IS05.DE vs. T1EU.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and T1EU.DE (Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc) are both Government Bonds funds - IS05.DE tracks the Markit iBoxx EUR Eurozone 20yr Target Duration Index while T1EU.DE tracks the Bloomberg US Treasury Coupons Index. Both are passively managed. Over the past 5 years, IS05.DE returned -9.93%/yr vs 1.40%/yr for T1EU.DE. At a 0.15 correlation, their price movements are largely independent. IS05.DE charges 0.15%/yr vs 0.10%/yr for T1EU.DE.
Performance
IS05.DE vs. T1EU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IS05.DE achieves a 1.47% return, which is significantly higher than T1EU.DE's 0.83% return.
IS05.DE
- 1D
- -0.31%
- 1M
- 1.16%
- 6M
- 2.43%
- YTD
- 1.47%
- 1Y
- -4.25%
- 3Y*
- -2.92%
- 5Y*
- -9.93%
- 10Y*
- -4.35%
T1EU.DE
- 1D
- 0.02%
- 1M
- 0.18%
- 6M
- 0.74%
- YTD
- 0.83%
- 1Y
- 1.84%
- 3Y*
- 2.74%
- 5Y*
- 1.40%
- 10Y*
- —
IS05.DE vs. T1EU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 1.47% | -10.87% | -5.27% | 8.12% | -36.40% | -8.01% | 5.44% |
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 IS05.DE and T1EU.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2020 | 0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IS05.DE vs. T1EU.DE — Risk / Return Rank
IS05.DE
T1EU.DE
IS05.DE vs. T1EU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.
| IS05.DE | T1EU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.35 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.62 | -4.22 |
| Martin ratioReturn relative to average drawdown | -1.04 | 17.64 | -18.68 |
Loading charts...
Drawdowns
IS05.DE vs. T1EU.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, 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 IS05.DE and T1EU.DE.
Loading charts...
Drawdown Indicators
| IS05.DE | T1EU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -3.20% | -46.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -0.51% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -0.51% | -18.45% |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | -2.36% | -43.95% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | — | — |
Current DrawdownCurrent decline from peak | -47.01% | 0.00% | -47.01% |
Average DrawdownAverage peak-to-trough decline | -21.75% | -0.86% | -20.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 0.10% | +3.66% |
Volatility
IS05.DE vs. T1EU.DE - Volatility Comparison
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) has a higher volatility of 2.71% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) at 0.10%. This indicates that IS05.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.
Loading charts...
Volatility by Period
| IS05.DE | T1EU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 0.10% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 1.12% | +6.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.20% | 1.45% | +8.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 0.80% | +14.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 0.73% | +14.74% |
IS05.DE vs. T1EU.DE - Expense Ratio Comparison
IS05.DE has a 0.15% 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
IS05.DE vs. T1EU.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.54%, while T1EU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.54% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
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
IS05.DE and T1EU.DE have a correlation of 0.10, 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 0.15% for IS05.DE.
IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index, while T1EU.DE tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for IS05.DE and 0.10% for T1EU.DE.
Find the right allocation for IS05.DE and T1EU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer