SPPS.DE vs. XDEP.DE
SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) and XDEP.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) are both European Corporate Bonds funds - SPPS.DE tracks the Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select while XDEP.DE tracks the iBoxx® EUR Corporates Yield Plus. Both are passively managed. Over the past 3 years, SPPS.DE returned 3.72%/yr vs 5.50%/yr for XDEP.DE. A 0.55 correlation means they provide meaningful diversification when combined. SPPS.DE charges 0.12%/yr vs 0.25%/yr for XDEP.DE.
Performance
SPPS.DE vs. XDEP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPPS.DE achieves a 0.69% return, which is significantly higher than XDEP.DE's 0.60% return.
SPPS.DE
- 1D
- -0.02%
- 1M
- 0.37%
- YTD
- 0.69%
- 6M
- 0.76%
- 1Y
- 2.01%
- 3Y*
- 3.72%
- 5Y*
- —
- 10Y*
- —
XDEP.DE
- 1D
- 0.09%
- 1M
- 0.84%
- YTD
- 0.60%
- 6M
- 0.39%
- 1Y
- 2.26%
- 3Y*
- 5.50%
- 5Y*
- 0.29%
- 10Y*
- —
SPPS.DE vs. XDEP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 0.69% | 2.96% | 4.20% | 4.07% | -1.54% |
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.60% | 3.58% | 5.25% | 9.38% | -5.68% |
Correlation
The correlation between SPPS.DE and XDEP.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.55 |
The correlation between SPPS.DE and XDEP.DE shifts across timeframes, from 0.43 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPPS.DE vs. XDEP.DE — Risk / Return Rank
SPPS.DE
XDEP.DE
SPPS.DE vs. XDEP.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 Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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.DE | XDEP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.13 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.70 | +1.00 |
| Martin ratioReturn relative to average drawdown | 6.89 | 2.39 | +4.50 |
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
| SPPS.DE | XDEP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.65 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.30 | +0.80 |
Drawdowns
SPPS.DE vs. XDEP.DE - Drawdown Comparison
The maximum SPPS.DE drawdown since its inception was -2.70%, smaller than the maximum XDEP.DE drawdown of -19.79%. Use the drawdown chart below to compare losses from any high point for SPPS.DE and XDEP.DE.
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Drawdown Indicators
| SPPS.DE | XDEP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.70% | -19.79% | +17.09% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -3.22% | +2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -3.22% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.79% | — |
Current DrawdownCurrent decline from peak | -0.23% | -0.90% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -0.44% | -4.48% | +4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | 0.95% | -0.66% |
Volatility
SPPS.DE vs. XDEP.DE - Volatility Comparison
The current volatility for SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) is 1.05%, while Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) has a volatility of 1.21%. This indicates that SPPS.DE experiences smaller price fluctuations and is considered to be less risky than XDEP.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.DE | XDEP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 1.21% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 3.13% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 3.47% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 4.72% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.26% | 5.28% | -3.02% |
SPPS.DE vs. XDEP.DE - Expense Ratio Comparison
SPPS.DE has a 0.12% expense ratio, which is lower than XDEP.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
SPPS.DE vs. XDEP.DE - Dividend Comparison
SPPS.DE has not paid dividends to shareholders, while XDEP.DE's dividend yield for the trailing twelve months is around 2.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 2.88% | 2.73% | 2.26% | 1.68% | 2.51% | 1.53% | 1.85% | 1.40% | 0.72% |
Frequently Asked Questions
SPPS.DE and XDEP.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPS.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEP.DE.
SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select, while XDEP.DE tracks iBoxx® EUR Corporates Yield Plus. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.12% for SPPS.DE and 0.25% for XDEP.DE.
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