SPP7.DE vs. ZPRX.DE
SPP7.DE (SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SPP7.DE is a Government Bonds fund tracking the Bloomberg US 7-10 Year Treasury Bond, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, SPP7.DE returned 0.60%/yr vs 8.15%/yr for ZPRX.DE. At a correlation of -0.18, they often move in opposite directions. SPP7.DE charges 0.15%/yr vs 0.30%/yr for ZPRX.DE.
Performance
SPP7.DE vs. ZPRX.DE - Performance Comparison
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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 ZPRX.DE's 7.81% return. Over the past 10 years, SPP7.DE has underperformed ZPRX.DE with an annualized return of 0.60%, while ZPRX.DE has yielded a comparatively higher 8.15% 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%
ZPRX.DE
- 1D
- 0.33%
- 1M
- 1.27%
- YTD
- 7.81%
- 6M
- 10.93%
- 1Y
- 17.80%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
SPP7.DE vs. ZPRX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Correlation
The correlation between SPP7.DE and ZPRX.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2016 | -0.18 |
The correlation between SPP7.DE and ZPRX.DE shifts across timeframes, from -0.18 (10 years) to -0.02 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPP7.DE vs. ZPRX.DE — Risk / Return Rank
SPP7.DE
ZPRX.DE
SPP7.DE vs. ZPRX.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 SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.DE | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.22 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.47 | -1.03 |
| Martin ratioReturn relative to average drawdown | 1.13 | 5.42 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPP7.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.23 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.46 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.45 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.39 | -0.34 |
Drawdowns
SPP7.DE vs. ZPRX.DE - Drawdown Comparison
The maximum SPP7.DE drawdown since its inception was -20.31%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and ZPRX.DE.
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Drawdown Indicators
| SPP7.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.31% | -43.93% | +23.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.35% | -11.63% | +7.28% |
Max Drawdown (3Y)Largest decline over 3 years | -10.58% | -15.95% | +5.37% |
Max Drawdown (5Y)Largest decline over 5 years | -14.56% | -27.52% | +12.96% |
Max Drawdown (10Y)Largest decline over 10 years | -20.31% | -43.93% | +23.62% |
Current DrawdownCurrent decline from peak | -15.29% | -1.51% | -13.78% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -7.71% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 3.16% | -1.47% |
Volatility
SPP7.DE vs. ZPRX.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) is 1.06%, while SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 4.17%. This indicates that SPP7.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.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.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 4.17% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 11.30% | -7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 13.94% | -8.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.14% | 16.69% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 18.14% | -9.65% |
SPP7.DE vs. ZPRX.DE - Expense Ratio Comparison
SPP7.DE has a 0.15% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
SPP7.DE vs. ZPRX.DE - Dividend Comparison
SPP7.DE's dividend yield for the trailing twelve months is around 4.07%, while ZPRX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 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 ZPRX.DE have a correlation of -0.05, 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 0.30% for ZPRX.DE.
SPP7.DE is categorized as Government Bonds, while ZPRX.DE is Europe Equities. SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.15% for SPP7.DE and 0.30% for ZPRX.DE.
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