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SPPU.DE vs. 5UOA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPU.DE vs. 5UOA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) and iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.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, SPPU.DE achieves a 1.68% return, which is significantly higher than 5UOA.DE's 1.02% return.


SPPU.DE

1D
0.14%
1M
1.15%
YTD
1.68%
6M
0.95%
1Y
4.12%
3Y*
2.27%
5Y*
1.29%
10Y*

5UOA.DE

1D
0.04%
1M
1.01%
YTD
1.02%
6M
0.66%
1Y
3.48%
3Y*
2.19%
5Y*
1.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPU.DE vs. 5UOA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPPU.DE
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF
1.68%-4.22%7.66%4.50%-10.58%6.82%-1.58%
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
1.02%-4.01%7.93%4.48%-9.70%6.44%-1.71%

Correlation

The correlation between SPPU.DE and 5UOA.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2020

0.97

The correlation between SPPU.DE and 5UOA.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

SPPU.DE vs. 5UOA.DE — Risk / Return Rank

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

SPPU.DE
SPPU.DE Risk / Return Rank: 2121
Overall Rank
SPPU.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPPU.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPPU.DE Omega Ratio Rank: 1919
Omega Ratio Rank
SPPU.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPPU.DE Martin Ratio Rank: 2323
Martin Ratio Rank

5UOA.DE
5UOA.DE Risk / Return Rank: 1919
Overall Rank
5UOA.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
5UOA.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
5UOA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
5UOA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
5UOA.DE Martin Ratio Rank: 2121
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.

SPPU.DE vs. 5UOA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) and iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.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.


SPPU.DE5UOA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.12

1.10

+0.02

Calmar ratioReturn relative to maximum drawdown

1.12

0.95

+0.17

Martin ratioReturn relative to average drawdown

2.87

2.46

+0.41

SPPU.DE vs. 5UOA.DE - Sharpe Ratio Comparison

The current SPPU.DE Sharpe Ratio is 0.65, which is comparable to the 5UOA.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SPPU.DE and 5UOA.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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Sharpe Ratios by Period


SPPU.DE5UOA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.55

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.17

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.14

-0.08

Drawdowns

SPPU.DE vs. 5UOA.DE - Drawdown Comparison

The maximum SPPU.DE drawdown since its inception was -13.50%, which is greater than 5UOA.DE's maximum drawdown of -12.65%. Use the drawdown chart below to compare losses from any high point for SPPU.DE and 5UOA.DE.


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Drawdown Indicators


SPPU.DE5UOA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-12.65%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.32%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-11.22%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-12.65%

-0.85%

Current Drawdown

Current decline from peak

-5.13%

-5.64%

+0.51%

Average Drawdown

Average peak-to-trough decline

-6.15%

-5.96%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.29%

0.00%

Volatility

SPPU.DE vs. 5UOA.DE - Volatility Comparison

The current volatility for SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) is 1.00%, while iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a volatility of 1.10%. This indicates that SPPU.DE experiences smaller price fluctuations and is considered to be less risky than 5UOA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPU.DE5UOA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.10%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.94%

3.94%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

5.70%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.42%

8.13%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.29%

8.18%

+0.11%

SPPU.DE vs. 5UOA.DE - Expense Ratio Comparison

Both SPPU.DE and 5UOA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPPU.DE vs. 5UOA.DE - Dividend Comparison

Neither SPPU.DE nor 5UOA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, SPPU.DE and 5UOA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPPU.DE and 5UOA.DE have the same expense ratio: 0.15% per year.

SPPU.DE tracks Bloomberg SASB US Corporate ESG Ex-Controversies Select, while 5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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