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SPP7.DE vs. OM3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPP7.DE vs. OM3M.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 3-7 UCITS ETF USD Dist (OM3M.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 0.25% return, which is significantly lower than OM3M.DE's 0.54% return.


SPP7.DE

1D
0.01%
1M
0.57%
YTD
0.25%
6M
-0.49%
1Y
1.93%
3Y*
-0.11%
5Y*
0.17%
10Y*
0.60%

OM3M.DE

1D
0.06%
1M
0.59%
YTD
0.54%
6M
-0.08%
1Y
0.83%
3Y*
0.55%
5Y*
1.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPP7.DE vs. OM3M.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
0.25%-3.30%5.21%1.24%-9.75%4.98%-0.10%11.45%4.18%
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
0.54%-4.89%7.50%0.56%-3.84%5.66%-2.73%8.28%4.00%

Correlation

The correlation between SPP7.DE and OM3M.DE is 0.90, 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

0.90

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

0.89

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2018

0.90

The correlation between SPP7.DE and OM3M.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

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Return for Risk

SPP7.DE vs. OM3M.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: 1414
Overall Rank
SPP7.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 1515
Martin Ratio Rank

OM3M.DE
OM3M.DE Risk / Return Rank: 1111
Overall Rank
OM3M.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 1111
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. OM3M.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 3-7 UCITS ETF USD Dist (OM3M.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.DEOM3M.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.06

1.03

+0.03

Calmar ratioReturn relative to maximum drawdown

0.44

0.20

+0.24

Martin ratioReturn relative to average drawdown

1.13

0.51

+0.63

SPP7.DE vs. OM3M.DE - Sharpe Ratio Comparison

The current SPP7.DE Sharpe Ratio is 0.33, which is higher than the OM3M.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of SPP7.DE and OM3M.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


SPP7.DEOM3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.16

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.14

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.25

-0.20

Drawdowns

SPP7.DE vs. OM3M.DE - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -20.31%, which is greater than OM3M.DE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and OM3M.DE.


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Drawdown Indicators


SPP7.DEOM3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.31%

-13.79%

-6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-4.06%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-9.94%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.56%

-12.25%

-2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-20.31%

Current Drawdown

Current decline from peak

-15.29%

-7.74%

-7.55%

Average Drawdown

Average peak-to-trough decline

-10.62%

-6.62%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.63%

+0.06%

Volatility

SPP7.DE vs. OM3M.DE - Volatility Comparison

SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) has a higher volatility of 1.06% compared to iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) at 0.81%. This indicates that SPP7.DE's price experiences larger fluctuations and is considered to be riskier than OM3M.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.DEOM3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.81%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

3.63%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

5.25%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

7.56%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

7.18%

+1.31%

SPP7.DE vs. OM3M.DE - Expense Ratio Comparison

SPP7.DE has a 0.15% expense ratio, which is higher than OM3M.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. OM3M.DE - Dividend Comparison

SPP7.DE's dividend yield for the trailing twelve months is around 4.07%, more than OM3M.DE's 3.38% yield.


PositionTTM2025202420232022202120202019201820172016
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
3.38%3.78%3.19%2.59%1.31%0.83%1.81%2.08%0.00%0.00%0.00%
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.07%4.20%3.47%4.07%1.66%0.97%1.69%2.33%1.98%1.99%0.70%

Frequently Asked Questions


With a correlation of 0.90, SPP7.DE and OM3M.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, OM3M.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OM3M.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 OM3M.DE tracks ICE US Treasury 3-7 Year Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SPP7.DE and 0.07% for OM3M.DE.

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