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SPPS.DE vs. TCBT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPPS.DE vs. TCBT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) and VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE). The values are adjusted to include any dividend payments, if applicable.

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SPPS.DE vs. TCBT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPPS.DE
SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc
-0.13%2.96%4.20%4.07%-1.54%
TCBT.DE
VanEck iBoxx EUR Corporates UCITS ETF
-0.60%2.42%3.35%8.23%-6.25%

Returns By Period

In the year-to-date period, SPPS.DE achieves a -0.13% return, which is significantly higher than TCBT.DE's -0.60% return.


SPPS.DE

1D
0.11%
1M
-0.80%
YTD
-0.13%
6M
0.28%
1Y
1.98%
3Y*
3.47%
5Y*
10Y*

TCBT.DE

1D
0.42%
1M
-1.45%
YTD
-0.60%
6M
-0.61%
1Y
1.93%
3Y*
3.76%
5Y*
-0.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPPS.DE vs. TCBT.DE - Expense Ratio Comparison

SPPS.DE has a 0.12% expense ratio, which is lower than TCBT.DE's 0.15% 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%.


Return for Risk

SPPS.DE vs. TCBT.DE — Risk / Return Rank

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

SPPS.DE
SPPS.DE Risk / Return Rank: 6666
Overall Rank
SPPS.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPPS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPPS.DE Omega Ratio Rank: 6969
Omega Ratio Rank
SPPS.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPPS.DE Martin Ratio Rank: 7373
Martin Ratio Rank

TCBT.DE
TCBT.DE Risk / Return Rank: 2424
Overall Rank
TCBT.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TCBT.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
TCBT.DE Omega Ratio Rank: 2323
Omega Ratio Rank
TCBT.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
TCBT.DE Martin Ratio Rank: 2727
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.

SPPS.DE vs. TCBT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) and VanEck iBoxx EUR Corporates UCITS ETF (TCBT.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.


SPPS.DETCBT.DEDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.51

+0.69

Sortino ratio

Return per unit of downside risk

1.72

0.73

+1.00

Omega ratio

Gain probability vs. loss probability

1.27

1.10

+0.17

Calmar ratio

Return relative to maximum drawdown

1.73

0.63

+1.10

Martin ratio

Return relative to average drawdown

8.57

2.54

+6.03

SPPS.DE vs. TCBT.DE - Sharpe Ratio Comparison

The current SPPS.DE Sharpe Ratio is 1.19, which is higher than the TCBT.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SPPS.DE and TCBT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPPS.DETCBT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.51

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.16

+0.91

Correlation

The correlation between SPPS.DE and TCBT.DE is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPPS.DE vs. TCBT.DE - Dividend Comparison

SPPS.DE has not paid dividends to shareholders, while TCBT.DE's dividend yield for the trailing twelve months is around 3.13%.


TTM2025202420232022202120202019
SPPS.DE
SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCBT.DE
VanEck iBoxx EUR Corporates UCITS ETF
3.13%2.45%2.39%1.12%1.39%0.75%1.00%1.07%

Drawdowns

SPPS.DE vs. TCBT.DE - Drawdown Comparison

The maximum SPPS.DE drawdown since its inception was -2.70%, smaller than the maximum TCBT.DE drawdown of -16.90%. Use the drawdown chart below to compare losses from any high point for SPPS.DE and TCBT.DE.


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Drawdown Indicators


SPPS.DETCBT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-2.70%

-16.90%

+14.20%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-3.39%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.88%

Current Drawdown

Current decline from peak

-0.90%

-3.02%

+2.12%

Average Drawdown

Average peak-to-trough decline

-0.45%

-5.17%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.84%

-0.60%

Volatility

SPPS.DE vs. TCBT.DE - Volatility Comparison

The current volatility for SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) is 1.04%, while VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) has a volatility of 2.23%. This indicates that SPPS.DE experiences smaller price fluctuations and is considered to be less risky than TCBT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPS.DETCBT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

2.23%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.37%

3.07%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

1.66%

3.79%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.22%

5.04%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.22%

5.33%

-3.11%