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

Performance

TSY3.L vs. TRXG.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 Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.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 TRXG.L is traded in GBp. To make them comparable, the TRXG.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 0.72% return, which is significantly higher than TRXG.L's -0.62% return.


TSY3.L

1D
0.10%
1M
1.10%
YTD
0.72%
6M
0.32%
1Y
4.44%
3Y*
1.49%
5Y*
2.87%
10Y*
2.44%

TRXG.L

1D
0.23%
1M
0.98%
YTD
-0.62%
6M
-1.17%
1Y
4.95%
3Y*
0.11%
5Y*
0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
0.72%-2.00%5.79%-1.65%7.59%0.51%-0.46%1.12%
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%

Correlation

The correlation between TSY3.L and TRXG.L is 0.82, 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

0.82

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

0.72

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 TSY3.L and TRXG.L has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.

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Return for Risk

TSY3.L vs. TRXG.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: 2121
Overall Rank
TSY3.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSY3.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
TSY3.L Omega Ratio Rank: 2020
Omega Ratio Rank
TSY3.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
TSY3.L Martin Ratio Rank: 2121
Martin Ratio Rank

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
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. TRXG.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 Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.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.


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

-0.06

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratioReturn relative to maximum drawdown

0.98

0.88

+0.10

Martin ratioReturn relative to average drawdown

2.50

2.12

+0.38

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

The current TSY3.L Sharpe Ratio is 0.72, which is comparable to the TRXG.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of TSY3.L and TRXG.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


TSY3.LTRXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.78

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.02

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.06

+0.24

Drawdowns

TSY3.L vs. TRXG.L - Drawdown Comparison

The maximum TSY3.L drawdown since its inception was -18.75%, smaller than the maximum TRXG.L drawdown of -26.41%. Use the drawdown chart below to compare losses from any high point for TSY3.L and TRXG.L.


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Drawdown Indicators


TSY3.LTRXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-26.41%

+7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-5.60%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-8.92%

-7.91%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.38%

-16.24%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

Current Drawdown

Current decline from peak

-7.69%

-21.20%

+13.51%

Average Drawdown

Average peak-to-trough decline

-7.81%

-16.98%

+9.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.33%

-0.56%

Volatility

TSY3.L vs. TRXG.L - Volatility Comparison

SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TRXG.L) have volatilities of 1.67% and 1.66%, 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.LTRXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.66%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

4.66%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.14%

6.33%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

9.49%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

10.17%

-0.88%

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

TSY3.L has a 0.05% expense ratio, which is lower than TRXG.L's 0.06% 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

TSY3.L vs. TRXG.L - Dividend Comparison

TSY3.L's dividend yield for the trailing twelve months is around 3.92%, less than TRXG.L's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
3.92%4.25%4.07%3.02%0.60%0.56%1.84%2.14%1.31%1.04%0.63%0.52%

Frequently Asked Questions


TSY3.L and TRXG.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSY3.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSY3.L is cheaper with a 0.05% expense ratio, compared with 0.06% for TRXG.L.

TSY3.L tracks Bloomberg US 1-3 Year Treasury Bond Index, while TRXG.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.05% for TSY3.L and 0.06% for TRXG.L.

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