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

Performance

SPP7.DE vs. SXRM.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 (Acc) (SXRM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPP7.DE is traded in EUR, while SXRM.DE is traded in USD. To make them comparable, the SXRM.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPP7.DE achieves a 0.25% return, which is significantly lower than SXRM.DE's 0.48% return. Over the past 10 years, SPP7.DE has outperformed SXRM.DE with an annualized return of 0.60%, while SXRM.DE has yielded a comparatively lower 0.55% annualized 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%

SXRM.DE

1D
0.10%
1M
0.62%
YTD
0.48%
6M
-0.34%
1Y
2.06%
3Y*
-0.02%
5Y*
-0.02%
10Y*
0.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%5.07%-9.83%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.50%-3.82%5.50%0.46%-9.92%5.31%-0.09%11.39%5.30%-9.96%

Correlation

The correlation between SPP7.DE and SXRM.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.84

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

0.87

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

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2016

0.84

The correlation between SPP7.DE and SXRM.DE shifts across timeframes, from 0.75 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPP7.DE vs. SXRM.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

SXRM.DE
SXRM.DE Risk / Return Rank: 2323
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2323
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. SXRM.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 (Acc) (SXRM.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.DESXRM.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.44

0.42

+0.02

Martin ratioReturn relative to average drawdown

1.13

1.16

-0.02

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

The current SPP7.DE Sharpe Ratio is 0.33, which is comparable to the SXRM.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SPP7.DE and SXRM.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.DESXRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.33

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.00

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.06

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.28

-0.23

Drawdowns

SPP7.DE vs. SXRM.DE - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -20.31%, roughly equal to the maximum SXRM.DE drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and SXRM.DE.


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Drawdown Indicators


SPP7.DESXRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.31%

-21.13%

+0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-4.85%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-10.82%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-14.56%

-15.93%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-20.31%

-21.13%

+0.82%

Current Drawdown

Current decline from peak

-15.29%

-15.82%

+0.53%

Average Drawdown

Average peak-to-trough decline

-10.62%

-9.87%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.78%

-0.09%

Volatility

SPP7.DE vs. SXRM.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) is 1.06%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.50%. This indicates that SPP7.DE experiences smaller price fluctuations and is considered to be less risky than SXRM.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.DESXRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.50%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.75%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

6.29%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

9.25%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

8.82%

-0.33%

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

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

SPP7.DE's dividend yield for the trailing twelve months is around 4.07%, while SXRM.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPP7.DE and SXRM.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SXRM.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 SXRM.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 SXRM.DE.

Portfolio Optimizer

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