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

Performance

SPPU.DE vs. PRAP.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 Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPPU.DE having a 2.45% return and PRAP.DE slightly lower at 2.33%.


SPPU.DE

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

PRAP.DE

1D
0.21%
1M
0.27%
6M
0.96%
YTD
2.33%
1Y
6.08%
3Y*
4.04%
5Y*
0.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPU.DE vs. PRAP.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%
PRAP.DE
Amundi Core USD Corporate Bond UCITS ETF (Acc)
2.33%-3.96%7.69%4.70%-10.24%6.82%-2.53%

Correlation

The correlation between SPPU.DE and PRAP.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.97

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

0.95

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

0.95

The correlation between SPPU.DE and PRAP.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

SPPU.DE vs. PRAP.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

PRAP.DE
PRAP.DE Risk / Return Rank: 3333
Overall Rank
PRAP.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRAP.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRAP.DE Omega Ratio Rank: 3131
Omega Ratio Rank
PRAP.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
PRAP.DE Martin Ratio Rank: 3434
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. PRAP.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 Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.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.DEPRAP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.19

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.78

1.67

+0.11

Martin ratioReturn relative to average drawdown

4.64

4.29

+0.35

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

The current SPPU.DE Sharpe Ratio is 1.02, which is comparable to the PRAP.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SPPU.DE and PRAP.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. PRAP.DE - Drawdown Comparison

The maximum SPPU.DE drawdown since its inception was -13.50%, smaller than the maximum PRAP.DE drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for SPPU.DE and PRAP.DE.


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Drawdown Indicators


SPPU.DEPRAP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-18.71%

+5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.62%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-11.80%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-13.30%

-0.20%

Current Drawdown

Current decline from peak

-4.41%

-6.45%

+2.04%

Average Drawdown

Average peak-to-trough decline

-6.12%

-10.13%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.41%

-0.14%

Volatility

SPPU.DE vs. PRAP.DE - Volatility Comparison

SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) and Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.DE) have volatilities of 1.80% and 1.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPU.DEPRAP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.85%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.92%

4.14%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

6.16%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.39%

8.34%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

9.55%

-1.30%

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

SPPU.DE has a 0.15% expense ratio, which is higher than PRAP.DE's 0.07% expense ratio. However, 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. PRAP.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SPPU.DE and PRAP.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.

On fees, PRAP.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAP.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SPPU.DE.

SPPU.DE tracks Bloomberg SASB US Corporate ESG Ex-Controversies Select, while PRAP.DE tracks Bloomberg US Corporate Liquid Issuer Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.15% for SPPU.DE and 0.07% for PRAP.DE.

Portfolio Optimizer

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