DJAD.DE vs. SPP7.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and SPP7.DE (SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while SPP7.DE tracks the Bloomberg US 7-10 Year Treasury Bond. Both are passively managed. Over the past 5 years, DJAD.DE returned -4.32%/yr vs 0.17%/yr for SPP7.DE. Their correlation of 0.86 suggests significant overlap in exposure. DJAD.DE charges 0.06%/yr vs 0.15%/yr for SPP7.DE.
Performance
DJAD.DE vs. SPP7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 0.70% return, which is significantly higher than SPP7.DE's 0.25% return.
DJAD.DE
- 1D
- 0.26%
- 1M
- 0.83%
- YTD
- 0.70%
- 6M
- -0.36%
- 1Y
- 2.50%
- 3Y*
- -3.33%
- 5Y*
- -4.32%
- 10Y*
- —
SPP7.DE
- 1D
- 0.01%
- 1M
- 0.53%
- YTD
- 0.25%
- 6M
- -0.29%
- 1Y
- 2.30%
- 3Y*
- -0.11%
- 5Y*
- 0.17%
- 10Y*
- 0.60%
DJAD.DE vs. SPP7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -0.74% | -24.23% | 3.18% | 6.09% | 17.33% | 3.33% |
SPP7.DE SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 0.25% | -3.30% | 5.21% | 1.24% | -9.75% | 4.98% | -0.10% | 11.45% | 1.88% |
Correlation
The correlation between DJAD.DE and SPP7.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | 0.86 |
The correlation between DJAD.DE and SPP7.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
DJAD.DE vs. SPP7.DE — Risk / Return Rank
DJAD.DE
SPP7.DE
DJAD.DE vs. SPP7.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) and SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.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.
| DJAD.DE | SPP7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.06 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.44 | -0.08 |
| Martin ratioReturn relative to average drawdown | 0.78 | 1.13 | -0.36 |
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
| DJAD.DE | SPP7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.33 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.02 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.05 | -0.11 |
Drawdowns
DJAD.DE vs. SPP7.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than SPP7.DE's maximum drawdown of -20.31%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and SPP7.DE.
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Drawdown Indicators
| DJAD.DE | SPP7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -20.31% | -24.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -4.35% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -10.58% | -6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -14.56% | -21.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.31% | — |
Current DrawdownCurrent decline from peak | -40.73% | -15.29% | -25.44% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -10.62% | -14.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.69% | +1.24% |
Volatility
DJAD.DE vs. SPP7.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.36% compared to SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) at 1.06%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier than SPP7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJAD.DE | SPP7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 1.06% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 4.11% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 5.82% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 9.14% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 8.49% | +6.08% |
DJAD.DE vs. SPP7.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is lower than SPP7.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
DJAD.DE vs. SPP7.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, less than SPP7.DE's 4.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.47% | 3.50% | 3.53% | 2.89% | 3.36% | 2.22% | 2.38% | 2.87% | 0.00% | 0.00% | 0.00% |
SPP7.DE SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 4.07% | 4.20% | 3.47% | 4.07% | 1.66% | 0.97% | 1.69% | 2.33% | 1.98% | 1.99% | 0.70% |
Frequently Asked Questions
DJAD.DE and SPP7.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for SPP7.DE.
DJAD.DE tracks Bloomberg US Long Treasury Index, while SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.06% for DJAD.DE and 0.15% for SPP7.DE.
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