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

Performance

SXRL.DE vs. T1EU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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

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

SXRL.DE
SXRL.DE Risk / Return Rank: 3434
Overall Rank
SXRL.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 3030
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.

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.DET1EU.DEDifference
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

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

The current SXRL.DE Sharpe Ratio is 1.12, which is higher than the T1EU.DE Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SXRL.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

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.DET1EU.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.49%

-3.68%

+2.19%

Average Drawdown

Average peak-to-trough decline

-2.78%

-8.07%

+5.29%

Ulcer Index

Depth 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.DET1EU.DEDifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

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