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T7EU.DE vs. D500.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

T7EU.DE vs. D500.DE

Last updated Jul 4, 2026
See Documentation

T7EU.DE (Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - T7EU.DE is a Government Bonds fund tracking the Bloomberg U.S. Treasury 3-7 Year Index, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, T7EU.DE returned 2.08%/yr vs 18.56%/yr for D500.DE. At a correlation of -0.07, they often move in opposite directions.

Performance

T7EU.DE vs. D500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist (T7EU.DE) and Invesco S&P 500 UCITS ETF Dist (D500.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, T7EU.DE achieves a -0.88% return, which is significantly lower than D500.DE's 12.32% return.

T7EU.DE

1D
-0.49%
1M
0.21%
6M
-0.94%
YTD
-0.88%
1Y
0.78%
3Y*
2.08%
5Y*
—
10Y*
—

D500.DE

1D
0.25%
1M
0.66%
6M
13.11%
YTD
12.32%
1Y
24.23%
3Y*
18.56%
5Y*
13.91%
10Y*
15.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T7EU.DE vs. D500.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022
T7EU.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist		-0.88%4.82%0.05%1.93%7.97%
D500.DE
Invesco S&P 500 UCITS ETF Dist		12.32%4.86%32.60%22.69%-8.70%

Correlation

The correlation between T7EU.DE and D500.DE is 0.02, 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

0.02

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

-0.06

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

-0.07

Compare stocks, funds, or ETFs

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Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist

Invesco S&P 500 UCITS ETF Dist

Often compared with D500.DE:
D500.DE vs. P500.DED500.DE vs. SPY5.LD500.DE vs. VUAA.LD500.DE vs. VUSA.DED500.DE vs. XSXD.DED500.DE vs. VUAA.DED500.DE vs. SPPY.DE

Return for Risk

T7EU.DE vs. D500.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
T7EU.DE
T7EU.DE Risk / Return Rank: 1212
Overall Rank
T7EU.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
T7EU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
T7EU.DE Omega Ratio Rank: 1111
Omega Ratio Rank
T7EU.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
T7EU.DE Martin Ratio Rank: 1212
Martin Ratio Rank
D500.DE
D500.DE Risk / Return Rank: 7878
Overall Rank
D500.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
D500.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
D500.DE Omega Ratio Rank: 7777
Omega Ratio Rank
D500.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
D500.DE Martin Ratio Rank: 7878
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.

T7EU.DE vs. D500.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist (T7EU.DE) and Invesco S&P 500 UCITS ETF Dist (D500.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.

T7EU.DED500.DEDifference
Sharpe ratioReturn per unit of total volatility
0.26
2.04

-1.78

Sortino ratioReturn per unit of downside risk
0.40
2.81

-2.40

Omega ratioGain probability vs. loss probability

1.05

1.37

-0.32

Calmar ratioReturn relative to maximum drawdown

0.27

3.38

-3.11

Martin ratioReturn relative to average drawdown

0.68

11.93

-11.25

T7EU.DE vs. D500.DE - Sharpe Ratio Comparison

The current T7EU.DE Sharpe Ratio is 0.26, which is lower than the D500.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of T7EU.DE and D500.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

T7EU.DE vs. D500.DE - Drawdown Comparison

The maximum T7EU.DE drawdown since its inception was -13.15%, smaller than the maximum D500.DE drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for T7EU.DE and D500.DE.

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Drawdown Indicators

T7EU.DED500.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.15%

-33.62%

+20.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-7.14%

+4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-23.28%

+19.01%

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.28%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.62%

—

Current Drawdown

Current decline from peak

-5.02%

-0.64%

-4.38%

Average Drawdown

Average peak-to-trough decline

-7.47%

-4.87%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

2.02%

-0.88%

Volatility

T7EU.DE vs. D500.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist (T7EU.DE) is 1.05%, while Invesco S&P 500 UCITS ETF Dist (D500.DE) has a volatility of 3.67%. This indicates that T7EU.DE experiences smaller price fluctuations and is considered to be less risky than D500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

T7EU.DED500.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

3.67%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

8.00%

-5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

11.88%

-8.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

15.22%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

16.92%

-6.16%

Dividends

T7EU.DE vs. D500.DE - Dividend Comparison

T7EU.DE's dividend yield for the trailing twelve months is around 4.13%, more than D500.DE's 1.10% yield.

PositionTTM20252024202320222021202020192018201720162015
D500.DE
Invesco S&P 500 UCITS ETF Dist		1.10%1.18%1.27%1.54%1.70%1.25%1.62%1.85%2.08%1.67%1.69%0.29%
T7EU.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist		4.13%4.02%4.27%3.60%1.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

T7EU.DE and D500.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T7EU.DE is categorized as Government Bonds, while D500.DE is S&P 500. T7EU.DE tracks Bloomberg U.S. Treasury 3-7 Year Index, while D500.DE tracks S&P 500 Index.

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