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EUN6.DE vs. TRFE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN6.DE vs. TRFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) and Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.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, EUN6.DE achieves a 0.06% return, which is significantly higher than TRFE.DE's -1.43% return.


EUN6.DE

1D
-0.01%
1M
0.18%
6M
0.83%
YTD
0.06%
1Y
0.85%
3Y*
2.47%
5Y*
1.42%
10Y*
0.40%

TRFE.DE

1D
0.19%
1M
-0.39%
6M
-0.87%
YTD
-1.43%
1Y
1.36%
3Y*
0.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN6.DE vs. TRFE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
0.06%2.16%3.57%2.74%-0.84%
TRFE.DE
Invesco US Treasury Bond UCITS ETF EUR Hdg Dist
-1.43%4.63%-1.17%1.55%4.74%

Correlation

The correlation between EUN6.DE and TRFE.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2022

0.20

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Return for Risk

EUN6.DE vs. TRFE.DE — Risk / Return Rank

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

EUN6.DE
EUN6.DE Risk / Return Rank: 3131
Overall Rank
EUN6.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUN6.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EUN6.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUN6.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUN6.DE Martin Ratio Rank: 2222
Martin Ratio Rank

TRFE.DE
TRFE.DE Risk / Return Rank: 1616
Overall Rank
TRFE.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TRFE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
TRFE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
TRFE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
TRFE.DE Martin Ratio Rank: 1616
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.

EUN6.DE vs. TRFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) and Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.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.


EUN6.DETRFE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.29

1.06

+0.23

Calmar ratioReturn relative to maximum drawdown

0.87

0.40

+0.47

Martin ratioReturn relative to average drawdown

1.90

0.99

+0.92

EUN6.DE vs. TRFE.DE - Sharpe Ratio Comparison

The current EUN6.DE Sharpe Ratio is 0.72, which is higher than the TRFE.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of EUN6.DE and TRFE.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

EUN6.DE vs. TRFE.DE - Drawdown Comparison

The maximum EUN6.DE drawdown since its inception was -4.94%, smaller than the maximum TRFE.DE drawdown of -17.11%. Use the drawdown chart below to compare losses from any high point for EUN6.DE and TRFE.DE.


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Drawdown Indicators


EUN6.DETRFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.94%

-17.11%

+12.17%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-3.40%

+2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

-5.46%

+4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-4.51%

Current Drawdown

Current decline from peak

-0.08%

-9.88%

+9.80%

Average Drawdown

Average peak-to-trough decline

-1.32%

-10.81%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

1.38%

-0.94%

Volatility

EUN6.DE vs. TRFE.DE - Volatility Comparison

The current volatility for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) is 0.11%, while Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.DE) has a volatility of 1.02%. This indicates that EUN6.DE experiences smaller price fluctuations and is considered to be less risky than TRFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN6.DETRFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

1.02%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

0.57%

2.75%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

1.17%

3.99%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.80%

11.18%

-10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.70%

11.18%

-10.48%

EUN6.DE vs. TRFE.DE - Expense Ratio Comparison

EUN6.DE has a 0.07% expense ratio, which is lower than TRFE.DE's 0.10% 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

EUN6.DE vs. TRFE.DE - Dividend Comparison

EUN6.DE's dividend yield for the trailing twelve months is around 0.96%, less than TRFE.DE's 4.28% yield.


PositionTTM2025202420232022
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
0.96%2.79%2.18%0.00%0.00%
TRFE.DE
Invesco US Treasury Bond UCITS ETF EUR Hdg Dist
4.28%4.10%4.30%3.77%1.74%

Frequently Asked Questions


EUN6.DE and TRFE.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUN6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUN6.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for TRFE.DE.

EUN6.DE tracks Bloomberg Euro Short Treasury (0-12 Month) Bond Index, while TRFE.DE tracks Bloomberg U.S. Treasury Total Return Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for EUN6.DE and 0.10% for TRFE.DE.

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