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SPP7.DE vs. XCS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPP7.DE vs. XCS2.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 Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.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 2.01% return, which is significantly lower than XCS2.DE's 8.53% return. Over the past 10 years, SPP7.DE has outperformed XCS2.DE with an annualized return of 0.17%, while XCS2.DE has yielded a comparatively lower -0.24% annualized return.


SPP7.DE

1D
0.36%
1M
1.03%
6M
1.30%
YTD
2.01%
1Y
5.22%
3Y*
2.11%
5Y*
-0.73%
10Y*
0.17%

XCS2.DE

1D
-0.03%
1M
-0.78%
6M
6.96%
YTD
8.53%
1Y
9.41%
3Y*
2.56%
5Y*
-1.97%
10Y*
-0.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPP7.DE vs. XCS2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
2.01%-3.30%5.16%-0.06%-9.76%4.99%-0.12%11.44%5.09%-9.83%
XCS2.DE
Xtrackers II Australia Government Bond UCITS ETF (Acc)
8.53%-2.17%-1.70%0.78%-13.88%-0.26%4.13%9.65%-0.82%-2.48%

Correlation

The correlation between SPP7.DE and XCS2.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.37

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

0.36

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

0.34

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

0.32

The correlation between SPP7.DE and XCS2.DE shifts across timeframes, from 0.22 (1 year) to 0.37 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPP7.DE vs. XCS2.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: 3131
Overall Rank
SPP7.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 2929
Martin Ratio Rank

XCS2.DE
XCS2.DE Risk / Return Rank: 4444
Overall Rank
XCS2.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XCS2.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XCS2.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XCS2.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XCS2.DE Martin Ratio Rank: 5353
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. XCS2.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 Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.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.DEXCS2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

1.19

2.05

-0.86

Martin ratioReturn relative to average drawdown

3.11

6.71

-3.60

SPP7.DE vs. XCS2.DE - Sharpe Ratio Comparison

The current SPP7.DE Sharpe Ratio is 0.91, which is comparable to the XCS2.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SPP7.DE and XCS2.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. XCS2.DE - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -23.17%, smaller than the maximum XCS2.DE drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and XCS2.DE.


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Drawdown Indicators


SPP7.DEXCS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-41.58%

+18.41%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-4.56%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-10.59%

-12.00%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.66%

-22.36%

+6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-23.10%

-41.58%

+18.48%

Current Drawdown

Current decline from peak

-14.94%

-32.91%

+17.97%

Average Drawdown

Average peak-to-trough decline

-12.87%

-25.77%

+12.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.40%

+0.27%

Volatility

SPP7.DE vs. XCS2.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) is 1.47%, while Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) has a volatility of 2.72%. This indicates that SPP7.DE experiences smaller price fluctuations and is considered to be less risky than XCS2.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.DEXCS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

2.72%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.07%

7.34%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.80%

8.96%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.92%

10.16%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

21.02%

-11.20%

SPP7.DE vs. XCS2.DE - Expense Ratio Comparison

SPP7.DE has a 0.15% expense ratio, which is lower than XCS2.DE's 0.25% expense ratio. Despite the difference, 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. XCS2.DE - Dividend Comparison

SPP7.DE's dividend yield for the trailing twelve months is around 4.00%, while XCS2.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.00%4.20%3.45%2.73%1.66%0.97%1.69%2.33%1.98%1.99%0.70%
XCS2.DE
Xtrackers II Australia Government Bond 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 XCS2.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPP7.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPP7.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XCS2.DE.

SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond, while XCS2.DE tracks FTSE Australian Government Bond Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for SPP7.DE and 0.25% for XCS2.DE.

Portfolio Optimizer

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