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SPP3.DE vs. CBU0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPP3.DE vs. CBU0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE) and iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.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, SPP3.DE achieves a 0.86% return, which is significantly higher than CBU0.DE's -0.89% return.


SPP3.DE

1D
0.03%
1M
0.72%
YTD
0.86%
6M
0.17%
1Y
1.75%
3Y*
0.87%
5Y*
1.43%
10Y*
1.16%

CBU0.DE

1D
0.17%
1M
0.91%
YTD
-0.89%
6M
-0.71%
1Y
2.45%
3Y*
3.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPP3.DE vs. CBU0.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPP3.DE
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
0.86%-4.58%7.72%-1.91%
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
-0.89%4.58%-0.25%5.06%

Correlation

The correlation between SPP3.DE and CBU0.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2023

0.15

The correlation between SPP3.DE and CBU0.DE shifts across timeframes, from -0.11 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPP3.DE vs. CBU0.DE — Risk / Return Rank

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

SPP3.DE
SPP3.DE Risk / Return Rank: 1313
Overall Rank
SPP3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPP3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPP3.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SPP3.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SPP3.DE Martin Ratio Rank: 1313
Martin Ratio Rank

CBU0.DE
CBU0.DE Risk / Return Rank: 1616
Overall Rank
CBU0.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CBU0.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
CBU0.DE Omega Ratio Rank: 1616
Omega Ratio Rank
CBU0.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CBU0.DE Martin Ratio Rank: 1717
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.

SPP3.DE vs. CBU0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE) and iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.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.


SPP3.DECBU0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.05

1.09

-0.04

Calmar ratioReturn relative to maximum drawdown

0.34

0.58

-0.24

Martin ratioReturn relative to average drawdown

0.87

1.62

-0.75

SPP3.DE vs. CBU0.DE - Sharpe Ratio Comparison

The current SPP3.DE Sharpe Ratio is 0.26, which is lower than the CBU0.DE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of SPP3.DE and CBU0.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


SPP3.DECBU0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.48

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.45

-0.32

Drawdowns

SPP3.DE vs. CBU0.DE - Drawdown Comparison

The maximum SPP3.DE drawdown since its inception was -16.82%, which is greater than CBU0.DE's maximum drawdown of -6.02%. Use the drawdown chart below to compare losses from any high point for SPP3.DE and CBU0.DE.


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Drawdown Indicators


SPP3.DECBU0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.82%

-6.02%

-10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-4.20%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-9.95%

-4.20%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.82%

Current Drawdown

Current decline from peak

-6.25%

-2.03%

-4.22%

Average Drawdown

Average peak-to-trough decline

-6.75%

-1.65%

-5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.52%

+0.09%

Volatility

SPP3.DE vs. CBU0.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE) is 0.76%, while iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a volatility of 2.00%. This indicates that SPP3.DE experiences smaller price fluctuations and is considered to be less risky than CBU0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPP3.DECBU0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

2.00%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

4.39%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

5.11%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.72%

5.81%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

5.81%

+1.54%

SPP3.DE vs. CBU0.DE - Expense Ratio Comparison

SPP3.DE has a 0.15% expense ratio, which is lower than CBU0.DE's 0.25% 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

SPP3.DE vs. CBU0.DE - Dividend Comparison

SPP3.DE's dividend yield for the trailing twelve months is around 3.91%, while CBU0.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPP3.DE
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
3.91%3.96%3.14%2.90%1.13%0.93%1.80%2.12%1.59%1.48%0.44%

Frequently Asked Questions


SPP3.DE and CBU0.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPP3.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPP3.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CBU0.DE.

SPP3.DE is categorized as Government Bonds, while CBU0.DE is Corporate Bonds. SPP3.DE tracks Bloomberg US 3-7 Year Treasury Bond, while CBU0.DE tracks iBoxx® GBP Liquid Corporates Large Cap (EUR Hedged). They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SPP3.DE and 0.25% for CBU0.DE.

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