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

Performance

T1EU.DE vs. DBXG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) and Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.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, T1EU.DE achieves a 0.85% return, which is significantly higher than DBXG.DE's -0.84% return.


T1EU.DE

1D
0.00%
1M
0.14%
6M
0.81%
YTD
0.85%
1Y
1.84%
3Y*
2.69%
5Y*
1.40%
10Y*

DBXG.DE

1D
-0.11%
1M
-2.23%
6M
-1.97%
YTD
-0.84%
1Y
-2.25%
3Y*
-2.25%
5Y*
-11.34%
10Y*
-3.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
T1EU.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc
0.85%2.00%3.48%2.83%-1.53%-0.93%-0.47%
DBXG.DE
Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc)
-0.84%-9.41%-3.96%9.47%-40.42%-9.69%10.73%

Correlation

The correlation between T1EU.DE and DBXG.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.13

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

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Return for Risk

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

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

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

DBXG.DE
DBXG.DE Risk / Return Rank: 77
Overall Rank
DBXG.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DBXG.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DBXG.DE Omega Ratio Rank: 77
Omega Ratio Rank
DBXG.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DBXG.DE Martin Ratio Rank: 66
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) and Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.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.


T1EU.DEDBXG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.35

0.98

+0.38

Calmar ratioReturn relative to maximum drawdown

3.62

-0.33

+3.95

Martin ratioReturn relative to average drawdown

17.64

-0.64

+18.28

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

The current T1EU.DE Sharpe Ratio is 1.27, which is higher than the DBXG.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of T1EU.DE and DBXG.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

T1EU.DE vs. DBXG.DE - Drawdown Comparison

The maximum T1EU.DE drawdown since its inception was -3.20%, smaller than the maximum DBXG.DE drawdown of -53.51%. Use the drawdown chart below to compare losses from any high point for T1EU.DE and DBXG.DE.


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Drawdown Indicators


T1EU.DEDBXG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.20%

-53.51%

+50.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.51%

-6.77%

+6.26%

Max Drawdown (3Y)

Largest decline over 3 years

-0.51%

-17.62%

+17.11%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

-51.05%

+48.69%

Max Drawdown (10Y)

Largest decline over 10 years

-53.51%

Current Drawdown

Current decline from peak

0.00%

-49.84%

+49.84%

Average Drawdown

Average peak-to-trough decline

-0.85%

-16.11%

+15.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

3.53%

-3.43%

Volatility

T1EU.DE vs. DBXG.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) is 0.06%, while Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.DE) has a volatility of 2.98%. This indicates that T1EU.DE experiences smaller price fluctuations and is considered to be less risky than DBXG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


T1EU.DEDBXG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

2.98%

-2.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

8.36%

-7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

11.08%

-9.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.81%

17.72%

-16.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.73%

15.16%

-14.43%

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

T1EU.DE has a 0.10% expense ratio, which is lower than DBXG.DE's 0.15% 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

T1EU.DE vs. DBXG.DE - Dividend Comparison

Neither T1EU.DE nor DBXG.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
DBXG.DE
Xtrackers II Eurozone Government Bond 25+ 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


T1EU.DE and DBXG.DE have a correlation of 0.14, 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 DBXG.DE.

T1EU.DE tracks Bloomberg US Treasury Coupons Index, while DBXG.DE tracks iBoxx EUR Eurozone 25+ Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.10% for T1EU.DE and 0.15% for DBXG.DE.

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