EFRN.DE vs. SPPS.DE
EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) and SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) are both European Corporate Bonds funds - EFRN.DE tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR 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, EFRN.DE returned 3.61%/yr vs 3.66%/yr for SPPS.DE. At a 0.01 correlation, their price movements are largely independent. EFRN.DE charges 0.10%/yr vs 0.12%/yr for SPPS.DE.
Performance
EFRN.DE vs. SPPS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRN.DE achieves a 1.42% return, which is significantly higher than SPPS.DE's 1.09% return.
EFRN.DE
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 1.42%
- YTD
- 1.42%
- 1Y
- 2.72%
- 3Y*
- 3.61%
- 5Y*
- 2.43%
- 10Y*
- —
SPPS.DE
- 1D
- 0.00%
- 1M
- 0.23%
- 6M
- 0.79%
- YTD
- 1.09%
- 1Y
- 1.95%
- 3Y*
- 3.66%
- 5Y*
- —
- 10Y*
- —
EFRN.DE vs. SPPS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 1.42% | 2.91% | 4.29% | 4.00% | 0.20% |
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 1.09% | 2.96% | 4.20% | 4.07% | -1.49% |
Correlation
The correlation between EFRN.DE and SPPS.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 3, 2022 | 0.01 |
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Return for Risk
EFRN.DE vs. SPPS.DE — Risk / Return Rank
EFRN.DE
SPPS.DE
EFRN.DE vs. SPPS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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.
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.
| EFRN.DE | SPPS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.21 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 7.30 | 1.65 | +5.65 |
| Martin ratioReturn relative to average drawdown | 28.16 | 6.49 | +21.67 |
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Drawdowns
EFRN.DE vs. SPPS.DE - Drawdown Comparison
The maximum EFRN.DE drawdown since its inception was -5.58%, 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 EFRN.DE and SPPS.DE.
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Drawdown Indicators
| EFRN.DE | SPPS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.58% | -2.70% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -0.37% | -1.18% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -0.39% | -1.18% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -1.20% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -0.29% | -0.44% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | 0.30% | -0.20% |
Volatility
EFRN.DE vs. SPPS.DE - Volatility Comparison
iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) and SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) have volatilities of 0.49% and 0.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRN.DE | SPPS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 0.51% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.13% | 1.99% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.63% | 2.08% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.46% | 2.26% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.71% | 2.26% | -0.55% |
EFRN.DE vs. SPPS.DE - Expense Ratio Comparison
EFRN.DE has a 0.10% expense ratio, which is lower than SPPS.DE's 0.12% 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
EFRN.DE vs. SPPS.DE - Dividend Comparison
EFRN.DE's dividend yield for the trailing twelve months is around 2.48%, while SPPS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.48% | 2.88% | 4.22% | 2.93% |
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFRN.DE and SPPS.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFRN.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRN.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for SPPS.DE.
EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for EFRN.DE and 0.12% for SPPS.DE.
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