EUN5.DE vs. SPPS.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) are both European Corporate Bonds funds - EUN5.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, EUN5.DE returned 4.59%/yr vs 3.72%/yr for SPPS.DE. A 0.56 correlation means they provide meaningful diversification when combined. EUN5.DE charges 0.20%/yr vs 0.12%/yr for SPPS.DE.
Performance
EUN5.DE vs. SPPS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN5.DE achieves a 0.53% return, which is significantly lower than SPPS.DE's 0.69% return.
EUN5.DE
- 1D
- 0.05%
- 1M
- 0.36%
- YTD
- 0.53%
- 6M
- 0.49%
- 1Y
- 2.22%
- 3Y*
- 4.59%
- 5Y*
- 0.06%
- 10Y*
- 1.02%
SPPS.DE
- 1D
- -0.02%
- 1M
- 0.01%
- YTD
- 0.69%
- 6M
- 0.82%
- 1Y
- 2.09%
- 3Y*
- 3.72%
- 5Y*
- —
- 10Y*
- —
EUN5.DE vs. SPPS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 0.53% | 3.02% | 4.38% | 7.49% | -5.52% |
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 EUN5.DE and SPPS.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.56 |
The correlation between EUN5.DE and SPPS.DE has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.
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Return for Risk
EUN5.DE vs. SPPS.DE — Risk / Return Rank
EUN5.DE
SPPS.DE
EUN5.DE vs. SPPS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.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.
| EUN5.DE | SPPS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.70 | -1.01 |
| Martin ratioReturn relative to average drawdown | 2.40 | 6.89 | -4.49 |
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
| EUN5.DE | SPPS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.03 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.10 | -0.63 |
Drawdowns
EUN5.DE vs. SPPS.DE - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.31%, 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 EUN5.DE and SPPS.DE.
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Drawdown Indicators
| EUN5.DE | SPPS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.31% | -2.70% | -14.61% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -1.18% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -1.18% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -17.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -17.31% | — | — |
Current DrawdownCurrent decline from peak | -1.08% | -0.23% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -0.44% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.29% | +0.49% |
Volatility
EUN5.DE vs. SPPS.DE - Volatility Comparison
iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) and SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) have volatilities of 1.08% and 1.05%, 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
| EUN5.DE | SPPS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 1.05% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 1.85% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 1.94% | +1.33% |
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 | 4.55% | 2.26% | +2.29% |
EUN5.DE vs. SPPS.DE - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is higher than SPPS.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUN5.DE vs. SPPS.DE - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, while SPPS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 3.33% | 3.29% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% |
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG 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% |
Frequently Asked Questions
EUN5.DE and SPPS.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPS.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for EUN5.DE.
EUN5.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: iShares and State Street. Their fees differ too: 0.20% for EUN5.DE and 0.12% for SPPS.DE.
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