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SPP3.DE vs. PR1S.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPP3.DE vs. PR1S.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 Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.DE). The values are adjusted to include any dividend payments, if applicable.

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SPP3.DE vs. PR1S.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPP3.DE
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
1.31%-4.58%7.72%1.58%-3.86%5.71%-2.64%6.96%
PR1S.DE
Amundi Prime US Treasury UCITS ETF DR (D)
1.27%-5.53%6.59%0.45%-6.79%5.94%-1.86%-4.76%

Returns By Period

The year-to-date returns for both stocks are quite close, with SPP3.DE having a 1.31% return and PR1S.DE slightly lower at 1.27%.


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%

PR1S.DE

1D
-0.61%
1M
-0.60%
YTD
1.27%
6M
1.80%
1Y
-4.26%
3Y*
0.46%
5Y*
0.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPP3.DE vs. PR1S.DE - Expense Ratio Comparison

SPP3.DE has a 0.15% expense ratio, which is higher than PR1S.DE'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%.


Return for Risk

SPP3.DE vs. PR1S.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: 55
Overall Rank
SPP3.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SPP3.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
SPP3.DE Omega Ratio Rank: 44
Omega Ratio Rank
SPP3.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SPP3.DE Martin Ratio Rank: 77
Martin Ratio Rank

PR1S.DE
PR1S.DE Risk / Return Rank: 44
Overall Rank
PR1S.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PR1S.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
PR1S.DE Omega Ratio Rank: 33
Omega Ratio Rank
PR1S.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PR1S.DE Martin Ratio Rank: 66
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. PR1S.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 Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.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.DEPR1S.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.45

-0.57

+0.12

Sortino ratio

Return per unit of downside risk

-0.56

-0.70

+0.15

Omega ratio

Gain probability vs. loss probability

0.93

0.91

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.37

-0.46

+0.09

Martin ratio

Return relative to average drawdown

-0.60

-0.71

+0.11

SPP3.DE vs. PR1S.DE - Sharpe Ratio Comparison

The current SPP3.DE Sharpe Ratio is -0.45, which is comparable to the PR1S.DE Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of SPP3.DE and PR1S.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPP3.DEPR1S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.57

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.01

+0.11

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

-0.09

+0.22

Correlation

The correlation between SPP3.DE and PR1S.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPP3.DE vs. PR1S.DE - Dividend Comparison

SPP3.DE's dividend yield for the trailing twelve months is around 3.90%, more than PR1S.DE's 3.18% yield.


TTM2025202420232022202120202019201820172016
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%
PR1S.DE
Amundi Prime US Treasury UCITS ETF DR (D)
3.18%3.22%2.83%2.36%1.91%1.73%2.14%1.50%0.00%0.00%0.00%

Drawdowns

SPP3.DE vs. PR1S.DE - Drawdown Comparison

The maximum SPP3.DE drawdown since its inception was -16.82%, roughly equal to the maximum PR1S.DE drawdown of -17.15%. Use the drawdown chart below to compare losses from any high point for SPP3.DE and PR1S.DE.


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Drawdown Indicators


SPP3.DEPR1S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.82%

-17.15%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.03%

-7.91%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-11.51%

-12.84%

+1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-16.82%

Current Drawdown

Current decline from peak

-5.84%

-12.34%

+6.50%

Average Drawdown

Average peak-to-trough decline

-6.75%

-10.27%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

5.16%

-0.82%

Volatility

SPP3.DE vs. PR1S.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE) is 1.89%, while Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.DE) has a volatility of 2.01%. This indicates that SPP3.DE experiences smaller price fluctuations and is considered to be less risky than PR1S.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.DEPR1S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

2.01%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.85%

3.96%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

7.02%

7.42%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.75%

8.06%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.39%

9.02%

-1.63%