T1EU.DE vs. SXRL.DE
T1EU.DE (Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc) and SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) are both Government Bonds funds - T1EU.DE tracks the Bloomberg US Treasury Coupons Index while SXRL.DE tracks the ICE US Treasury 3-7 Year. Both are passively managed. Over the past 5 years, T1EU.DE returned 1.42%/yr vs 1.02%/yr for SXRL.DE. At a 0.07 correlation, their price movements are largely independent. T1EU.DE charges 0.10%/yr vs 0.07%/yr for SXRL.DE.
Performance
T1EU.DE vs. SXRL.DE - Performance Comparison
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Different Trading Currencies
T1EU.DE is traded in EUR, while SXRL.DE is traded in USD. To make them comparable, the SXRL.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, T1EU.DE achieves a 0.92% return, which is significantly lower than SXRL.DE's 2.56% 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*
- —
SXRL.DE
- 1D
- 0.17%
- 1M
- 0.53%
- 6M
- 1.57%
- YTD
- 2.56%
- 1Y
- 4.46%
- 3Y*
- 3.18%
- 5Y*
- 1.02%
- 10Y*
- 0.94%
T1EU.DE vs. SXRL.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% | -0.47% |
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 2.56% | -4.83% | 8.08% | 1.19% | -4.08% | 6.08% | -8.76% |
Correlation
The correlation between T1EU.DE and SXRL.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2020 | 0.07 |
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Return for Risk
T1EU.DE vs. SXRL.DE — Risk / Return Rank
T1EU.DE
SXRL.DE
T1EU.DE vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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 | SXRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.14 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 0.99 | +2.72 |
| Martin ratioReturn relative to average drawdown | 16.22 | 2.82 | +13.40 |
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Drawdowns
T1EU.DE vs. SXRL.DE - Drawdown Comparison
The maximum T1EU.DE drawdown since its inception was -3.20%, smaller than the maximum SXRL.DE drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for T1EU.DE and SXRL.DE.
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Drawdown Indicators
| T1EU.DE | SXRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.20% | -17.10% | +13.90% |
Max Drawdown (1Y)Largest decline over 1 year | -0.51% | -4.47% | +3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -0.51% | -10.18% | +9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -2.36% | -12.16% | +9.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.10% | — |
Current DrawdownCurrent decline from peak | -0.02% | -4.86% | +4.84% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -6.68% | +5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 1.57% | -1.45% |
Volatility
T1EU.DE vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) has a volatility of 1.26%. This indicates that T1EU.DE experiences smaller price fluctuations and is considered to be less risky than SXRL.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 | SXRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 1.26% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 1.22% | 4.35% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.57% | 5.82% | -4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.85% | 7.82% | -6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.77% | 7.48% | -6.71% |
T1EU.DE vs. SXRL.DE - Expense Ratio Comparison
T1EU.DE has a 0.10% expense ratio, which is higher than SXRL.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. SXRL.DE - Dividend Comparison
Neither T1EU.DE nor SXRL.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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
T1EU.DE and SXRL.DE have a correlation of 0.10, 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.
T1EU.DE tracks Bloomberg US Treasury Coupons Index, while SXRL.DE tracks ICE US Treasury 3-7 Year. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for T1EU.DE and 0.07% for SXRL.DE.
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