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TRXS.L vs. USFR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRXS.L vs. USFR.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 GBP Hedged Dist (TRXS.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TRXS.L is traded in GBp, while USFR.L is traded in USD. To make them comparable, the USFR.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, TRXS.L achieves a -1.00% return, which is significantly lower than USFR.L's 2.56% return.


TRXS.L

1D
-0.06%
1M
-0.33%
6M
-0.90%
YTD
-1.00%
1Y
3.67%
3Y*
2.46%
5Y*
-1.97%
10Y*

USFR.L

1D
-1.00%
1M
0.38%
6M
2.21%
YTD
2.56%
1Y
3.75%
3Y*
3.86%
5Y*
4.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRXS.L vs. USFR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRXS.L
Invesco US Treasury Bond 7-10 Year UCITS ETF GBP Hedged Dist
-1.00%8.01%-0.64%2.50%-16.05%-3.23%8.89%5.66%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
2.56%-3.25%7.31%-0.29%14.19%0.79%-2.38%0.45%

Correlation

The correlation between TRXS.L and USFR.L is -0.24, 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

-0.24

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

-0.27

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

-0.22

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2019

-0.14

The correlation between TRXS.L and USFR.L shifts across timeframes, from -0.27 (3 years) to -0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TRXS.L vs. USFR.L — Risk / Return Rank

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

TRXS.L
TRXS.L Risk / Return Rank: 2525
Overall Rank
TRXS.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TRXS.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
TRXS.L Omega Ratio Rank: 2424
Omega Ratio Rank
TRXS.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
TRXS.L Martin Ratio Rank: 2323
Martin Ratio Rank

USFR.L
USFR.L Risk / Return Rank: 8787
Overall Rank
USFR.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
USFR.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
USFR.L Omega Ratio Rank: 9797
Omega Ratio Rank
USFR.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
USFR.L Martin Ratio Rank: 9898
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.

TRXS.L vs. USFR.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 GBP Hedged Dist (TRXS.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.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.


TRXS.LUSFR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.14

1.10

+0.05

Calmar ratioReturn relative to maximum drawdown

0.88

0.74

+0.15

Martin ratioReturn relative to average drawdown

2.36

1.98

+0.38

TRXS.L vs. USFR.L - Sharpe Ratio Comparison

The current TRXS.L Sharpe Ratio is 0.80, which is higher than the USFR.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TRXS.L and USFR.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

TRXS.L vs. USFR.L - Drawdown Comparison

The maximum TRXS.L drawdown since its inception was -25.32%, which is greater than USFR.L's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for TRXS.L and USFR.L.


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Drawdown Indicators


TRXS.LUSFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.32%

-18.16%

-7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-5.07%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-7.53%

-10.12%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-15.71%

-7.07%

Current Drawdown

Current decline from peak

-13.54%

-5.27%

-8.27%

Average Drawdown

Average peak-to-trough decline

-11.27%

-8.84%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.89%

-0.36%

Volatility

TRXS.L vs. USFR.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond 7-10 Year UCITS ETF GBP Hedged Dist (TRXS.L) is 1.24%, while WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) has a volatility of 2.24%. This indicates that TRXS.L experiences smaller price fluctuations and is considered to be less risky than USFR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRXS.LUSFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

2.24%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

5.25%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

6.87%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.52%

8.91%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.87%

9.07%

-2.20%

TRXS.L vs. USFR.L - Expense Ratio Comparison

TRXS.L has a 0.10% expense ratio, which is lower than USFR.L's 0.15% 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

TRXS.L vs. USFR.L - Dividend Comparison

TRXS.L's dividend yield for the trailing twelve months is around 4.29%, less than USFR.L's 4.73% yield.


PositionTTM2025202420232022202120202019
TRXS.L
Invesco US Treasury Bond 7-10 Year UCITS ETF GBP Hedged Dist
4.29%4.11%4.30%3.44%2.42%1.59%1.77%2.00%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
4.73%4.32%5.24%4.58%0.78%0.00%0.57%1.09%

Frequently Asked Questions


TRXS.L and USFR.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRXS.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRXS.L is cheaper with a 0.10% expense ratio, compared with 0.15% for USFR.L.

TRXS.L tracks Invesco US Treasury Bond 7-10 Year UCITS ETF GBP Hedged Dist, while USFR.L tracks Bloomberg US Treasury Floating Rate Bond Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.10% for TRXS.L and 0.15% for USFR.L.

Portfolio Optimizer

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