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

Performance

T1EU.DE vs. TRFE.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 Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.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 TRFE.DE's -1.53% 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*

TRFE.DE

1D
0.16%
1M
-0.36%
6M
-1.25%
YTD
-1.53%
1Y
1.55%
3Y*
0.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
T1EU.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc
0.85%2.00%3.48%2.83%-1.38%
TRFE.DE
Invesco US Treasury Bond UCITS ETF EUR Hdg Dist
-1.53%4.63%-1.17%1.55%4.74%

Correlation

The correlation between T1EU.DE and TRFE.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2022

0.30

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Return for Risk

T1EU.DE vs. TRFE.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

TRFE.DE
TRFE.DE Risk / Return Rank: 1515
Overall Rank
TRFE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TRFE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
TRFE.DE Omega Ratio Rank: 1414
Omega Ratio Rank
TRFE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
TRFE.DE Martin Ratio Rank: 1616
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. TRFE.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 Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.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.DETRFE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.35

1.07

+0.28

Calmar ratioReturn relative to maximum drawdown

3.62

0.45

+3.17

Martin ratioReturn relative to average drawdown

17.64

1.14

+16.50

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

The current T1EU.DE Sharpe Ratio is 1.27, which is higher than the TRFE.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of T1EU.DE and TRFE.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. TRFE.DE - Drawdown Comparison

The maximum T1EU.DE drawdown since its inception was -3.20%, smaller than the maximum TRFE.DE drawdown of -17.11%. Use the drawdown chart below to compare losses from any high point for T1EU.DE and TRFE.DE.


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Drawdown Indicators


T1EU.DETRFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.20%

-17.11%

+13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-0.51%

-3.40%

+2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-0.51%

-5.46%

+4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

Current Drawdown

Current decline from peak

0.00%

-9.97%

+9.97%

Average Drawdown

Average peak-to-trough decline

-0.85%

-10.81%

+9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

1.36%

-1.26%

Volatility

T1EU.DE vs. TRFE.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 Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.DE) has a volatility of 0.99%. This indicates that T1EU.DE experiences smaller price fluctuations and is considered to be less risky than TRFE.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.DETRFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.99%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

2.76%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

4.00%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.81%

11.19%

-10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.73%

11.19%

-10.46%

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

Both T1EU.DE and TRFE.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

T1EU.DE vs. TRFE.DE - Dividend Comparison

T1EU.DE has not paid dividends to shareholders, while TRFE.DE's dividend yield for the trailing twelve months is around 4.29%.


PositionTTM202520242023202220212020
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%
TRFE.DE
Invesco US Treasury Bond UCITS ETF EUR Hdg Dist
4.29%4.10%4.30%3.77%1.74%0.00%0.00%

Frequently Asked Questions


T1EU.DE and TRFE.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

T1EU.DE and TRFE.DE have the same expense ratio: 0.10% per year.

T1EU.DE tracks Bloomberg US Treasury Coupons Index, while TRFE.DE tracks Bloomberg U.S. Treasury Total Return Index.

Portfolio Optimizer

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