%1.20%

Correlation

The correlation between TRXG.L and J13U.L is 0.81, 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

0.81

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

0.73

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2019

0.79

The correlation between TRXG.L and J13U.L has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

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Return for Risk

TRXG.L vs. J13U.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: 2121
Overall Rank
TRXG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRXG.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRXG.L Omega Ratio Rank: 2121
Omega Ratio Rank
TRXG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
TRXG.L Martin Ratio Rank: 1919
Martin Ratio Rank

J13U.L
J13U.L Risk / Return Rank: 2121
Overall Rank
J13U.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
J13U.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
J13U.L Omega Ratio Rank: 2020
Omega Ratio Rank
J13U.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
J13U.L Martin Ratio Rank: 2121
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. J13U.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 JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.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.


TRXG.LJ13U.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.14

1.12

+0.01

Calmar ratioReturn relative to maximum drawdown

0.88

0.96

-0.08

Martin ratioReturn relative to average drawdown

2.12

2.40

-0.28

TRXG.L vs. J13U.L - Sharpe Ratio Comparison

The current TRXG.L Sharpe Ratio is 0.78, which is comparable to the J13U.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TRXG.L and J13U.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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Sharpe Ratios by Period


TRXG.LJ13U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.70

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.36

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.25

-0.19

Drawdowns

TRXG.L vs. J13U.L - Drawdown Comparison

The maximum TRXG.L drawdown since its inception was -26.41%, which is greater than J13U.L's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for TRXG.L and J13U.L.


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Drawdown Indicators


TRXG.LJ13U.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.41%

-18.81%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.60%

-4.52%

-1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-7.91%

-8.92%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-16.30%

+0.06%

Current Drawdown

Current decline from peak

-21.20%

-7.77%

-13.43%

Average Drawdown

Average peak-to-trough decline

-16.98%

-9.16%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

1.80%

+0.53%

Volatility

TRXG.L vs. J13U.L - Volatility Comparison

Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.L) and JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.L) have volatilities of 1.66% and 1.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRXG.LJ13U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.72%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.66%

4.51%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

6.15%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.49%

8.06%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.17%

8.57%

+1.60%

TRXG.L vs. J13U.L - Expense Ratio Comparison

TRXG.L has a 0.06% expense ratio, which is lower than J13U.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. J13U.L - Dividend Comparison

TRXG.L's dividend yield for the trailing twelve months is around 4.28%, while J13U.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
J13U.L
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.18%
TRXG.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
4.28%4.25%4.24%3.55%2.38%1.60%1.94%2.07%0.00%

Frequently Asked Questions


TRXG.L and J13U.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 J13U.L.

TRXG.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while J13U.L tracks J.P. Morgan Government Bond US 1-3 Index. They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.06% for TRXG.L and 0.07% for J13U.L.

Portfolio Optimizer

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