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EXX6.DE vs. T1EU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX6.DE vs. T1EU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.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, EXX6.DE achieves a 1.03% return, which is significantly higher than T1EU.DE's 0.83% return.


EXX6.DE

1D
-0.39%
1M
1.35%
6M
1.77%
YTD
1.03%
1Y
-3.32%
3Y*
-2.08%
5Y*
-8.14%
10Y*
-3.64%

T1EU.DE

1D
0.02%
1M
0.18%
6M
0.74%
YTD
0.83%
1Y
1.84%
3Y*
2.74%
5Y*
1.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX6.DE vs. T1EU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EXX6.DE
iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE)
1.03%-8.67%-3.08%6.87%-32.78%-4.96%2.09%
T1EU.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc
0.83%2.00%3.48%2.83%-1.53%-0.93%-0.47%

Correlation

The correlation between EXX6.DE and T1EU.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.16

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

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2020

0.16

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Return for Risk

EXX6.DE vs. T1EU.DE — Risk / Return Rank

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

EXX6.DE
EXX6.DE Risk / Return Rank: 55
Overall Rank
EXX6.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EXX6.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
EXX6.DE Omega Ratio Rank: 55
Omega Ratio Rank
EXX6.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
EXX6.DE Martin Ratio Rank: 55
Martin Ratio Rank

T1EU.DE
T1EU.DE Risk / Return Rank: 6666
Overall Rank
T1EU.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
T1EU.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
T1EU.DE Omega Ratio Rank: 7272
Omega Ratio Rank
T1EU.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
T1EU.DE Martin Ratio Rank: 9191
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.

EXX6.DE vs. T1EU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.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.


EXX6.DET1EU.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

0.94

1.35

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.48

3.62

-4.11

Martin ratioReturn relative to average drawdown

-0.93

17.64

-18.57

EXX6.DE vs. T1EU.DE - Sharpe Ratio Comparison

The current EXX6.DE Sharpe Ratio is -0.43, which is lower than the T1EU.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of EXX6.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

EXX6.DE vs. T1EU.DE - Drawdown Comparison

The maximum EXX6.DE drawdown since its inception was -44.22%, 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 EXX6.DE and T1EU.DE.


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Drawdown Indicators


EXX6.DET1EU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-3.20%

-41.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-0.51%

-6.32%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-0.51%

-14.97%

Max Drawdown (5Y)

Largest decline over 5 years

-40.54%

-2.36%

-38.18%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

Current Drawdown

Current decline from peak

-42.12%

0.00%

-42.12%

Average Drawdown

Average peak-to-trough decline

-12.89%

-0.86%

-12.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

0.10%

+3.44%

Volatility

EXX6.DE vs. T1EU.DE - Volatility Comparison

iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.DE) has a higher volatility of 2.00% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) at 0.10%. This indicates that EXX6.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


EXX6.DET1EU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

0.10%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

1.12%

+4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

7.70%

1.45%

+6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.95%

0.80%

+12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.18%

0.73%

+10.45%

EXX6.DE vs. T1EU.DE - Expense Ratio Comparison

EXX6.DE has a 0.16% expense ratio, which is higher than T1EU.DE's 0.10% 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%.


Dividends

EXX6.DE vs. T1EU.DE - Dividend Comparison

EXX6.DE's dividend yield for the trailing twelve months is around 2.28%, while T1EU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXX6.DE
iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE)
2.28%2.18%1.91%1.96%2.26%1.73%1.79%2.06%1.87%2.61%2.67%2.80%
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%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXX6.DE and T1EU.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, T1EU.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

T1EU.DE is cheaper with a 0.10% expense ratio, compared with 0.16% for EXX6.DE.

EXX6.DE tracks eb.rexx Government Germany 10.5+ Index, while T1EU.DE tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.16% for EXX6.DE and 0.10% for T1EU.DE.

Portfolio Optimizer

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