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TRFE.DE vs. EUN6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRFE.DE vs. EUN6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.DE) and iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.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, TRFE.DE achieves a -1.24% return, which is significantly lower than EUN6.DE's 1.02% return.


TRFE.DE

1D
-0.16%
1M
0.24%
6M
-0.59%
YTD
-1.24%
1Y
1.02%
3Y*
1.17%
5Y*
10Y*

EUN6.DE

1D
-0.01%
1M
0.23%
6M
0.95%
YTD
1.02%
1Y
1.89%
3Y*
2.83%
5Y*
1.62%
10Y*
0.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRFE.DE vs. EUN6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
TRFE.DE
Invesco US Treasury Bond UCITS ETF EUR Hdg Dist
-1.24%4.63%-1.17%1.55%4.74%
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
1.02%2.16%3.57%2.74%-0.84%

Correlation

The correlation between TRFE.DE and EUN6.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.17

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

0.20

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Return for Risk

TRFE.DE vs. EUN6.DE — Risk / Return Rank

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

TRFE.DE
TRFE.DE Risk / Return Rank: 1212
Overall Rank
TRFE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRFE.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRFE.DE Omega Ratio Rank: 1111
Omega Ratio Rank
TRFE.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRFE.DE Martin Ratio Rank: 1313
Martin Ratio Rank

EUN6.DE
EUN6.DE Risk / Return Rank: 9595
Overall Rank
EUN6.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EUN6.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
EUN6.DE Omega Ratio Rank: 9898
Omega Ratio Rank
EUN6.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
EUN6.DE Martin Ratio Rank: 9494
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.

TRFE.DE vs. EUN6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.DE) and iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.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.


TRFE.DEEUN6.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-4.21

Omega ratioGain probability vs. loss probability

1.05

1.98

-0.93

Calmar ratioReturn relative to maximum drawdown

0.30

5.84

-5.54

Martin ratioReturn relative to average drawdown

0.79

22.30

-21.51

TRFE.DE vs. EUN6.DE - Sharpe Ratio Comparison

The current TRFE.DE Sharpe Ratio is 0.26, which is lower than the EUN6.DE Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of TRFE.DE and EUN6.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

TRFE.DE vs. EUN6.DE - Drawdown Comparison

The maximum TRFE.DE drawdown since its inception was -17.11%, which is greater than EUN6.DE's maximum drawdown of -4.94%. Use the drawdown chart below to compare losses from any high point for TRFE.DE and EUN6.DE.


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Drawdown Indicators


TRFE.DEEUN6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.11%

-4.94%

-12.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-0.32%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.46%

-0.77%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-4.54%

Current Drawdown

Current decline from peak

-9.71%

-0.08%

-9.63%

Average Drawdown

Average peak-to-trough decline

-10.82%

-1.31%

-9.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

0.08%

+1.21%

Volatility

TRFE.DE vs. EUN6.DE - Volatility Comparison

Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.DE) has a higher volatility of 0.87% compared to iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) at 0.09%. This indicates that TRFE.DE's price experiences larger fluctuations and is considered to be riskier than EUN6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRFE.DEEUN6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.09%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

0.57%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

0.64%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.23%

0.67%

+10.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.23%

0.63%

+10.60%

TRFE.DE vs. EUN6.DE - Expense Ratio Comparison

TRFE.DE has a 0.10% expense ratio, which is higher than EUN6.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

TRFE.DE vs. EUN6.DE - Dividend Comparison

TRFE.DE's dividend yield for the trailing twelve months is around 4.27%, more than EUN6.DE's 2.19% yield.


PositionTTM2025202420232022
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
2.19%2.79%2.18%0.00%0.00%
TRFE.DE
Invesco US Treasury Bond UCITS ETF EUR Hdg Dist
4.27%4.10%4.30%3.77%1.74%

Frequently Asked Questions


TRFE.DE and EUN6.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUN6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUN6.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for TRFE.DE.

TRFE.DE tracks Bloomberg U.S. Treasury Total Return Index, while EUN6.DE tracks Bloomberg Euro Short Treasury (0-12 Month) Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for TRFE.DE and 0.07% for EUN6.DE.

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