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2B7S.DE vs. T1EU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7S.DE vs. T1EU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2B7S.DE achieves a -0.20% return, which is significantly lower than T1EU.DE's 0.85% return.


2B7S.DE

1D
0.00%
1M
0.00%
6M
-0.20%
YTD
-0.20%
1Y
1.40%
3Y*
2.34%
5Y*
0.04%
10Y*

T1EU.DE

1D
0.00%
1M
0.14%
6M
0.81%
YTD
0.85%
1Y
1.84%
3Y*
2.69%
5Y*
1.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7S.DE vs. T1EU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.20%3.04%2.49%1.90%-5.78%-1.18%
T1EU.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc
0.85%2.00%3.48%2.83%-1.53%-0.76%

Correlation

The correlation between 2B7S.DE and T1EU.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.21

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

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.26

Over the past year, the correlation between 2B7S.DE and T1EU.DE has dropped to 0.06 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

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Return for Risk

2B7S.DE vs. T1EU.DE — Risk / Return Rank

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

2B7S.DE
2B7S.DE Risk / Return Rank: 2424
Overall Rank
2B7S.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 2121
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 2929
Martin Ratio Rank

T1EU.DE
T1EU.DE Risk / Return Rank: 6767
Overall Rank
T1EU.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
T1EU.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
T1EU.DE Omega Ratio Rank: 7575
Omega Ratio Rank
T1EU.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
T1EU.DE Martin Ratio Rank: 9292
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.

2B7S.DE vs. T1EU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


2B7S.DET1EU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.12

1.35

-0.23

Calmar ratioReturn relative to maximum drawdown

1.42

3.62

-2.20

Martin ratioReturn relative to average drawdown

3.37

17.64

-14.27

2B7S.DE vs. T1EU.DE - Sharpe Ratio Comparison

The current 2B7S.DE Sharpe Ratio is 0.55, which is lower than the T1EU.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of 2B7S.DE and T1EU.DE, 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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Drawdowns

2B7S.DE vs. T1EU.DE - Drawdown Comparison

The maximum 2B7S.DE drawdown since its inception was -7.68%, which is greater than T1EU.DE's maximum drawdown of -3.20%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and T1EU.DE.


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Drawdown Indicators


2B7S.DET1EU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-7.68%

-3.20%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-0.51%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-0.51%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-7.50%

-2.36%

-5.14%

Current Drawdown

Current decline from peak

-0.59%

0.00%

-0.59%

Average Drawdown

Average peak-to-trough decline

-3.24%

-0.85%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.10%

+0.31%

Volatility

2B7S.DE vs. T1EU.DE - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) has a higher volatility of 0.57% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) at 0.06%. This indicates that 2B7S.DE's price experiences larger fluctuations and is considered to be riskier than T1EU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7S.DET1EU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.06%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

1.05%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

2.52%

1.44%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

0.81%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

0.73%

+1.72%

2B7S.DE vs. T1EU.DE - Expense Ratio Comparison

Both 2B7S.DE and T1EU.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

2B7S.DE vs. T1EU.DE - Dividend Comparison

Neither 2B7S.DE nor T1EU.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
T1EU.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.13%

Frequently Asked Questions


2B7S.DE and T1EU.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

2B7S.DE and T1EU.DE have the same expense ratio: 0.10% per year.

2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index, while T1EU.DE tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco.

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