PortfoliosLab logoPortfoliosLab logo
T1EU.DE vs. EUN8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T1EU.DE vs. EUN8.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 iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, T1EU.DE achieves a 0.92% return, which is significantly higher than EUN8.DE's -2.15% 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*

EUN8.DE

1D
0.19%
1M
-1.79%
6M
-1.22%
YTD
-2.15%
1Y
-1.39%
3Y*
1.56%
5Y*
-4.18%
10Y*
-0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T1EU.DE vs. EUN8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%-0.47%
EUN8.DE
iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist)
-2.15%0.68%1.21%10.63%-25.03%-4.22%5.21%

Correlation

The correlation between T1EU.DE and EUN8.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2020

0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

T1EU.DE vs. EUN8.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: 6969
Overall Rank
T1EU.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
T1EU.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
T1EU.DE Omega Ratio Rank: 7575
Omega Ratio Rank
T1EU.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
T1EU.DE Martin Ratio Rank: 9191
Martin Ratio Rank

EUN8.DE
EUN8.DE Risk / Return Rank: 77
Overall Rank
EUN8.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUN8.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EUN8.DE Omega Ratio Rank: 77
Omega Ratio Rank
EUN8.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUN8.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. EUN8.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 iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.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.DEEUN8.DEDifference
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

-0.26

+3.97

Martin ratioReturn relative to average drawdown

16.22

-0.60

+16.82

T1EU.DE vs. EUN8.DE - Sharpe Ratio Comparison

The current T1EU.DE Sharpe Ratio is 1.20, which is higher than the EUN8.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of T1EU.DE and EUN8.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.


Loading charts...

Drawdowns

T1EU.DE vs. EUN8.DE - Drawdown Comparison

The maximum T1EU.DE drawdown since its inception was -3.20%, smaller than the maximum EUN8.DE drawdown of -29.75%. Use the drawdown chart below to compare losses from any high point for T1EU.DE and EUN8.DE.


Loading charts...

Drawdown Indicators


T1EU.DEEUN8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.20%

-29.75%

+26.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.51%

-5.41%

+4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-0.51%

-6.67%

+6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

-29.15%

+26.79%

Max Drawdown (10Y)

Largest decline over 10 years

-29.75%

Current Drawdown

Current decline from peak

-0.02%

-21.14%

+21.12%

Average Drawdown

Average peak-to-trough decline

-0.85%

-8.13%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

2.31%

-2.19%

Volatility

T1EU.DE vs. EUN8.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 iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.DE) has a volatility of 1.77%. This indicates that T1EU.DE experiences smaller price fluctuations and is considered to be less risky than EUN8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


T1EU.DEEUN8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

1.77%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

5.65%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

1.57%

6.98%

-5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.85%

9.38%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.77%

8.31%

-7.54%

T1EU.DE vs. EUN8.DE - Expense Ratio Comparison

T1EU.DE has a 0.10% expense ratio, which is lower than EUN8.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. EUN8.DE - Dividend Comparison

T1EU.DE has not paid dividends to shareholders, while EUN8.DE's dividend yield for the trailing twelve months is around 1.68%.


PositionTTM20252024202320222021202020192018201720162015
EUN8.DE
iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist)
1.68%3.14%2.95%2.09%0.52%0.31%0.58%1.20%1.26%1.13%1.26%0.75%
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%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


T1EU.DE and EUN8.DE have a correlation of 0.16, 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 EUN8.DE.

T1EU.DE tracks Bloomberg US Treasury Coupons Index, while EUN8.DE tracks Bloomberg Euro Government Bond 10-15 Year Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for T1EU.DE and 0.15% for EUN8.DE.

Portfolio Optimizer

Find the right allocation for T1EU.DE and EUN8.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer