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3SUD.DE vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SUD.DE vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3SUD.DE is traded in EUR, while SPY is traded in USD. To make them comparable, the SPY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3SUD.DE achieves a 0.90% return, which is significantly lower than SPY's 12.60% return.


3SUD.DE

1D
0.21%
1M
0.89%
YTD
0.90%
6M
1.29%
1Y
8.95%
3Y*
7.55%
5Y*
-0.28%
10Y*

SPY

1D
0.24%
1M
5.30%
YTD
12.60%
6M
11.55%
1Y
26.34%
3Y*
19.32%
5Y*
14.97%
10Y*
15.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SUD.DE vs. SPY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.90%11.55%3.78%7.69%-20.75%-3.48%3.15%6.67%
SPY
State Street SPDR S&P 500 ETF
12.60%3.75%33.13%22.39%-13.10%38.36%8.58%10.84%

Correlation

The correlation between 3SUD.DE and SPY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.16

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2019

0.23

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Return for Risk

3SUD.DE vs. SPY — Risk / Return Rank

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

3SUD.DE
3SUD.DE Risk / Return Rank: 4949
Overall Rank
3SUD.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
3SUD.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
3SUD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
3SUD.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
3SUD.DE Martin Ratio Rank: 4747
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 7474
Overall Rank
SPY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 7474
Sortino Ratio Rank
SPY Omega Ratio Rank: 7575
Omega Ratio Rank
SPY Calmar Ratio Rank: 6666
Calmar Ratio Rank
SPY Martin Ratio Rank: 7878
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.

3SUD.DE vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and State Street SPDR S&P 500 ETF (SPY). 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.


3SUD.DESPYDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.08

Calmar ratioReturn relative to maximum drawdown

1.93

3.59

-1.65

Martin ratioReturn relative to average drawdown

7.66

13.59

-5.93

3SUD.DE vs. SPY - Sharpe Ratio Comparison

The current 3SUD.DE Sharpe Ratio is 1.65, which is comparable to the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of 3SUD.DE and SPY, 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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Sharpe Ratios by Period


3SUD.DESPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.16

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.89

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.62

-0.54

Drawdowns

3SUD.DE vs. SPY - Drawdown Comparison

The maximum 3SUD.DE drawdown since its inception was -30.78%, smaller than the maximum SPY drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for 3SUD.DE and SPY.


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Drawdown Indicators


3SUD.DESPYDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-49.85%

+19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-7.38%

+2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-7.82%

-23.87%

+16.05%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

-23.87%

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.22%

Current Drawdown

Current decline from peak

-3.78%

-0.19%

-3.59%

Average Drawdown

Average peak-to-trough decline

-11.11%

-7.85%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.94%

-0.77%

Volatility

3SUD.DE vs. SPY - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) is 1.89%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 2.17%. This indicates that 3SUD.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3SUD.DESPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

2.17%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

8.55%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

12.23%

-6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

16.96%

-8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

18.46%

-8.02%

3SUD.DE vs. SPY - Expense Ratio Comparison

3SUD.DE has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.


Dividends

3SUD.DE vs. SPY - Dividend Comparison

3SUD.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM20252024202320222021202020192018201720162015
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
0.98%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


3SUD.DE and SPY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY is cheaper with a 0.09% expense ratio, compared with 0.50% for 3SUD.DE.

3SUD.DE is categorized as Emerging Markets Bonds, while SPY is S&P 500. 3SUD.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while SPY tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.50% for 3SUD.DE and 0.09% for SPY.

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