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IUS6.DE vs. SPPS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS6.DE vs. SPPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Covered Bond UCITS ETF (IUS6.DE) and SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUS6.DE achieves a 0.30% return, which is significantly lower than SPPS.DE's 0.69% return.


IUS6.DE

1D
0.12%
1M
0.04%
YTD
0.30%
6M
0.23%
1Y
1.06%
3Y*
3.14%
5Y*
-0.93%
10Y*
-0.15%

SPPS.DE

1D
-0.02%
1M
0.01%
YTD
0.69%
6M
0.82%
1Y
2.09%
3Y*
3.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS6.DE vs. SPPS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IUS6.DE
iShares Euro Covered Bond UCITS ETF
0.30%2.11%2.85%5.72%-6.95%
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 IUS6.DE and SPPS.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.44

Correlation (All Time)
Calculated using the full available price history since May 5, 2022

0.50

The correlation between IUS6.DE and SPPS.DE shifts across timeframes, from 0.34 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUS6.DE vs. SPPS.DE — Risk / Return Rank

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

IUS6.DE
IUS6.DE Risk / Return Rank: 1313
Overall Rank
IUS6.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IUS6.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IUS6.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IUS6.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUS6.DE Martin Ratio Rank: 1414
Martin Ratio Rank

SPPS.DE
SPPS.DE Risk / Return Rank: 3434
Overall Rank
SPPS.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPPS.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPPS.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SPPS.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPPS.DE Martin Ratio Rank: 4343
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.

IUS6.DE vs. SPPS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Covered Bond UCITS ETF (IUS6.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.


IUS6.DESPPS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.05

1.24

-0.18

Calmar ratioReturn relative to maximum drawdown

0.35

1.70

-1.34

Martin ratioReturn relative to average drawdown

0.97

6.89

-5.92

IUS6.DE vs. SPPS.DE - Sharpe Ratio Comparison

The current IUS6.DE Sharpe Ratio is 0.30, which is lower than the SPPS.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of IUS6.DE and SPPS.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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Sharpe Ratios by Period


IUS6.DESPPS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.03

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.10

-0.78

Drawdowns

IUS6.DE vs. SPPS.DE - Drawdown Comparison

The maximum IUS6.DE drawdown since its inception was -16.47%, 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 IUS6.DE and SPPS.DE.


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Drawdown Indicators


IUS6.DESPPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-2.70%

-13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-1.18%

-1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-2.22%

-1.18%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-16.47%

Current Drawdown

Current decline from peak

-6.35%

-0.23%

-6.12%

Average Drawdown

Average peak-to-trough decline

-3.71%

-0.44%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.29%

+0.52%

Volatility

IUS6.DE vs. SPPS.DE - Volatility Comparison

The current volatility for iShares Euro Covered Bond UCITS ETF (IUS6.DE) is 0.97%, while SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) has a volatility of 1.05%. This indicates that IUS6.DE experiences smaller price fluctuations and is considered to be less risky 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


IUS6.DESPPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.05%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

1.85%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

1.94%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.84%

2.26%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.17%

2.26%

+0.91%

IUS6.DE vs. SPPS.DE - Expense Ratio Comparison

IUS6.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

IUS6.DE vs. SPPS.DE - Dividend Comparison

IUS6.DE's dividend yield for the trailing twelve months is around 2.16%, while SPPS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUS6.DE
iShares Euro Covered Bond UCITS ETF
2.16%2.03%1.51%0.90%0.29%0.26%0.35%0.47%0.60%0.64%0.97%0.62%
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


IUS6.DE and SPPS.DE have a correlation of 0.34, 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 IUS6.DE.

IUS6.DE tracks iBoxx® EUR Covered, 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 IUS6.DE and 0.12% for SPPS.DE.

Portfolio Optimizer

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