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IS04.DE vs. SPPX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS04.DE vs. SPPX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) and SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IS04.DE having a 5.35% return and SPPX.DE slightly lower at 5.09%. Over the past 10 years, IS04.DE has underperformed SPPX.DE with an annualized return of -2.08%, while SPPX.DE has yielded a comparatively higher -1.66% annualized return.


IS04.DE

1D
0.00%
1M
5.35%
YTD
5.35%
6M
5.74%
1Y
7.72%
3Y*
-2.70%
5Y*
-5.14%
10Y*
-2.08%

SPPX.DE

1D
-0.11%
1M
5.04%
YTD
5.09%
6M
5.56%
1Y
7.67%
3Y*
-1.69%
5Y*
-4.26%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS04.DE vs. SPPX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS04.DE
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
5.35%-7.08%-2.45%-1.26%-25.93%3.50%6.45%18.16%2.87%-4.41%
SPPX.DE
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF
5.09%-6.02%-0.97%-0.77%-24.28%3.04%6.12%17.93%2.67%-4.61%

Correlation

The correlation between IS04.DE and SPPX.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.96

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2016

0.96

The correlation between IS04.DE and SPPX.DE has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

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Return for Risk

IS04.DE vs. SPPX.DE — Risk / Return Rank

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

IS04.DE
IS04.DE Risk / Return Rank: 2323
Overall Rank
IS04.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IS04.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
IS04.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IS04.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
IS04.DE Martin Ratio Rank: 2020
Martin Ratio Rank

SPPX.DE
SPPX.DE Risk / Return Rank: 2424
Overall Rank
SPPX.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPPX.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPPX.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SPPX.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPPX.DE Martin Ratio Rank: 2222
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.

IS04.DE vs. SPPX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) and SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.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.


IS04.DESPPX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.15

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.03

1.21

-0.18

Martin ratioReturn relative to average drawdown

2.21

2.62

-0.41

IS04.DE vs. SPPX.DE - Sharpe Ratio Comparison

The current IS04.DE Sharpe Ratio is 0.77, which is comparable to the SPPX.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IS04.DE and SPPX.DE, 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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Drawdowns

IS04.DE vs. SPPX.DE - Drawdown Comparison

The maximum IS04.DE drawdown since its inception was -47.19%, which is greater than SPPX.DE's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for IS04.DE and SPPX.DE.


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Drawdown Indicators


IS04.DESPPX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.19%

-44.59%

-2.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-6.30%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-16.53%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-36.55%

-3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.19%

-44.59%

-2.60%

Current Drawdown

Current decline from peak

-41.19%

-38.37%

-2.82%

Average Drawdown

Average peak-to-trough decline

-22.82%

-22.68%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.92%

+0.57%

Volatility

IS04.DE vs. SPPX.DE - Volatility Comparison

iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a higher volatility of 2.51% compared to SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) at 2.39%. This indicates that IS04.DE's price experiences larger fluctuations and is considered to be riskier than SPPX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS04.DESPPX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

2.39%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

6.21%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

9.00%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

14.21%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

16.48%

-1.83%

IS04.DE vs. SPPX.DE - Expense Ratio Comparison

IS04.DE has a 0.07% expense ratio, which is lower than SPPX.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

IS04.DE vs. SPPX.DE - Dividend Comparison

IS04.DE's dividend yield for the trailing twelve months is around 4.51%, more than SPPX.DE's 4.42% yield.


PositionTTM20252024202320222021202020192018201720162015
IS04.DE
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
4.51%4.38%4.61%3.82%3.04%1.71%1.86%2.49%2.78%2.73%2.57%2.14%
SPPX.DE
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF
4.42%4.77%4.08%3.14%2.57%1.63%2.07%2.42%2.38%2.77%1.07%0.00%

Frequently Asked Questions


With a correlation of 0.93, IS04.DE and SPPX.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IS04.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS04.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SPPX.DE.

IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index, while SPPX.DE tracks Bloomberg US 10+ Year Treasury Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IS04.DE and 0.15% for SPPX.DE.

Portfolio Optimizer

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