1DTE.MI vs. TMUS

Last updated Jun 4, 2026

1DTE.MI (Deutsche Telekom AG) and TMUS (T-Mobile US, Inc.) are both stocks. Both operate in the Telecom Services industry within the Communication Services sector. Over the past 10 years, 1DTE.MI returned 11.02%/yr vs 15.59%/yr for TMUS. At a 0.22 correlation, their price movements are largely independent.

Performance

1DTE.MI vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Telekom AG (1DTE.MI) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

1DTE.MI is traded in EUR, while TMUS is traded in USD. To make them comparable, the TMUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1DTE.MI achieves a 2.36% return, which is significantly higher than TMUS's -8.63% return. Over the past 10 years, 1DTE.MI has underperformed TMUS with an annualized return of 11.02%, while TMUS has yielded a comparatively higher 15.59% annualized return.

1DTE.MI

• 1D: -2.91%
• 1M: 3.47%
• YTD: 2.36%
• 6M: 6.20%
• 1Y: -13.37%
• 3Y*: 15.82%
• 5Y*: 13.74%
• 10Y*: 11.02%

TMUS

• 1D: -3.70%
• 1M: -5.50%
• YTD: -8.63%
• 6M: -11.60%
• 1Y: -25.71%
• 3Y*: 10.09%
• 5Y*: 6.59%
• 10Y*: 15.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

1DTE.MI vs. TMUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1DTE.MI Deutsche Telekom AG	2.36%	0.58%	38.78%	23.57%	14.40%	8.00%	21.73%	4.68%	4.31%	-5.94%
TMUS T-Mobile US, Inc.	-8.63%	-17.67%	48.93%	11.57%	28.19%	-7.56%	57.78%	26.07%	4.86%	-3.14%

Correlation

The correlation between 1DTE.MI and TMUS is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007	0.22

Over the past year, 1DTE.MI and TMUS have become more correlated (0.47) than their long-term average of 0.22, meaning their price movements have been converging.

Return for Risk

1DTE.MI vs. TMUS — Risk / Return Rank

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

1DTE.MI

1DTE.MI Risk / Return Rank: 19
1DTE.MI Sharpe Ratio Rank: 17
1DTE.MI Sortino Ratio Rank: 17
1DTE.MI Omega Ratio Rank: 17
1DTE.MI Calmar Ratio Rank: 22
1DTE.MI Martin Ratio Rank: 23

TMUS

TMUS Risk / Return Rank: 7
TMUS Sharpe Ratio Rank: 5
TMUS Sortino Ratio Rank: 7
TMUS Omega Ratio Rank: 9
TMUS Calmar Ratio Rank: 8
TMUS Martin Ratio Rank: 8

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.

1DTE.MI vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (1DTE.MI) and T-Mobile US, Inc. (TMUS). 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.

	1DTE.MI	TMUS	Difference
Sharpe ratio Return per unit of total volatility	-0.55	-0.99	+0.44
Sortino ratio Return per unit of downside risk	-0.66	-1.41	+0.75
Omega ratio Gain probability vs. loss probability	0.92	0.84	+0.08
Calmar ratio Return relative to maximum drawdown	-0.56	-0.85	+0.29
Martin ratio Return relative to average drawdown	-0.92	-1.46	+0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1DTE.MI vs. TMUS - Sharpe Ratio Comparison

The current 1DTE.MI Sharpe Ratio is -0.55, which is higher than the TMUS Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of 1DTE.MI and TMUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	1DTE.MI	TMUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.55	-0.99	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.27	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.58	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.21	+0.20

Drawdowns

1DTE.MI vs. TMUS - Drawdown Comparison

The maximum 1DTE.MI drawdown since its inception was -40.52%, smaller than the maximum TMUS drawdown of -82.64%. Use the drawdown chart below to compare losses from any high point for 1DTE.MI and TMUS.

Drawdown Indicators

	1DTE.MI	TMUS	Difference
Max Drawdown Largest peak-to-trough decline	-40.52%	-82.64%	+42.12%
Max Drawdown (1Y) Largest decline over 1 year	-23.95%	-30.52%	+6.57%
Max Drawdown (3Y) Largest decline over 3 years	-24.65%	-40.39%	+15.74%
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	-40.39%	+15.74%
Max Drawdown (10Y) Largest decline over 10 years	-35.39%	-40.39%	+5.00%
Current Drawdown Current decline from peak	-16.83%	-38.55%	+21.72%
Average Drawdown Average peak-to-trough decline	-11.47%	-24.49%	+13.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.49%	17.64%	-3.15%

Volatility

1DTE.MI vs. TMUS - Volatility Comparison

Deutsche Telekom AG (1DTE.MI) and T-Mobile US, Inc. (TMUS) have volatilities of 6.24% and 6.55%, 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.

Volatility by Period

	1DTE.MI	TMUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.24%	6.55%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	18.39%	20.21%	-1.82%
Volatility (1Y) Calculated over the trailing 1-year period	24.14%	25.98%	-1.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.61%	24.22%	-3.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.76%	26.81%	-6.05%

Dividends

1DTE.MI vs. TMUS - Dividend Comparison

1DTE.MI's dividend yield for the trailing twelve months is around 3.57%, more than TMUS's 2.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1DTE.MI Deutsche Telekom AG	3.57%	3.19%	2.66%	3.25%	3.56%	3.68%	11.49%	4.76%	4.42%	4.06%	3.38%	3.01%
TMUS T-Mobile US, Inc.	2.17%	1.80%	1.28%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both 1DTE.MI and TMUS in my portfolio?

1DTE.MI and TMUS have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.