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2B7S.DE vs. SPPX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7S.DE vs. SPPX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.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, 2B7S.DE achieves a -0.20% return, which is significantly lower than SPPX.DE's 5.09% return.


2B7S.DE

1D
0.20%
1M
0.20%
YTD
-0.20%
6M
0.00%
1Y
0.99%
3Y*
2.41%
5Y*
0.04%
10Y*

SPPX.DE

1D
-0.11%
1M
5.04%
YTD
5.09%
6M
5.56%
1Y
7.67%
3Y*
-1.69%
5Y*
-4.26%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7S.DE vs. SPPX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.20%3.04%2.49%1.90%-5.78%-1.18%
SPPX.DE
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF
5.09%-6.02%-0.97%-0.77%-24.28%12.28%

Correlation

The correlation between 2B7S.DE and SPPX.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.33

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

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.36

Over the past year, the correlation between 2B7S.DE and SPPX.DE has dropped to 0.12 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

2B7S.DE vs. SPPX.DE — Risk / Return Rank

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

2B7S.DE
2B7S.DE Risk / Return Rank: 1717
Overall Rank
2B7S.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 1515
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 2222
Martin Ratio Rank

SPPX.DE
SPPX.DE Risk / Return Rank: 2424
Overall Rank
SPPX.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPPX.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPPX.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SPPX.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPPX.DE Martin Ratio Rank: 2222
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.

2B7S.DE vs. SPPX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.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.


2B7S.DESPPX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.09

1.15

-0.06

Calmar ratioReturn relative to maximum drawdown

1.01

1.21

-0.20

Martin ratioReturn relative to average drawdown

2.55

2.62

-0.07

2B7S.DE vs. SPPX.DE - Sharpe Ratio Comparison

The current 2B7S.DE Sharpe Ratio is 0.40, which is lower than the SPPX.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of 2B7S.DE and SPPX.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

2B7S.DE vs. SPPX.DE - Drawdown Comparison

The maximum 2B7S.DE drawdown since its inception was -7.68%, smaller than the maximum SPPX.DE drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and SPPX.DE.


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Drawdown Indicators


2B7S.DESPPX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-7.68%

-44.59%

+36.91%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-6.30%

+5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-16.53%

+15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-7.50%

-36.55%

+29.05%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

-0.59%

-38.37%

+37.78%

Average Drawdown

Average peak-to-trough decline

-3.27%

-22.68%

+19.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

2.92%

-2.53%

Volatility

2B7S.DE vs. SPPX.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) is 0.64%, while SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) has a volatility of 2.39%. This indicates that 2B7S.DE experiences smaller price fluctuations and is considered to be less risky than SPPX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7S.DESPPX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

2.39%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

6.21%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

9.00%

-6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

14.21%

-11.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

16.48%

-14.03%

2B7S.DE vs. SPPX.DE - Expense Ratio Comparison

2B7S.DE has a 0.10% expense ratio, which is lower than SPPX.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

2B7S.DE vs. SPPX.DE - Dividend Comparison

2B7S.DE has not paid dividends to shareholders, while SPPX.DE's dividend yield for the trailing twelve months is around 4.42%.


PositionTTM2025202420232022202120202019201820172016
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPPX.DE
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF
4.42%4.77%4.08%3.14%2.57%1.63%2.07%2.42%2.38%2.77%1.07%

Frequently Asked Questions


2B7S.DE and SPPX.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7S.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7S.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for SPPX.DE.

2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index, while SPPX.DE tracks Bloomberg US 10+ Year Treasury Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for 2B7S.DE and 0.15% for SPPX.DE.

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