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

Performance

SPP7.DE vs. PRAS.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 Amundi Prime US Treasury UCITS ETF (PRAS.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
1.36%-3.30%5.21%1.24%-9.75%4.98%-4.22%
PRAS.DE
Amundi Prime US Treasury UCITS ETF
1.94%-5.52%6.51%0.42%-6.75%6.02%-5.49%

Returns By Period

In the year-to-date period, SPP7.DE achieves a 1.36% return, which is significantly lower than PRAS.DE's 1.94% return.


SPP7.DE

1D
-0.66%
1M
0.24%
YTD
1.36%
6M
2.48%
1Y
-2.41%
3Y*
0.46%
5Y*
-0.02%
10Y*
0.79%

PRAS.DE

1D
-0.56%
1M
0.80%
YTD
1.94%
6M
2.57%
1Y
-3.28%
3Y*
0.66%
5Y*
0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SPP7.DE has a 0.15% expense ratio, which is higher than PRAS.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

SPP7.DE vs. PRAS.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: 66
Overall Rank
SPP7.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 55
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 77
Martin Ratio Rank

PRAS.DE
PRAS.DE Risk / Return Rank: 55
Overall Rank
PRAS.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PRAS.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
PRAS.DE Omega Ratio Rank: 44
Omega Ratio Rank
PRAS.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PRAS.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.

SPP7.DE vs. PRAS.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 Amundi Prime US Treasury UCITS ETF (PRAS.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.DEPRAS.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.30

-0.44

+0.14

Sortino ratio

Return per unit of downside risk

-0.34

-0.53

+0.19

Omega ratio

Gain probability vs. loss probability

0.95

0.93

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.36

-0.46

+0.10

Martin ratio

Return relative to average drawdown

-0.58

-0.71

+0.12

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

The current SPP7.DE Sharpe Ratio is -0.30, which is higher than the PRAS.DE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of SPP7.DE and PRAS.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


SPP7.DEPRAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

-0.44

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.03

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.08

+0.14

Correlation

The correlation between SPP7.DE and PRAS.DE is 0.94, 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

SPP7.DE vs. PRAS.DE - Dividend Comparison

SPP7.DE's dividend yield for the trailing twelve months is around 4.03%, while PRAS.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.03%4.20%3.47%4.07%1.66%0.97%1.69%2.33%1.98%1.99%0.70%
PRAS.DE
Amundi Prime US Treasury UCITS ETF
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. PRAS.DE - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -20.31%, which is greater than PRAS.DE's maximum drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and PRAS.DE.


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Drawdown Indicators


SPP7.DEPRAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.31%

-17.44%

-2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-8.41%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.56%

-12.89%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-20.31%

Current Drawdown

Current decline from peak

-14.35%

-12.10%

-2.25%

Average Drawdown

Average peak-to-trough decline

-10.54%

-11.34%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

5.16%

-0.11%

Volatility

SPP7.DE vs. PRAS.DE - Volatility Comparison

SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) has a higher volatility of 2.14% compared to Amundi Prime US Treasury UCITS ETF (PRAS.DE) at 1.97%. This indicates that SPP7.DE's price experiences larger fluctuations and is considered to be riskier than PRAS.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.DEPRAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

1.97%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

3.83%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

8.05%

7.44%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.17%

8.03%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.51%

8.12%

+0.39%