D5BG.DE vs. SPPS.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) are both European Corporate Bonds funds - D5BG.DE tracks the Bloomberg Euro Corporate Bond while SPPS.DE tracks the Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. Both are passively managed. Over the past 3 years, D5BG.DE returned 4.59%/yr vs 3.72%/yr for SPPS.DE. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.12% expense ratio.
Performance
D5BG.DE vs. SPPS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BG.DE achieves a 0.58% return, which is significantly lower than SPPS.DE's 0.69% return.
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
SPPS.DE
- 1D
- -0.02%
- 1M
- 0.01%
- YTD
- 0.69%
- 6M
- 0.82%
- 1Y
- 2.09%
- 3Y*
- 3.72%
- 5Y*
- —
- 10Y*
- —
D5BG.DE vs. SPPS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -5.43% |
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 0.69% | 2.96% | 4.20% | 4.07% | -1.54% |
Correlation
The correlation between D5BG.DE and SPPS.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.57 |
The correlation between D5BG.DE and SPPS.DE has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.
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Return for Risk
D5BG.DE vs. SPPS.DE — Risk / Return Rank
D5BG.DE
SPPS.DE
D5BG.DE vs. SPPS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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.
| D5BG.DE | SPPS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.70 | -0.96 |
| Martin ratioReturn relative to average drawdown | 2.53 | 6.89 | -4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BG.DE | SPPS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.03 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.10 | -0.63 |
Drawdowns
D5BG.DE vs. SPPS.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, which is greater than SPPS.DE's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and SPPS.DE.
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Drawdown Indicators
| D5BG.DE | SPPS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -2.70% | -14.52% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -1.18% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -1.18% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.23% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -0.44% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.29% | +0.49% |
Volatility
D5BG.DE vs. SPPS.DE - Volatility Comparison
Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) has a higher volatility of 1.16% compared to SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) at 1.05%. This indicates that D5BG.DE's price experiences larger fluctuations and is considered to be riskier than SPPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BG.DE | SPPS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.05% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 1.85% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 1.94% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 2.26% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 2.26% | +2.38% |
D5BG.DE vs. SPPS.DE - Expense Ratio Comparison
Both D5BG.DE and SPPS.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
D5BG.DE vs. SPPS.DE - Dividend Comparison
Neither D5BG.DE nor SPPS.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BG.DE and SPPS.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
D5BG.DE and SPPS.DE have the same expense ratio: 0.12% per year.
D5BG.DE tracks Bloomberg Euro Corporate Bond, while SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. They also come from different issuers: Xtrackers and State Street.
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