SPP3.DE vs. CEMF.DE
Compare and contrast key facts about SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE).
SPP3.DE and CEMF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPP3.DE is a passively managed fund by State Street that tracks the performance of the Bloomberg US 3-7 Year Treasury Bond. It was launched on Feb 17, 2016. CEMF.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year Bond Index. It was launched on Mar 28, 2024. Both SPP3.DE and CEMF.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPP3.DE vs. CEMF.DE - Performance Comparison
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SPP3.DE vs. CEMF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPP3.DE SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF | 1.31% | 0.81% |
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -0.73% | 2.59% |
Returns By Period
In the year-to-date period, SPP3.DE achieves a 1.31% return, which is significantly higher than CEMF.DE's -0.73% return.
SPP3.DE
- 1D
- -0.65%
- 1M
- -0.34%
- YTD
- 1.31%
- 6M
- 2.12%
- 1Y
- -3.19%
- 3Y*
- 1.40%
- 5Y*
- 0.99%
- 10Y*
- 1.22%
CEMF.DE
- 1D
- 0.29%
- 1M
- -1.76%
- YTD
- -0.73%
- 6M
- -0.21%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SPP3.DE vs. CEMF.DE - Expense Ratio Comparison
SPP3.DE has a 0.15% expense ratio, which is higher than CEMF.DE's 0.10% 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%.
Return for Risk
SPP3.DE vs. CEMF.DE — Risk / Return Rank
SPP3.DE
CEMF.DE
SPP3.DE vs. CEMF.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 $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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.DE | CEMF.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | — | — |
Sortino ratioReturn per unit of downside risk | -0.56 | — | — |
Omega ratioGain probability vs. loss probability | 0.93 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.37 | — | — |
Martin ratioReturn relative to average drawdown | -0.60 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPP3.DE | CEMF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.62 | -0.49 |
Correlation
The correlation between SPP3.DE and CEMF.DE is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SPP3.DE vs. CEMF.DE - Dividend Comparison
SPP3.DE's dividend yield for the trailing twelve months is around 3.90%, while CEMF.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SPP3.DE SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF | 3.90% | 3.96% | 3.14% | 2.90% | 1.13% | 0.93% | 1.80% | 2.12% | 1.59% | 1.48% | 0.44% |
CEMF.DE iShares $ Treasury Bond 7-10yr 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% |
Drawdowns
SPP3.DE vs. CEMF.DE - Drawdown Comparison
The maximum SPP3.DE drawdown since its inception was -16.82%, which is greater than CEMF.DE's maximum drawdown of -3.14%. Use the drawdown chart below to compare losses from any high point for SPP3.DE and CEMF.DE.
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Drawdown Indicators
| SPP3.DE | CEMF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.82% | -3.14% | -13.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -11.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.82% | — | — |
Current DrawdownCurrent decline from peak | -5.84% | -2.29% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -0.81% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | — | — |
Volatility
SPP3.DE vs. CEMF.DE - Volatility Comparison
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Volatility by Period
| SPP3.DE | CEMF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.02% | 4.42% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.75% | 4.42% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.39% | 4.42% | +2.97% |