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

Performance

T1EU.DE vs. DFOB.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 Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.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 DFOB.DE's -0.67% 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*

DFOB.DE

1D
-0.14%
1M
-2.31%
6M
-1.87%
YTD
-0.67%
1Y
-1.97%
3Y*
-2.27%
5Y*
-11.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

T1EU.DE vs. DFOB.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%-0.22%
DFOB.DE
Amundi Euro Government Bond 25+Y UCITS ETF (Dist)
-0.67%-10.03%-3.74%9.37%-40.96%-10.62%3.53%

Correlation

The correlation between T1EU.DE and DFOB.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

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.16

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Return for Risk

T1EU.DE vs. DFOB.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

DFOB.DE
DFOB.DE Risk / Return Rank: 77
Overall Rank
DFOB.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DFOB.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DFOB.DE Omega Ratio Rank: 77
Omega Ratio Rank
DFOB.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DFOB.DE Martin Ratio Rank: 77
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. DFOB.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 Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.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.DEDFOB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.35

0.98

+0.37

Calmar ratioReturn relative to maximum drawdown

3.62

-0.29

+3.92

Martin ratioReturn relative to average drawdown

17.64

-0.57

+18.21

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

The current T1EU.DE Sharpe Ratio is 1.27, which is higher than the DFOB.DE Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of T1EU.DE and DFOB.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. DFOB.DE - Drawdown Comparison

The maximum T1EU.DE drawdown since its inception was -3.20%, smaller than the maximum DFOB.DE drawdown of -54.51%. Use the drawdown chart below to compare losses from any high point for T1EU.DE and DFOB.DE.


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Drawdown Indicators


T1EU.DEDFOB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.20%

-54.51%

+51.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.51%

-6.66%

+6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-0.51%

-18.08%

+17.57%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

-51.78%

+49.42%

Current Drawdown

Current decline from peak

0.00%

-51.03%

+51.03%

Average Drawdown

Average peak-to-trough decline

-0.85%

-36.47%

+35.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

3.45%

-3.35%

Volatility

T1EU.DE vs. DFOB.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 Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.DE) has a volatility of 2.93%. This indicates that T1EU.DE experiences smaller price fluctuations and is considered to be less risky than DFOB.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.DEDFOB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

2.93%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

8.27%

-7.22%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

10.87%

-9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.81%

17.95%

-17.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.73%

17.10%

-16.37%

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

T1EU.DE has a 0.10% expense ratio, which is higher than DFOB.DE's 0.07% 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

T1EU.DE vs. DFOB.DE - Dividend Comparison

T1EU.DE has not paid dividends to shareholders, while DFOB.DE's dividend yield for the trailing twelve months is around 3.41%.


PositionTTM202520242023202220212020
DFOB.DE
Amundi Euro Government Bond 25+Y UCITS ETF (Dist)
3.41%3.39%1.55%2.16%2.43%1.51%0.58%
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 DFOB.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, DFOB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFOB.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for T1EU.DE.

T1EU.DE tracks Bloomberg US Treasury Coupons Index, while DFOB.DE tracks Bloomberg Euro Treasury 50bn 25+ Year Bond Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.10% for T1EU.DE and 0.07% for DFOB.DE.

Portfolio Optimizer

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