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TSY3.L vs. TRS5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSY3.L vs. TRS5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) and SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TSY3.L is traded in GBP, while TRS5.L is traded in USD. To make them comparable, the TRS5.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSY3.L achieves a 2.54% return, which is significantly higher than TRS5.L's 2.03% return. Over the past 10 years, TSY3.L has outperformed TRS5.L with an annualized return of 1.73%, while TRS5.L has yielded a comparatively lower 1.23% annualized return.


TSY3.L

1D
-0.30%
1M
1.98%
YTD
2.54%
6M
3.14%
1Y
6.37%
3Y*
2.97%
5Y*
2.90%
10Y*
1.73%

TRS5.L

1D
-0.04%
1M
2.51%
YTD
2.03%
6M
2.71%
1Y
6.62%
3Y*
2.58%
5Y*
1.48%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSY3.L vs. TRS5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
2.54%-2.01%5.77%-1.64%7.59%0.49%-0.43%0.21%7.82%-8.39%
TRS5.L
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
2.03%-0.36%3.79%-1.02%1.28%-1.52%3.65%1.42%7.22%-7.75%

Correlation

The correlation between TSY3.L and TRS5.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

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

0.70

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

0.72

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

0.76

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

0.77

The correlation between TSY3.L and TRS5.L has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

TSY3.L vs. TRS5.L — Risk / Return Rank

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

TSY3.L
TSY3.L Risk / Return Rank: 2929
Overall Rank
TSY3.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TSY3.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
TSY3.L Omega Ratio Rank: 2828
Omega Ratio Rank
TSY3.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
TSY3.L Martin Ratio Rank: 2828
Martin Ratio Rank

TRS5.L
TRS5.L Risk / Return Rank: 2929
Overall Rank
TRS5.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TRS5.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRS5.L Omega Ratio Rank: 2929
Omega Ratio Rank
TRS5.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
TRS5.L Martin Ratio Rank: 2626
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.

TSY3.L vs. TRS5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) and SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.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.


TSY3.LTRS5.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

1.42

1.18

+0.24

Martin ratioReturn relative to average drawdown

3.63

3.07

+0.56

TSY3.L vs. TRS5.L - Sharpe Ratio Comparison

The current TSY3.L Sharpe Ratio is 1.03, which is comparable to the TRS5.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TSY3.L and TRS5.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

TSY3.L vs. TRS5.L - Drawdown Comparison

The maximum TSY3.L drawdown since its inception was -41.41%, which is greater than TRS5.L's maximum drawdown of -20.46%. Use the drawdown chart below to compare losses from any high point for TSY3.L and TRS5.L.


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Drawdown Indicators


TSY3.LTRS5.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.41%

-20.46%

-20.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

-5.61%

+1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-8.93%

-7.60%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.38%

-16.10%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

-20.46%

+1.71%

Current Drawdown

Current decline from peak

-7.18%

-11.36%

+4.18%

Average Drawdown

Average peak-to-trough decline

-19.44%

-11.13%

-8.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.15%

-0.40%

Volatility

TSY3.L vs. TRS5.L - Volatility Comparison

SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) and SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.L) have volatilities of 1.56% and 1.62%, 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


TSY3.LTRS5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.62%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

5.14%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

6.17%

6.46%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

8.57%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.70%

9.07%

-0.37%

TSY3.L vs. TRS5.L - Expense Ratio Comparison

Both TSY3.L and TRS5.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TSY3.L vs. TRS5.L - Dividend Comparison

TSY3.L's dividend yield for the trailing twelve months is around 3.85%, less than TRS5.L's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
TRS5.L
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
3.92%3.68%3.24%1.97%1.12%0.98%1.66%2.13%1.66%1.40%0.47%0.00%
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
3.85%4.25%4.06%3.02%0.61%0.56%1.84%2.14%1.78%1.34%0.87%0.80%

Frequently Asked Questions


TSY3.L and TRS5.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TSY3.L and TRS5.L have the same expense ratio: 0.05% per year.

TSY3.L tracks Bloomberg US 1-3 Year Treasury Bond Index, while TRS5.L tracks Bloomberg US 3-7 Year Treasury Bond Index.

Portfolio Optimizer

Find the right allocation for TSY3.L and TRS5.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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