PortfoliosLab logoPortfoliosLab logo
SPPU.DE vs. IS0Y.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPU.DE vs. IS0Y.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 € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPPU.DE achieves a 2.45% return, which is significantly higher than IS0Y.DE's 1.40% 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*

IS0Y.DE

1D
-0.03%
1M
0.10%
6M
1.43%
YTD
1.40%
1Y
3.01%
3Y*
5.12%
5Y*
2.73%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPU.DE vs. IS0Y.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPPU.DE
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF
2.45%-4.22%7.66%4.50%-10.58%6.82%-2.83%
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.40%4.15%6.61%5.08%-2.70%-0.25%1.08%

Correlation

The correlation between SPPU.DE and IS0Y.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.01

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2020

-0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPPU.DE vs. IS0Y.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

IS0Y.DE
IS0Y.DE Risk / Return Rank: 5858
Overall Rank
IS0Y.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IS0Y.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IS0Y.DE Omega Ratio Rank: 4545
Omega Ratio Rank
IS0Y.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
IS0Y.DE Martin Ratio Rank: 7575
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. IS0Y.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 € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.DEIS0Y.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratioReturn relative to maximum drawdown

1.78

2.95

-1.17

Martin ratioReturn relative to average drawdown

4.64

11.20

-6.56

SPPU.DE vs. IS0Y.DE - Sharpe Ratio Comparison

The current SPPU.DE Sharpe Ratio is 1.02, which is comparable to the IS0Y.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SPPU.DE and IS0Y.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.


Loading charts...

Drawdowns

SPPU.DE vs. IS0Y.DE - Drawdown Comparison

The maximum SPPU.DE drawdown since its inception was -13.50%, roughly equal to the maximum IS0Y.DE drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for SPPU.DE and IS0Y.DE.


Loading charts...

Drawdown Indicators


SPPU.DEIS0Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-13.95%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-1.02%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-2.07%

-9.37%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-7.01%

-6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-13.95%

Current Drawdown

Current decline from peak

-4.41%

-0.13%

-4.28%

Average Drawdown

Average peak-to-trough decline

-6.12%

-1.32%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

0.27%

+1.00%

Volatility

SPPU.DE vs. IS0Y.DE - Volatility Comparison

SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) has a higher volatility of 1.80% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) at 0.54%. This indicates that SPPU.DE's price experiences larger fluctuations and is considered to be riskier than IS0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPPU.DEIS0Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

0.54%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.92%

1.73%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

2.20%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.39%

2.85%

+5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

3.69%

+4.56%

SPPU.DE vs. IS0Y.DE - Expense Ratio Comparison

SPPU.DE has a 0.15% expense ratio, which is lower than IS0Y.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

SPPU.DE vs. IS0Y.DE - Dividend Comparison

SPPU.DE has not paid dividends to shareholders, while IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%
SPPU.DE
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPPU.DE and IS0Y.DE have a correlation of -0.04, 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 0.25% for IS0Y.DE.

SPPU.DE tracks Bloomberg SASB US Corporate ESG Ex-Controversies Select, while IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SPPU.DE and 0.25% for IS0Y.DE.

Portfolio Optimizer

Find the right allocation for SPPU.DE and IS0Y.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer