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

Performance

SPP3.DE vs. MDBA.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 UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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 lower than MDBA.DE's 1.20% return.


SPP3.DE

1D
0.03%
1M
0.59%
YTD
0.86%
6M
0.21%
1Y
1.40%
3Y*
0.87%
5Y*
1.43%
10Y*
1.16%

MDBA.DE

1D
0.00%
1M
0.73%
YTD
1.20%
6M
0.67%
1Y
1.63%
3Y*
1.12%
5Y*
1.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SPP3.DE
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
0.86%-4.58%7.72%1.58%-3.86%5.71%-2.64%7.91%0.55%
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%

Correlation

The correlation between SPP3.DE and MDBA.DE is 0.97 - 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

0.97

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

0.97

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

0.95

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

0.93

The correlation between SPP3.DE and MDBA.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

SPP3.DE vs. MDBA.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

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
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. MDBA.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 UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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.DEMDBA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.05

1.05

-0.01

Calmar ratioReturn relative to maximum drawdown

0.34

0.43

-0.08

Martin ratioReturn relative to average drawdown

0.87

1.04

-0.18

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

The current SPP3.DE Sharpe Ratio is 0.26, which is comparable to the MDBA.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SPP3.DE and MDBA.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.DEMDBA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.31

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.26

-0.08

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

0.24

-0.12

Drawdowns

SPP3.DE vs. MDBA.DE - Drawdown Comparison

The maximum SPP3.DE drawdown since its inception was -16.82%, which is greater than MDBA.DE's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for SPP3.DE and MDBA.DE.


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Drawdown Indicators


SPP3.DEMDBA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.82%

-12.17%

-4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-3.81%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-9.95%

-10.11%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-11.51%

-12.02%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.82%

Current Drawdown

Current decline from peak

-6.25%

-6.13%

-0.12%

Average Drawdown

Average peak-to-trough decline

-6.75%

-5.56%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.55%

+0.06%

Volatility

SPP3.DE vs. MDBA.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE) is 0.76%, while UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) has a volatility of 0.85%. This indicates that SPP3.DE experiences smaller price fluctuations and is considered to be less risky than MDBA.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.DEMDBA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.85%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

3.65%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

5.31%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.72%

7.26%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

7.03%

+0.32%

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

Both SPP3.DE and MDBA.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

SPP3.DE vs. MDBA.DE - Dividend Comparison

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


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%
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


With a correlation of 0.97, SPP3.DE and MDBA.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.

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

SPP3.DE and MDBA.DE have the same expense ratio: 0.15% per year.

SPP3.DE tracks Bloomberg US 3-7 Year Treasury Bond, while MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped. They also come from different issuers: State Street and UBS.

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