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In five years at Chelsea, Rudiger has won the Champions League, Europa League, Club World Cup and an FA Cup, but Saturday’s defeat to Liverpool meant he will bow out without another winners’ medal around his neck.
“It's been five years as normal with ups and downs, but with a lot of positive things,” he told reporters.
“That's why I'm even more frustrated because I wanted to have a different ending.”
Rudiger refused to look beyond the penalty shootout defeat after Kostas Tsimikas’ winning spot-kick, which replicated Liverpool’s victory over Chelsea in the Carabao Cup final earlier this year.
“I think it was a good game like the Carabao Cup final,” he added.
“We had chances, they had chances. But at the end of the day we know that penalties are always a lottery. We lost. At the end of the day it's about winning.
“It's about today, it's not about next season. The game was about today and it was there to take and, yeah, unfortunately we didn't.”