PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XUTD.L vs. TRE7.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XUTD.L vs. TRE7.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) and Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.L).

XUTD.L and TRE7.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUTD.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 7, 2009. TRE7.L is a passively managed fund by Invesco that tracks the performance of the Bloomberg US Treasury 3-7 Year Index. It was launched on Feb 20, 2024. Both XUTD.L and TRE7.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XUTD.L vs. TRE7.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) and Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XUTD.L vs. TRE7.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D		-0.11%6.38%0.77%3.91%-12.78%-2.45%7.94%7.15%
TRE7.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist		-0.24%7.31%2.08%4.25%-9.37%-2.35%6.98%5.81%

Returns By Period

In the year-to-date period, XUTD.L achieves a -0.11% return, which is significantly higher than TRE7.L's -0.24% return.

XUTD.L

1D
0.21%
1M
-1.19%
YTD
-0.11%
6M
0.87%
1Y
3.07%
3Y*
2.68%
5Y*
-0.25%
10Y*
0.97%

TRE7.L

1D
0.06%
1M
-1.07%
YTD
-0.24%
6M
0.94%
1Y
3.95%
3Y*
3.67%
5Y*
0.58%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers II US Treasuries UCITS ETF 1D

Invesco US Treasury Bond 3-7 Year UCITS ETF Dist

Often compared with XUTD.L:
XUTD.L vs. DTLA.LXUTD.L vs. SGOV
Often compared with TRE7.L:
TRE7.L vs. PRAB.DETRE7.L vs. FLO5.LTRE7.L vs. U03A.LTRE7.L vs. IBTA.LTRE7.L vs. SSHY.LTRE7.L vs. STYC.LTRE7.L vs. VUTY.L

XUTD.L vs. TRE7.L - Expense Ratio Comparison

XUTD.L has a 0.07% expense ratio, which is higher than TRE7.L's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D
TRE7.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist

Return for Risk

XUTD.L vs. TRE7.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUTD.L
XUTD.L Risk / Return Rank: 3232
Overall Rank
XUTD.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XUTD.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
XUTD.L Omega Ratio Rank: 2929
Omega Ratio Rank
XUTD.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
XUTD.L Martin Ratio Rank: 2828
Martin Ratio Rank
TRE7.L
TRE7.L Risk / Return Rank: 6161
Overall Rank
TRE7.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TRE7.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
TRE7.L Omega Ratio Rank: 5757
Omega Ratio Rank
TRE7.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
TRE7.L Martin Ratio Rank: 5555
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.

XUTD.L vs. TRE7.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) and Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.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.

XUTD.LTRE7.LDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.18

-0.45

Sortino ratio

Return per unit of downside risk

1.04

1.75

-0.71

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.09

Calmar ratio

Return relative to maximum drawdown

1.05

1.77

-0.73

Martin ratio

Return relative to average drawdown

2.73

5.96

-3.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUTD.L vs. TRE7.L - Sharpe Ratio Comparison

The current XUTD.L Sharpe Ratio is 0.73, which is lower than the TRE7.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of XUTD.L and TRE7.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

XUTD.LTRE7.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.18

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.12

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.43

0.00

Correlation

The correlation between XUTD.L and TRE7.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XUTD.L vs. TRE7.L - Dividend Comparison

XUTD.L's dividend yield for the trailing twelve months is around 3.38%, less than TRE7.L's 4.13% yield.

TTM2025202420232022202120202019201820172016
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D		3.38%3.27%3.65%2.39%1.95%3.42%1.08%1.47%1.35%1.34%2.12%
TRE7.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist		4.13%4.09%4.23%3.61%1.72%0.87%1.29%1.89%0.00%0.00%0.00%

Drawdowns

XUTD.L vs. TRE7.L - Drawdown Comparison

The maximum XUTD.L drawdown since its inception was -19.61%, which is greater than TRE7.L's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for XUTD.L and TRE7.L.

Loading graphics...

Drawdown Indicators

XUTD.LTRE7.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-14.12%

-5.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-2.31%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-13.54%

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

—

—

Current Drawdown

Current decline from peak

-7.43%

-1.40%

-6.03%

Average Drawdown

Average peak-to-trough decline

-5.53%

-4.50%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.69%

+0.48%

Volatility

XUTD.L vs. TRE7.L - Volatility Comparison

Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) has a higher volatility of 1.37% compared to Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRE7.L) at 1.13%. This indicates that XUTD.L's price experiences larger fluctuations and is considered to be riskier than TRE7.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

XUTD.LTRE7.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.13%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

1.88%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

3.35%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

4.72%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

4.28%

+0.76%