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

Performance

SPP7.DE vs. IUSM.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 USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.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, SPP7.DE achieves a 3.15% return, which is significantly lower than IUSM.DE's 3.43% return. Over the past 10 years, SPP7.DE has underperformed IUSM.DE with an annualized return of 0.21%, while IUSM.DE has yielded a comparatively higher 0.29% annualized return.


SPP7.DE

1D
-0.09%
1M
3.12%
YTD
3.15%
6M
3.93%
1Y
6.00%
3Y*
1.49%
5Y*
0.05%
10Y*
0.21%

IUSM.DE

1D
-0.08%
1M
3.24%
YTD
3.43%
6M
3.92%
1Y
6.04%
3Y*
1.53%
5Y*
0.13%
10Y*
0.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
3.15%-3.30%5.16%-0.06%-9.76%4.99%-0.12%11.44%5.09%-9.83%
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
3.43%-3.56%5.27%0.00%-9.60%5.10%-0.01%11.55%5.19%-9.84%

Correlation

The correlation between SPP7.DE and IUSM.DE is 0.95 - 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

0.95

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

0.98

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2016

0.98

The correlation between SPP7.DE and IUSM.DE has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

SPP7.DE vs. IUSM.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: 2929
Overall Rank
SPP7.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 2727
Martin Ratio Rank

IUSM.DE
IUSM.DE Risk / Return Rank: 3030
Overall Rank
IUSM.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IUSM.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
IUSM.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IUSM.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
IUSM.DE Martin Ratio Rank: 2727
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.

SPP7.DE vs. IUSM.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 USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.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.


SPP7.DEIUSM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.19

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

1.37

1.35

+0.02

Martin ratioReturn relative to average drawdown

3.61

3.48

+0.14

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

The current SPP7.DE Sharpe Ratio is 1.02, which is comparable to the IUSM.DE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SPP7.DE and IUSM.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

SPP7.DE vs. IUSM.DE - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -23.17%, which is greater than IUSM.DE's maximum drawdown of -21.00%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and IUSM.DE.


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Drawdown Indicators


SPP7.DEIUSM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-21.00%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-4.45%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-10.59%

-10.66%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.66%

-15.56%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-23.10%

-21.00%

-2.10%

Current Drawdown

Current decline from peak

-14.00%

-13.51%

-0.49%

Average Drawdown

Average peak-to-trough decline

-12.85%

-9.60%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.73%

-0.07%

Volatility

SPP7.DE vs. IUSM.DE - Volatility Comparison

SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) has a higher volatility of 1.52% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) at 1.43%. This indicates that SPP7.DE's price experiences larger fluctuations and is considered to be riskier than IUSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPP7.DEIUSM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.43%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

4.10%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.86%

5.78%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.95%

8.96%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.84%

8.21%

+1.63%

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

SPP7.DE has a 0.15% expense ratio, which is higher than IUSM.DE's 0.07% 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%.


Dividends

SPP7.DE vs. IUSM.DE - Dividend Comparison

SPP7.DE's dividend yield for the trailing twelve months is around 3.96%, less than IUSM.DE's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
4.20%4.25%3.91%3.15%2.01%1.12%1.71%2.49%2.39%2.07%1.85%2.03%
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
3.96%4.20%3.45%2.73%1.66%0.97%1.69%2.33%1.98%1.99%0.70%0.00%

Frequently Asked Questions


With a correlation of 0.95, SPP7.DE and IUSM.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.

On fees, IUSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSM.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SPP7.DE.

SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond, while IUSM.DE tracks ICE US Treasury 7-10 Year. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SPP7.DE and 0.07% for IUSM.DE.

Portfolio Optimizer

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