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

T7EU.DE vs. EXHC.DE

Last updated Jul 4, 2026
See Documentation

T7EU.DE (Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist) and EXHC.DE (iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)) are both Government Bonds funds - T7EU.DE tracks the Bloomberg U.S. Treasury 3-7 Year Index while EXHC.DE tracks the eb.rexx Government Germany 2.5-5.5 Index. Both are passively managed. Over the past 3 years, T7EU.DE returned 2.08%/yr vs 2.33%/yr for EXHC.DE. A 0.70 correlation means they provide meaningful diversification when combined.

Performance

T7EU.DE vs. EXHC.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 iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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 EXHC.DE's 0.37% return.

T7EU.DE

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

EXHC.DE

1D
-0.17%
1M
0.67%
6M
0.42%
YTD
0.37%
1Y
0.40%
3Y*
2.33%
5Y*
-0.87%
10Y*
-0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T7EU.DE vs. EXHC.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%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)		0.37%1.16%1.57%4.17%-9.59%

Correlation

The correlation between T7EU.DE and EXHC.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.59

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

0.63

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

0.70

The correlation between T7EU.DE and EXHC.DE shifts across timeframes, from 0.59 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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

iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)

Return for Risk

T7EU.DE vs. EXHC.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
EXHC.DE
EXHC.DE Risk / Return Rank: 1010
Overall Rank
EXHC.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXHC.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EXHC.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EXHC.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXHC.DE Martin Ratio Rank: 1111
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. EXHC.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 iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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.DEEXHC.DEDifference
Sharpe ratioReturn per unit of total volatility
0.26
0.17

+0.10

Sortino ratioReturn per unit of downside risk
0.40
0.25

+0.15

Omega ratioGain probability vs. loss probability

1.05

1.03

+0.02

Calmar ratioReturn relative to maximum drawdown

0.27

0.19

+0.07

Martin ratioReturn relative to average drawdown

0.68

0.46

+0.22

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

The current T7EU.DE Sharpe Ratio is 0.26, which is higher than the EXHC.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of T7EU.DE and EXHC.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. EXHC.DE - Drawdown Comparison

The maximum T7EU.DE drawdown since its inception was -13.15%, smaller than the maximum EXHC.DE drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for T7EU.DE and EXHC.DE.

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Drawdown Indicators

T7EU.DEEXHC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.15%

-14.39%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.06%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-2.33%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

—

-12.55%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-14.39%

—

Current Drawdown

Current decline from peak

-5.02%

-6.78%

+1.76%

Average Drawdown

Average peak-to-trough decline

-7.47%

-2.90%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.87%

+0.27%

Volatility

T7EU.DE vs. EXHC.DE - Volatility Comparison

Invesco US Treasury Bond 3-7 Year UCITS ETF EUR Hdg Dist (T7EU.DE) has a higher volatility of 1.05% compared to iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) at 0.52%. This indicates that T7EU.DE's price experiences larger fluctuations and is considered to be riskier than EXHC.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.DEEXHC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.52%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

2.06%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

2.39%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

3.59%

+7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

2.76%

+8.00%

Dividends

T7EU.DE vs. EXHC.DE - Dividend Comparison

T7EU.DE's dividend yield for the trailing twelve months is around 4.13%, more than EXHC.DE's 1.40% yield.

PositionTTM20252024202320222021202020192018201720162015
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)		1.40%1.38%1.11%0.81%0.41%0.68%0.86%1.08%0.91%1.34%1.65%1.82%
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 EXHC.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T7EU.DE tracks Bloomberg U.S. Treasury 3-7 Year Index, while EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index. They also come from different issuers: Invesco and iShares.

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