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SPP7.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SPP7.DE vs. VUDP.F

Last updated Jun 5, 2026

SPP7.DE (SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both Government Bonds funds - SPP7.DE tracks the Bloomberg US 7-10 Year Treasury Bond while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a 0.12 correlation, their price movements are largely independent. SPP7.DE charges 0.15%/yr vs 0.10%/yr for VUDP.F.

Performance

SPP7.DE vs. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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 higher than VUDP.F's -1.75% return.

SPP7.DE

1D
0.01%
1M
0.53%
YTD
0.25%
6M
-0.29%
1Y
2.30%
3Y*
-0.11%
5Y*
0.17%
10Y*
0.60%

VUDP.F

1D
0.10%
1M
-0.36%
YTD
-1.75%
6M
-1.87%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPP7.DE vs. VUDP.F - Yearly Performance Comparison

2026 (YTD)2025
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF		0.25%-1.32%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing		-1.75%1.21%

Correlation

The correlation between SPP7.DE and VUDP.F is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 7, 2025

0.12

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SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF

Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing

Often compared with SPP7.DE:
SPP7.DE vs. TLTWSPP7.DE vs. 2B7S.DESPP7.DE vs. PRAS.DESPP7.DE vs. PR1T.DESPP7.DE vs. 36BD.DESPP7.DE vs. XT01.DESPP7.DE vs. CEMF.DE
Often compared with VUDP.F:
VUDP.F vs. VAGF.DEVUDP.F vs. SNA2.DEVUDP.F vs. VX6F.DEVUDP.F vs. CEMF.DEVUDP.F vs. SXRL.DEVUDP.F vs. VFEA.DEVUDP.F vs. 2B7S.DE

Return for Risk

SPP7.DE vs. VUDP.F — 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
VUDP.F
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. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility
0.33

—

—

Sortino ratioReturn per unit of downside risk
0.52

—

—

Omega ratioGain probability vs. loss probability

1.06

—

—

Calmar ratioReturn relative to maximum drawdown

0.44

—

—

Martin ratioReturn relative to average drawdown

1.13

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPP7.DE vs. VUDP.F - Sharpe Ratio Comparison

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Sharpe Ratios by Period

SPP7.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

—

—

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

-0.43

+0.48

Drawdowns

SPP7.DE vs. VUDP.F - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -20.31%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and VUDP.F.

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Drawdown Indicators

SPP7.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-20.31%

-2.16%

-18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

—

—

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

-15.29%

-1.97%

-13.32%

Average Drawdown

Average peak-to-trough decline

-10.62%

-0.82%

-9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

—

—

Volatility

SPP7.DE vs. VUDP.F - Volatility Comparison

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Volatility by Period

SPP7.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

2.34%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

2.34%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

2.34%

+6.15%

SPP7.DE vs. VUDP.F - Expense Ratio Comparison

SPP7.DE has a 0.15% expense ratio, which is higher than VUDP.F'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%.

Dividends

SPP7.DE vs. VUDP.F - Dividend Comparison

SPP7.DE's dividend yield for the trailing twelve months is around 4.07%, while VUDP.F 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%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing		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 VUDP.F have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUDP.F is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDP.F is cheaper with a 0.10% expense ratio, compared with 0.15% for SPP7.DE.

SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.15% for SPP7.DE and 0.10% for VUDP.F.

Portfolio Optimizer

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