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

Performance

SPP3.DE vs. QDVP.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 US Mortgage Backed Securities UCITS ETF (QDVP.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 3.41% return, which is significantly lower than QDVP.DE's 4.16% return. Over the past 10 years, SPP3.DE has outperformed QDVP.DE with an annualized return of 0.87%, while QDVP.DE has yielded a comparatively lower 0.76% annualized return.


SPP3.DE

1D
-0.08%
1M
2.71%
YTD
3.41%
6M
3.84%
1Y
5.21%
3Y*
2.45%
5Y*
1.44%
10Y*
0.87%

QDVP.DE

1D
-0.27%
1M
3.02%
YTD
4.16%
6M
4.75%
1Y
7.86%
3Y*
2.71%
5Y*
1.22%
10Y*
0.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPP3.DE
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
3.41%-4.58%7.67%0.68%-3.88%5.69%-2.62%7.92%5.84%-11.29%
QDVP.DE
iShares US Mortgage Backed Securities UCITS ETF
4.16%-3.57%7.18%0.06%-5.92%6.57%-5.44%9.03%4.88%-9.97%

Correlation

The correlation between SPP3.DE and QDVP.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.84

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

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.85

The correlation between SPP3.DE and QDVP.DE has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

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Return for Risk

SPP3.DE vs. QDVP.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: 2828
Overall Rank
SPP3.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPP3.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPP3.DE Omega Ratio Rank: 2727
Omega Ratio Rank
SPP3.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
SPP3.DE Martin Ratio Rank: 2626
Martin Ratio Rank

QDVP.DE
QDVP.DE Risk / Return Rank: 4343
Overall Rank
QDVP.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QDVP.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
QDVP.DE Omega Ratio Rank: 4343
Omega Ratio Rank
QDVP.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
QDVP.DE Martin Ratio Rank: 4242
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. QDVP.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 US Mortgage Backed Securities UCITS ETF (QDVP.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.

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.


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

-0.32

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.28

2.20

-0.93

Martin ratioReturn relative to average drawdown

3.34

6.13

-2.80

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

The current SPP3.DE Sharpe Ratio is 0.98, which is comparable to the QDVP.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SPP3.DE and QDVP.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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Drawdowns

SPP3.DE vs. QDVP.DE - Drawdown Comparison

The maximum SPP3.DE drawdown since its inception was -21.43%, roughly equal to the maximum QDVP.DE drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for SPP3.DE and QDVP.DE.


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Drawdown Indicators


SPP3.DEQDVP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.43%

-21.26%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-3.55%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-9.93%

-11.18%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-12.33%

-14.99%

+2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-21.43%

-21.26%

-0.17%

Current Drawdown

Current decline from peak

-4.48%

-5.25%

+0.77%

Average Drawdown

Average peak-to-trough decline

-8.94%

-9.66%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

1.28%

+0.28%

Volatility

SPP3.DE vs. QDVP.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE) is 1.27%, while iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) has a volatility of 1.64%. This indicates that SPP3.DE experiences smaller price fluctuations and is considered to be less risky than QDVP.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.DEQDVP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.64%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

4.43%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

6.02%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

8.32%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

10.90%

-0.32%

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

SPP3.DE has a 0.15% expense ratio, which is lower than QDVP.DE's 0.28% expense ratio.


Dividends

SPP3.DE vs. QDVP.DE - Dividend Comparison

SPP3.DE's dividend yield for the trailing twelve months is around 3.82%, more than QDVP.DE's 3.64% yield.


PositionTTM2025202420232022202120202019201820172016
QDVP.DE
iShares US Mortgage Backed Securities UCITS ETF
3.64%3.63%3.50%3.27%2.45%2.19%2.69%2.99%3.03%3.04%1.54%
SPP3.DE
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
3.82%3.96%3.12%1.99%1.13%0.93%1.80%2.12%1.59%1.48%0.44%

Frequently Asked Questions


SPP3.DE and QDVP.DE have a correlation of 0.84, 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 0.28% for QDVP.DE.

SPP3.DE is categorized as Government Bonds, while QDVP.DE is Mortgage Backed Securities. SPP3.DE tracks Bloomberg US 3-7 Year Treasury Bond, while QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SPP3.DE and 0.28% for QDVP.DE.

Portfolio Optimizer

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