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TRD1.DE vs. EUN8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRD1.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 USD Dist (TRD1.DE) and iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.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, TRD1.DE achieves a 4.62% return, which is significantly higher than EUN8.DE's -2.15% return.


TRD1.DE

1D
0.00%
1M
1.46%
6M
2.92%
YTD
4.62%
1Y
5.14%
3Y*
3.93%
5Y*
3.97%
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)

TRD1.DE vs. EUN8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
4.62%-7.35%11.23%1.38%6.73%8.36%-17.72%
EUN8.DE
iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist)
-2.15%0.68%1.21%10.63%-25.03%-4.22%6.16%

Correlation

The correlation between TRD1.DE and EUN8.DE is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.30

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

-0.19

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2020

-0.10

Over the past year, the inverse relationship between TRD1.DE and EUN8.DE has strengthened: their correlation has moved from -0.10 to -0.30, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

TRD1.DE vs. EUN8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRD1.DE
TRD1.DE Risk / Return Rank: 3131
Overall Rank
TRD1.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TRD1.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
TRD1.DE Omega Ratio Rank: 2727
Omega Ratio Rank
TRD1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
TRD1.DE Martin Ratio Rank: 3232
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.

TRD1.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 USD Dist (TRD1.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.


TRD1.DEEUN8.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.15

0.97

+0.18

Calmar ratioReturn relative to maximum drawdown

1.38

-0.26

+1.64

Martin ratioReturn relative to average drawdown

3.62

-0.60

+4.21

TRD1.DE vs. EUN8.DE - Sharpe Ratio Comparison

The current TRD1.DE Sharpe Ratio is 0.83, which is higher than the EUN8.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of TRD1.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.


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Drawdowns

TRD1.DE vs. EUN8.DE - Drawdown Comparison

The maximum TRD1.DE drawdown since its inception was -17.81%, smaller than the maximum EUN8.DE drawdown of -29.75%. Use the drawdown chart below to compare losses from any high point for TRD1.DE and EUN8.DE.


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Drawdown Indicators


TRD1.DEEUN8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-29.75%

+11.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-5.41%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

-6.67%

-4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-11.70%

-29.15%

+17.45%

Max Drawdown (10Y)

Largest decline over 10 years

-29.75%

Current Drawdown

Current decline from peak

-5.39%

-21.14%

+15.75%

Average Drawdown

Average peak-to-trough decline

-8.29%

-8.13%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

2.31%

-0.89%

Volatility

TRD1.DE vs. EUN8.DE - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist (TRD1.DE) is 1.12%, while iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.DE) has a volatility of 1.77%. This indicates that TRD1.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.


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Volatility by Period


TRD1.DEEUN8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.77%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

5.65%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.21%

6.98%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

9.38%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.09%

8.31%

-0.22%

TRD1.DE vs. EUN8.DE - Expense Ratio Comparison

TRD1.DE has a 0.06% 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

TRD1.DE vs. EUN8.DE - Dividend Comparison

TRD1.DE's dividend yield for the trailing twelve months is around 3.86%, more than EUN8.DE's 1.68% yield.


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%
TRD1.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF USD Dist
3.86%4.35%4.82%4.70%1.55%0.10%0.74%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TRD1.DE and EUN8.DE have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRD1.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRD1.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for EUN8.DE.

TRD1.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: 0.06% for TRD1.DE and 0.15% for EUN8.DE.

Portfolio Optimizer

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