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

Performance

MDBA.DE vs. SPP7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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, MDBA.DE achieves a 1.20% return, which is significantly higher than SPP7.DE's 0.25% return.


MDBA.DE

1D
0.00%
1M
0.73%
YTD
1.20%
6M
0.67%
1Y
1.63%
3Y*
1.12%
5Y*
1.90%
10Y*

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)

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


2026 (YTD)20252024202320222021202020192018
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
1.20%-5.19%8.65%0.89%-1.84%6.67%-4.47%7.64%0.37%
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%1.88%

Correlation

The correlation between MDBA.DE and SPP7.DE is 0.86, 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

0.86

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

0.81

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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.79

The correlation between MDBA.DE and SPP7.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

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Return for Risk

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

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

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

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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.


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

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.05

1.06

-0.01

Calmar ratioReturn relative to maximum drawdown

0.43

0.44

-0.02

Martin ratioReturn relative to average drawdown

1.04

1.13

-0.09

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

The current MDBA.DE Sharpe Ratio is 0.31, which is comparable to the SPP7.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of MDBA.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


MDBA.DESPP7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.33

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.02

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.05

+0.19

Drawdowns

MDBA.DE vs. SPP7.DE - Drawdown Comparison

The maximum MDBA.DE drawdown since its inception was -12.17%, smaller than the maximum SPP7.DE drawdown of -20.31%. Use the drawdown chart below to compare losses from any high point for MDBA.DE and SPP7.DE.


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Drawdown Indicators


MDBA.DESPP7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-20.31%

+8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-4.35%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-10.11%

-10.58%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-14.56%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-20.31%

Current Drawdown

Current decline from peak

-6.13%

-15.29%

+9.16%

Average Drawdown

Average peak-to-trough decline

-5.56%

-10.62%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.69%

-0.14%

Volatility

MDBA.DE vs. SPP7.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) is 0.85%, while SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) has a volatility of 1.06%. This indicates that MDBA.DE experiences smaller price fluctuations and is considered to be less risky 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


MDBA.DESPP7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

1.06%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

4.11%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

5.82%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

9.14%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

8.49%

-1.46%

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

Both MDBA.DE and SPP7.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

MDBA.DE vs. SPP7.DE - Dividend Comparison

MDBA.DE has not paid dividends to shareholders, while SPP7.DE's dividend yield for the trailing twelve months is around 4.07%.


PositionTTM2025202420232022202120202019201820172016
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


MDBA.DE and SPP7.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MDBA.DE and SPP7.DE have the same expense ratio: 0.15% per year.

MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped, while SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond. They also come from different issuers: UBS and State Street.

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