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SPPU.DE vs. CBUP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPU.DE vs. CBUP.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 € Green Bond UCITS ETF EUR (Acc) (CBUP.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 2.45% return, which is significantly higher than CBUP.DE's 0.05% return.


SPPU.DE

1D
0.00%
1M
0.28%
6M
1.22%
YTD
2.45%
1Y
5.89%
3Y*
3.91%
5Y*
0.43%
10Y*

CBUP.DE

1D
0.00%
1M
-0.47%
6M
-0.37%
YTD
0.05%
1Y
0.83%
3Y*
2.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPU.DE vs. CBUP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPPU.DE
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF
2.45%-4.22%7.66%4.50%-9.22%
CBUP.DE
iShares € Green Bond UCITS ETF EUR (Acc)
0.05%0.99%2.05%7.83%-11.21%

Correlation

The correlation between SPPU.DE and CBUP.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.45

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2022

0.45

Over the past year, the correlation between SPPU.DE and CBUP.DE has dropped to 0.23 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

SPPU.DE vs. CBUP.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: 3535
Overall Rank
SPPU.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SPPU.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
SPPU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SPPU.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
SPPU.DE Martin Ratio Rank: 3636
Martin Ratio Rank

CBUP.DE
CBUP.DE Risk / Return Rank: 1212
Overall Rank
CBUP.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CBUP.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
CBUP.DE Omega Ratio Rank: 1111
Omega Ratio Rank
CBUP.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
CBUP.DE Martin Ratio Rank: 1313
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. CBUP.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 € Green Bond UCITS ETF EUR (Acc) (CBUP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.83

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.19

1.04

+0.15

Calmar ratioReturn relative to maximum drawdown

1.78

0.26

+1.52

Martin ratioReturn relative to average drawdown

4.64

0.66

+3.98

SPPU.DE vs. CBUP.DE - Sharpe Ratio Comparison

The current SPPU.DE Sharpe Ratio is 1.02, which is higher than the CBUP.DE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of SPPU.DE and CBUP.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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Drawdowns

SPPU.DE vs. CBUP.DE - Drawdown Comparison

The maximum SPPU.DE drawdown since its inception was -13.50%, which is greater than CBUP.DE's maximum drawdown of -12.62%. Use the drawdown chart below to compare losses from any high point for SPPU.DE and CBUP.DE.


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Drawdown Indicators


SPPU.DECBUP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-12.62%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.19%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-3.58%

-7.86%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

Current Drawdown

Current decline from peak

-4.41%

-1.80%

-2.61%

Average Drawdown

Average peak-to-trough decline

-6.12%

-5.07%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.25%

+0.02%

Volatility

SPPU.DE vs. CBUP.DE - Volatility Comparison

SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) has a higher volatility of 1.80% compared to iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) at 1.25%. This indicates that SPPU.DE's price experiences larger fluctuations and is considered to be riskier than CBUP.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.DECBUP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.25%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.92%

3.65%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

4.18%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.39%

5.88%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

5.88%

+2.37%

SPPU.DE vs. CBUP.DE - Expense Ratio Comparison

SPPU.DE has a 0.15% expense ratio, which is lower than CBUP.DE's 0.20% 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

SPPU.DE vs. CBUP.DE - Dividend Comparison

Neither SPPU.DE nor CBUP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPU.DE and CBUP.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPPU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPPU.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for CBUP.DE.

SPPU.DE tracks Bloomberg SASB US Corporate ESG Ex-Controversies Select, while CBUP.DE tracks Bloomberg MSCI Euro Green Bond SRI (including Nuclear Power) Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SPPU.DE and 0.20% for CBUP.DE.

Portfolio Optimizer

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