T1EU.DE vs. E15G.DE
T1EU.DE (Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc) and E15G.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Dist)) are both Government Bonds funds - T1EU.DE tracks the Bloomberg US Treasury Coupons Index while E15G.DE tracks the Bloomberg Euro Treasury 50bn 15+ Year Bond Index. Both are passively managed. Over the past 5 years, T1EU.DE returned 1.42%/yr vs -8.79%/yr for E15G.DE. At a 0.16 correlation, their price movements are largely independent. T1EU.DE charges 0.10%/yr vs 0.15%/yr for E15G.DE.
Performance
T1EU.DE vs. E15G.DE - Performance Comparison
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Returns By Period
In the year-to-date period, T1EU.DE achieves a 0.92% return, which is significantly higher than E15G.DE's -1.02% return.
T1EU.DE
- 1D
- -0.02%
- 1M
- 0.21%
- 6M
- 0.85%
- YTD
- 0.92%
- 1Y
- 1.89%
- 3Y*
- 2.72%
- 5Y*
- 1.42%
- 10Y*
- —
E15G.DE
- 1D
- 0.30%
- 1M
- -2.83%
- 6M
- -2.08%
- YTD
- -1.02%
- 1Y
- -1.91%
- 3Y*
- -1.11%
- 5Y*
- -8.79%
- 10Y*
- —
T1EU.DE vs. E15G.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
T1EU.DE Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc | 0.92% | 2.00% | 3.48% | 2.83% | -1.53% | -0.93% | -0.22% |
E15G.DE Amundi Euro Government Bond 15+Y UCITS ETF (Dist) | -1.02% | -6.02% | -1.35% | 9.51% | -35.59% | -7.77% | 2.88% |
Correlation
The correlation between T1EU.DE and E15G.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
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 Sep 24, 2020 | 0.16 |
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Return for Risk
T1EU.DE vs. E15G.DE — Risk / Return Rank
T1EU.DE
E15G.DE
T1EU.DE vs. E15G.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 15+Y UCITS ETF (Dist) (E15G.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.DE | E15G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.97 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | -0.31 | +4.02 |
| Martin ratioReturn relative to average drawdown | 16.22 | -0.63 | +16.85 |
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Drawdowns
T1EU.DE vs. E15G.DE - Drawdown Comparison
The maximum T1EU.DE drawdown since its inception was -3.20%, smaller than the maximum E15G.DE drawdown of -46.08%. Use the drawdown chart below to compare losses from any high point for T1EU.DE and E15G.DE.
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Drawdown Indicators
| T1EU.DE | E15G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.20% | -46.08% | +42.88% |
Max Drawdown (1Y)Largest decline over 1 year | -0.51% | -6.17% | +5.66% |
Max Drawdown (3Y)Largest decline over 3 years | -0.51% | -12.77% | +12.26% |
Max Drawdown (5Y)Largest decline over 5 years | -2.36% | -44.05% | +41.69% |
Current DrawdownCurrent decline from peak | -0.02% | -40.88% | +40.86% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -29.75% | +28.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 3.05% | -2.93% |
Volatility
T1EU.DE vs. E15G.DE - Volatility Comparison
The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) is 0.64%, while Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.DE) has a volatility of 2.59%. This indicates that T1EU.DE experiences smaller price fluctuations and is considered to be less risky than E15G.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.DE | E15G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 2.59% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 1.22% | 7.35% | -6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.57% | 9.36% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.85% | 14.26% | -13.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.77% | 13.56% | -12.79% |
T1EU.DE vs. E15G.DE - Expense Ratio Comparison
T1EU.DE has a 0.10% expense ratio, which is lower than E15G.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. E15G.DE - Dividend Comparison
T1EU.DE has not paid dividends to shareholders, while E15G.DE's dividend yield for the trailing twelve months is around 3.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
E15G.DE Amundi Euro Government Bond 15+Y UCITS ETF (Dist) | 3.02% | 2.99% | 2.47% | 2.13% | 2.81% | 1.91% | 0.73% |
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 E15G.DE have a correlation of 0.15, 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 E15G.DE.
T1EU.DE tracks Bloomberg US Treasury Coupons Index, while E15G.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.10% for T1EU.DE and 0.15% for E15G.DE.
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