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SPP7.DE vs. CEMF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPP7.DE vs. CEMF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE). The values are adjusted to include any dividend payments, if applicable.

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SPP7.DE vs. CEMF.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SPP7.DE achieves a 0.70% return, which is significantly higher than CEMF.DE's -0.73% return.


SPP7.DE

1D
-0.65%
1M
-1.04%
YTD
0.70%
6M
1.70%
1Y
-3.57%
3Y*
0.24%
5Y*
-0.15%
10Y*
0.73%

CEMF.DE

1D
0.29%
1M
-1.76%
YTD
-0.73%
6M
-0.21%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPP7.DE vs. CEMF.DE - Expense Ratio Comparison

SPP7.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

SPP7.DE vs. CEMF.DE — Risk / Return Rank

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

SPP7.DE
SPP7.DE Risk / Return Rank: 55
Overall Rank
SPP7.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 44
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 77
Martin Ratio Rank

CEMF.DE
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.

SPP7.DE vs. CEMF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.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.


SPP7.DECEMF.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.44

Sortino ratio

Return per unit of downside risk

-0.53

Omega ratio

Gain probability vs. loss probability

0.93

Calmar ratio

Return relative to maximum drawdown

-0.36

Martin ratio

Return relative to average drawdown

-0.58

SPP7.DE vs. CEMF.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPP7.DECEMF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.62

-0.56

Correlation

The correlation between SPP7.DE and CEMF.DE is 0.32, 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

SPP7.DE vs. CEMF.DE - Dividend Comparison

SPP7.DE's dividend yield for the trailing twelve months is around 4.06%, while CEMF.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.06%4.20%3.47%4.07%1.66%0.97%1.69%2.33%1.98%1.99%0.70%
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

SPP7.DE vs. CEMF.DE - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -20.31%, 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 SPP7.DE and CEMF.DE.


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Drawdown Indicators


SPP7.DECEMF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.31%

-3.14%

-17.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-14.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.31%

Current Drawdown

Current decline from peak

-14.91%

-2.29%

-12.62%

Average Drawdown

Average peak-to-trough decline

-10.54%

-0.81%

-9.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

Volatility

SPP7.DE vs. CEMF.DE - Volatility Comparison


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Volatility by Period


SPP7.DECEMF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

8.05%

4.42%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.17%

4.42%

+4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.52%

4.42%

+4.10%