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SPPC.DE vs. EAAA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPPC.DE vs. EAAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street Blackstone Euro AAA CLO UCITS ETF (Acc) (SPPC.DE) and Fair Oaks AAA CLO UCITS ETF EUR Acc (EAAA.DE). The values are adjusted to include any dividend payments, if applicable.

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SPPC.DE vs. EAAA.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SPPC.DE achieves a 0.47% return, which is significantly higher than EAAA.DE's 0.35% return.


SPPC.DE

1D
0.05%
1M
-0.09%
YTD
0.47%
6M
1.25%
1Y
3Y*
5Y*
10Y*

EAAA.DE

1D
0.02%
1M
-0.25%
YTD
0.35%
6M
1.10%
1Y
2.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPPC.DE vs. EAAA.DE - Expense Ratio Comparison

SPPC.DE has a 0.25% expense ratio, which is lower than EAAA.DE's 0.35% expense ratio.


Return for Risk

SPPC.DE vs. EAAA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPPC.DE

EAAA.DE
EAAA.DE Risk / Return Rank: 9898
Overall Rank
EAAA.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EAAA.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
EAAA.DE Omega Ratio Rank: 9898
Omega Ratio Rank
EAAA.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EAAA.DE Martin Ratio Rank: 9797
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.

SPPC.DE vs. EAAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Blackstone Euro AAA CLO UCITS ETF (Acc) (SPPC.DE) and Fair Oaks AAA CLO UCITS ETF EUR Acc (EAAA.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SPPC.DE vs. EAAA.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPPC.DEEAAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.97

Sharpe Ratio (All Time)

Calculated using the full available price history

3.46

3.09

+0.36

Correlation

The correlation between SPPC.DE and EAAA.DE is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPPC.DE vs. EAAA.DE - Dividend Comparison

Neither SPPC.DE nor EAAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPPC.DE vs. EAAA.DE - Drawdown Comparison

The maximum SPPC.DE drawdown since its inception was -0.40%, smaller than the maximum EAAA.DE drawdown of -0.59%. Use the drawdown chart below to compare losses from any high point for SPPC.DE and EAAA.DE.


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Drawdown Indicators


SPPC.DEEAAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.40%

-0.59%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.53%

Current Drawdown

Current decline from peak

-0.20%

-0.29%

+0.09%

Average Drawdown

Average peak-to-trough decline

-0.06%

-0.08%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

Volatility

SPPC.DE vs. EAAA.DE - Volatility Comparison


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Volatility by Period


SPPC.DEEAAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.75%

0.99%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.75%

0.99%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.75%

0.99%

-0.24%