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SPEH.L vs. UB74.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPEH.L vs. UB74.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) and UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPEH.L is traded in USD, while UB74.L is traded in GBp. To make them comparable, the UB74.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPEH.L achieves a 0.69% return, which is significantly lower than UB74.L's 0.74% return.


SPEH.L

1D
-0.17%
1M
-0.68%
6M
0.17%
YTD
0.69%
1Y
3.01%
3Y*
4.85%
5Y*
-0.21%
10Y*
ALL TIME*
1.87%

UB74.L

1D
-0.02%
1M
0.35%
6M
1.01%
YTD
0.74%
1Y
3.15%
3Y*
4.24%
5Y*
1.79%
10Y*
1.64%
ALL TIME*
-1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEH.L vs. UB74.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPEH.L
iShares Spain Govt Bond UCITS ETF USD Hedged (Acc)
0.69%3.59%4.70%9.02%-16.01%-2.52%5.30%11.64%1.72%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
0.74%5.33%3.99%3.53%-3.88%-0.34%2.59%4.28%1.58%

Correlation

The correlation between SPEH.L and UB74.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.14

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2018

0.13

The correlation between SPEH.L and UB74.L shifts across timeframes, from 0.04 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPEH.L vs. UB74.L — Risk / Return Rank

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

SPEH.L
SPEH.L Risk / Return Rank: 2626
Overall Rank
SPEH.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPEH.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPEH.L Omega Ratio Rank: 2626
Omega Ratio Rank
SPEH.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPEH.L Martin Ratio Rank: 2828
Martin Ratio Rank

UB74.L
UB74.L Risk / Return Rank: 2121
Overall Rank
UB74.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UB74.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
UB74.L Omega Ratio Rank: 1919
Omega Ratio Rank
UB74.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
UB74.L 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.

SPEH.L vs. UB74.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) and UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L). 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.


SPEH.LUB74.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.14

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.93

2.75

-1.82

Martin ratioReturn relative to average drawdown

2.77

8.39

-5.62

SPEH.L vs. UB74.L - Sharpe Ratio Comparison

The current SPEH.L Sharpe Ratio is 0.70, which is comparable to the UB74.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SPEH.L and UB74.L, 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

SPEH.L vs. UB74.L - Drawdown Comparison

The maximum SPEH.L drawdown since its inception was -19.03%, smaller than the maximum UB74.L drawdown of -39.06%. Use the drawdown chart below to compare losses from any high point for SPEH.L and UB74.L.


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Drawdown Indicators


SPEH.LUB74.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.03%

-39.06%

+20.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-1.21%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.54%

-1.55%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-18.21%

-6.77%

-11.44%

Max Drawdown (10Y)

Largest decline over 10 years

-7.38%

Current Drawdown

Current decline from peak

-3.01%

-25.89%

+22.88%

Average Drawdown

Average peak-to-trough decline

-6.16%

-33.94%

+27.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.40%

+0.69%

Volatility

SPEH.L vs. UB74.L - Volatility Comparison

iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) has a higher volatility of 1.13% compared to UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) at 1.04%. This indicates that SPEH.L's price experiences larger fluctuations and is considered to be riskier than UB74.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEH.LUB74.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.04%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

3.64%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.28%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

5.08%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

5.09%

+0.72%

SPEH.L vs. UB74.L - Expense Ratio Comparison

SPEH.L has a 0.22% expense ratio, which is higher than UB74.L's 0.05% 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

SPEH.L vs. UB74.L - Dividend Comparison

SPEH.L has not paid dividends to shareholders, while UB74.L's dividend yield for the trailing twelve months is around 3.68%.


PositionTTM20252024202320222021202020192018201720162015
SPEH.L
iShares Spain Govt Bond UCITS ETF USD Hedged (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%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.68%4.94%3.67%2.22%0.41%0.36%1.68%2.28%1.10%0.65%0.62%0.41%

Frequently Asked Questions


SPEH.L and UB74.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB74.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB74.L is cheaper with a 0.05% expense ratio, compared with 0.22% for SPEH.L.

SPEH.L tracks Bloomberg Spain Treasury Bond Index, while UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.22% for SPEH.L and 0.05% for UB74.L.

Portfolio Optimizer

Find the right allocation for SPEH.L and UB74.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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