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IUSM.DE vs. SPP7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSM.DE vs. SPP7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.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, IUSM.DE achieves a 0.22% return, which is significantly lower than SPP7.DE's 0.25% return. Over the past 10 years, IUSM.DE has underperformed SPP7.DE with an annualized return of 0.29%, while SPP7.DE has yielded a comparatively higher 0.60% annualized return.


IUSM.DE

1D
0.13%
1M
0.34%
YTD
0.22%
6M
-0.62%
1Y
1.33%
3Y*
-0.48%
5Y*
-0.31%
10Y*
0.29%

SPP7.DE

1D
0.01%
1M
0.57%
YTD
0.25%
6M
-0.49%
1Y
1.93%
3Y*
-0.11%
5Y*
0.17%
10Y*
0.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSM.DE vs. SPP7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
0.22%-4.06%5.00%-0.24%-9.67%4.92%-0.18%11.27%4.84%-10.05%
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%5.07%-9.83%

Correlation

The correlation between IUSM.DE and SPP7.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.98

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2016

0.99

The correlation between IUSM.DE and SPP7.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

IUSM.DE vs. SPP7.DE — Risk / Return Rank

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

IUSM.DE
IUSM.DE Risk / Return Rank: 1212
Overall Rank
IUSM.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSM.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUSM.DE Omega Ratio Rank: 1111
Omega Ratio Rank
IUSM.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSM.DE Martin Ratio Rank: 1313
Martin Ratio Rank

SPP7.DE
SPP7.DE Risk / Return Rank: 1414
Overall Rank
SPP7.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 1515
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.

IUSM.DE vs. SPP7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.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.


IUSM.DESPP7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.04

1.06

-0.02

Calmar ratioReturn relative to maximum drawdown

0.30

0.44

-0.14

Martin ratioReturn relative to average drawdown

0.74

1.13

-0.39

IUSM.DE vs. SPP7.DE - Sharpe Ratio Comparison

The current IUSM.DE Sharpe Ratio is 0.23, which is lower than the SPP7.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of IUSM.DE and SPP7.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


IUSM.DESPP7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.33

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.02

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.07

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.05

+0.22

Drawdowns

IUSM.DE vs. SPP7.DE - Drawdown Comparison

The maximum IUSM.DE drawdown since its inception was -21.40%, 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 IUSM.DE and SPP7.DE.


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Drawdown Indicators


IUSM.DESPP7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.40%

-20.31%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

-4.35%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-10.58%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-14.56%

-1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-21.40%

-20.31%

-1.09%

Current Drawdown

Current decline from peak

-17.38%

-15.29%

-2.09%

Average Drawdown

Average peak-to-trough decline

-10.30%

-10.62%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.69%

+0.10%

Volatility

IUSM.DE vs. SPP7.DE - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) has a higher volatility of 1.14% compared to SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) at 1.06%. This indicates that IUSM.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


IUSM.DESPP7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.06%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

4.11%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.78%

5.82%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.96%

9.14%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

8.49%

-0.16%

IUSM.DE vs. SPP7.DE - Expense Ratio Comparison

IUSM.DE has a 0.07% 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

IUSM.DE vs. SPP7.DE - Dividend Comparison

IUSM.DE's dividend yield for the trailing twelve months is around 3.72%, less than SPP7.DE's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
3.72%3.73%3.65%2.91%1.93%0.96%1.53%2.24%2.07%1.83%1.66%1.84%
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%0.00%

Frequently Asked Questions


With a correlation of 0.96, IUSM.DE and SPP7.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, IUSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSM.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SPP7.DE.

IUSM.DE tracks ICE US Treasury 7-10 Year, while SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IUSM.DE and 0.15% for SPP7.DE.

Portfolio Optimizer

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