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UB74.L vs. TRIS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UB74.L vs. TRIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UB74.L achieves a 0.66% return, which is significantly lower than TRIS.L's 1.60% return.


UB74.L

1D
0.12%
1M
1.13%
YTD
0.66%
6M
0.25%
1Y
4.37%
3Y*
1.43%
5Y*
2.86%
10Y*
2.42%

TRIS.L

1D
0.05%
1M
1.33%
YTD
1.60%
6M
1.14%
1Y
4.90%
3Y*
2.01%
5Y*
4.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB74.L vs. TRIS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
0.66%-2.06%5.76%-1.65%7.62%0.57%-1.62%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
1.60%-2.79%6.84%-0.75%12.57%1.25%-3.44%

Correlation

The correlation between UB74.L and TRIS.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2020

0.98

The correlation between UB74.L and TRIS.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

UB74.L vs. TRIS.L — Risk / Return Rank

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

UB74.L
UB74.L Risk / Return Rank: 2121
Overall Rank
UB74.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UB74.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
UB74.L Omega Ratio Rank: 2020
Omega Ratio Rank
UB74.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
UB74.L Martin Ratio Rank: 2121
Martin Ratio Rank

TRIS.L
TRIS.L Risk / Return Rank: 2222
Overall Rank
TRIS.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRIS.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
TRIS.L Omega Ratio Rank: 2121
Omega Ratio Rank
TRIS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
TRIS.L Martin Ratio Rank: 2222
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.

UB74.L vs. TRIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.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.


UB74.LTRIS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.94

1.09

-0.14

Martin ratioReturn relative to average drawdown

2.39

2.75

-0.35

UB74.L vs. TRIS.L - Sharpe Ratio Comparison

The current UB74.L Sharpe Ratio is 0.71, which is comparable to the TRIS.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of UB74.L and TRIS.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


UB74.LTRIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.76

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.52

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.26

+0.01

Drawdowns

UB74.L vs. TRIS.L - Drawdown Comparison

The maximum UB74.L drawdown since its inception was -18.81%, roughly equal to the maximum TRIS.L drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for UB74.L and TRIS.L.


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Drawdown Indicators


UB74.LTRIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

-18.99%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-4.49%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-8.93%

-9.71%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-16.33%

-15.37%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

Current Drawdown

Current decline from peak

-7.81%

-5.66%

-2.15%

Average Drawdown

Average peak-to-trough decline

-8.27%

-9.81%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.78%

+0.04%

Volatility

UB74.L vs. TRIS.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) is 1.70%, while Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) has a volatility of 2.02%. This indicates that UB74.L experiences smaller price fluctuations and is considered to be less risky than TRIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UB74.LTRIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

2.02%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

4.71%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.14%

6.45%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.08%

8.34%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

8.80%

+0.47%

UB74.L vs. TRIS.L - Expense Ratio Comparison

UB74.L has a 0.05% expense ratio, which is lower than TRIS.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

UB74.L vs. TRIS.L - Dividend Comparison

UB74.L's dividend yield for the trailing twelve months is around 3.69%, less than TRIS.L's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
4.01%4.26%4.87%4.68%1.52%0.10%0.57%0.00%0.00%0.00%0.00%0.00%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.69%4.94%3.67%2.23%0.41%0.36%1.68%2.28%1.10%0.65%0.62%0.41%

Frequently Asked Questions


With a correlation of 0.98, UB74.L and TRIS.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, UB74.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB74.L is cheaper with a 0.05% expense ratio, compared with 0.06% for TRIS.L.

UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index, while TRIS.L tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.05% for UB74.L and 0.06% for TRIS.L.

Portfolio Optimizer

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