SXRL.DE vs. T1EU.DE
SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and T1EU.DE (Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc) are both Government Bonds funds - SXRL.DE tracks the ICE US Treasury 3-7 Year while T1EU.DE tracks the Bloomberg US Treasury Coupons Index. Both are passively managed. Over the past 5 years, SXRL.DE returned 0.36%/yr vs 0.83%/yr for T1EU.DE. At a 0.23 correlation, their price movements are largely independent. SXRL.DE charges 0.07%/yr vs 0.10%/yr for T1EU.DE.
Performance
SXRL.DE vs. T1EU.DE - Performance Comparison
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Different Trading Currencies
SXRL.DE is traded in USD, while T1EU.DE is traded in EUR. To make them comparable, the T1EU.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRL.DE achieves a -0.21% return, which is significantly higher than T1EU.DE's -1.51% return.
SXRL.DE
- 1D
- 0.17%
- 1M
- -0.03%
- 6M
- -0.28%
- YTD
- -0.21%
- 1Y
- 3.26%
- 3Y*
- 3.84%
- 5Y*
- 0.36%
- 10Y*
- 1.32%
T1EU.DE
- 1D
- 0.46%
- 1M
- -0.87%
- 6M
- -0.68%
- YTD
- -1.51%
- 1Y
- 0.71%
- 3Y*
- 3.44%
- 5Y*
- 0.83%
- 10Y*
- —
SXRL.DE vs. T1EU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.21% | 7.42% | 1.92% | 4.32% | -9.33% | -2.32% | 0.78% |
T1EU.DE Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc | -1.51% | 15.15% | -2.43% | 6.08% | -6.95% | -8.74% | 10.79% |
Correlation
The correlation between SXRL.DE and T1EU.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2020 | 0.23 |
The correlation between SXRL.DE and T1EU.DE shifts across timeframes, from 0.23 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRL.DE vs. T1EU.DE — Risk / Return Rank
SXRL.DE
T1EU.DE
SXRL.DE vs. T1EU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.
| SXRL.DE | T1EU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.02 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 0.15 | +1.19 |
| Martin ratioReturn relative to average drawdown | 3.47 | 0.32 | +3.14 |
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Drawdowns
SXRL.DE vs. T1EU.DE - Drawdown Comparison
The maximum SXRL.DE drawdown since its inception was -14.09%, smaller than the maximum T1EU.DE drawdown of -24.20%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and T1EU.DE.
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Drawdown Indicators
| SXRL.DE | T1EU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -24.20% | +10.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -4.77% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -7.71% | +4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | -21.05% | +7.55% |
Max Drawdown (10Y)Largest decline over 10 years | -14.09% | — | — |
Current DrawdownCurrent decline from peak | -1.49% | -3.68% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -8.07% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 2.18% | -1.24% |
Volatility
SXRL.DE vs. T1EU.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 0.84%, while Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) has a volatility of 1.58%. This indicates that SXRL.DE experiences smaller price fluctuations and is considered to be less risky 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
| SXRL.DE | T1EU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 1.58% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.24% | 4.44% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.90% | 6.22% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.69% | 7.68% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.84% | 7.43% | -3.59% |
SXRL.DE vs. T1EU.DE - Expense Ratio Comparison
SXRL.DE has a 0.07% expense ratio, which is lower than T1EU.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
SXRL.DE vs. T1EU.DE - Dividend Comparison
Neither SXRL.DE nor T1EU.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (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
SXRL.DE and T1EU.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for T1EU.DE.
SXRL.DE tracks ICE US Treasury 3-7 Year, while T1EU.DE tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for SXRL.DE and 0.10% for T1EU.DE.
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