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VX6F.DE vs. TRFE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VX6F.DE vs. TRFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.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, VX6F.DE achieves a 0.77% return, which is significantly higher than TRFE.DE's -1.53% return.


VX6F.DE

1D
0.00%
1M
0.30%
6M
-0.99%
YTD
0.77%
1Y
3.78%
3Y*
2.65%
5Y*
-2.74%
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)

VX6F.DE vs. TRFE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
VX6F.DE
Vanguard U.K. Gilt UCITS ETF GBP Accumulation
0.77%0.53%-0.19%18.92%-23.74%
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 VX6F.DE and TRFE.DE is 0.53, 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

0.53

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

0.64

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

0.67

The correlation between VX6F.DE and TRFE.DE shifts across timeframes, from 0.53 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VX6F.DE vs. TRFE.DE — Risk / Return Rank

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

VX6F.DE
VX6F.DE Risk / Return Rank: 1818
Overall Rank
VX6F.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VX6F.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
VX6F.DE Omega Ratio Rank: 1616
Omega Ratio Rank
VX6F.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
VX6F.DE Martin Ratio Rank: 2222
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.

VX6F.DE vs. TRFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.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.


VX6F.DETRFE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.09

1.07

+0.02

Calmar ratioReturn relative to maximum drawdown

0.71

0.45

+0.25

Martin ratioReturn relative to average drawdown

2.18

1.14

+1.04

VX6F.DE vs. TRFE.DE - Sharpe Ratio Comparison

The current VX6F.DE Sharpe Ratio is 0.49, which is comparable to the TRFE.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of VX6F.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

VX6F.DE vs. TRFE.DE - Drawdown Comparison

The maximum VX6F.DE drawdown since its inception was -38.93%, which is greater than TRFE.DE's maximum drawdown of -17.11%. Use the drawdown chart below to compare losses from any high point for VX6F.DE and TRFE.DE.


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Drawdown Indicators


VX6F.DETRFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-17.11%

-21.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-3.40%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-9.02%

-5.46%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-36.83%

Current Drawdown

Current decline from peak

-18.84%

-9.97%

-8.87%

Average Drawdown

Average peak-to-trough decline

-14.84%

-10.81%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.36%

+0.38%

Volatility

VX6F.DE vs. TRFE.DE - Volatility Comparison

Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.DE) has a higher volatility of 1.99% compared to Invesco US Treasury Bond UCITS ETF EUR Hdg Dist (TRFE.DE) at 0.99%. This indicates that VX6F.DE's price experiences larger fluctuations and is considered to be riskier 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


VX6F.DETRFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

0.99%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.25%

2.76%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

7.82%

4.00%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

11.19%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.04%

11.19%

+0.85%

VX6F.DE vs. TRFE.DE - Expense Ratio Comparison

VX6F.DE has a 0.05% expense ratio, which is lower than TRFE.DE's 0.10% 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

VX6F.DE vs. TRFE.DE - Dividend Comparison

VX6F.DE has not paid dividends to shareholders, while TRFE.DE's dividend yield for the trailing twelve months is around 4.29%.


PositionTTM2025202420232022
TRFE.DE
Invesco US Treasury Bond UCITS ETF EUR Hdg Dist
4.29%4.10%4.30%3.77%1.74%
VX6F.DE
Vanguard U.K. Gilt UCITS ETF GBP Accumulation
0.00%0.37%0.00%0.00%0.00%

Frequently Asked Questions


VX6F.DE and TRFE.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VX6F.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VX6F.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for TRFE.DE.

VX6F.DE tracks Bloomberg Sterling Gilt Float Adjusted Index, while TRFE.DE tracks Bloomberg U.S. Treasury Total Return Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.05% for VX6F.DE and 0.10% for TRFE.DE.

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