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

Performance

SPPU.DE vs. PUIG.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 Invesco USD Corporate Bond UCITS ETF Dist (PUIG.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
SPPU.DE
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF
1.73%-4.22%7.66%4.50%-10.58%6.82%-1.58%
PUIG.DE
Invesco USD Corporate Bond UCITS ETF Dist
1.29%-4.57%7.59%4.08%-10.14%6.62%-1.70%

Returns By Period

In the year-to-date period, SPPU.DE achieves a 1.73% return, which is significantly higher than PUIG.DE's 1.29% return.


SPPU.DE

1D
-13.00%
1M
-0.62%
YTD
1.73%
6M
1.78%
1Y
-1.21%
3Y*
2.40%
5Y*
0.92%
10Y*

PUIG.DE

1D
0.76%
1M
-0.69%
YTD
1.29%
6M
1.11%
1Y
-2.02%
3Y*
2.01%
5Y*
0.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SPPU.DE has a 0.15% expense ratio, which is higher than PUIG.DE's 0.10% 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%.


Return for Risk

SPPU.DE vs. PUIG.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: 1010
Overall Rank
SPPU.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SPPU.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPPU.DE Omega Ratio Rank: 1111
Omega Ratio Rank
SPPU.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPPU.DE Martin Ratio Rank: 1111
Martin Ratio Rank

PUIG.DE
PUIG.DE Risk / Return Rank: 88
Overall Rank
PUIG.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PUIG.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
PUIG.DE Omega Ratio Rank: 66
Omega Ratio Rank
PUIG.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
PUIG.DE Martin Ratio Rank: 99
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. PUIG.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 Invesco USD Corporate Bond UCITS ETF Dist (PUIG.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.DEPUIG.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.06

-0.24

+0.19

Sortino ratio

Return per unit of downside risk

0.08

-0.26

+0.34

Omega ratio

Gain probability vs. loss probability

1.02

0.96

+0.06

Calmar ratio

Return relative to maximum drawdown

0.03

-0.07

+0.10

Martin ratio

Return relative to average drawdown

0.11

-0.14

+0.25

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

The current SPPU.DE Sharpe Ratio is -0.06, which is higher than the PUIG.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of SPPU.DE and PUIG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPPU.DEPUIG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

-0.24

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.09

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.04

+0.01

Correlation

The correlation between SPPU.DE and PUIG.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPPU.DE vs. PUIG.DE - Dividend Comparison

SPPU.DE has not paid dividends to shareholders, while PUIG.DE's dividend yield for the trailing twelve months is around 4.21%.


TTM202520242023202220212020
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%
PUIG.DE
Invesco USD Corporate Bond UCITS ETF Dist
4.21%4.32%4.29%3.82%2.83%1.91%2.59%

Drawdowns

SPPU.DE vs. PUIG.DE - Drawdown Comparison

The maximum SPPU.DE drawdown since its inception was -13.50%, smaller than the maximum PUIG.DE drawdown of -14.30%. Use the drawdown chart below to compare losses from any high point for SPPU.DE and PUIG.DE.


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Drawdown Indicators


SPPU.DEPUIG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-14.30%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-6.89%

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-13.35%

-0.15%

Current Drawdown

Current decline from peak

-13.00%

-5.88%

-7.12%

Average Drawdown

Average peak-to-trough decline

-6.16%

-6.01%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.39%

-0.01%

Volatility

SPPU.DE vs. PUIG.DE - Volatility Comparison

SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) has a higher volatility of 20.55% compared to Invesco USD Corporate Bond UCITS ETF Dist (PUIG.DE) at 2.00%. This indicates that SPPU.DE's price experiences larger fluctuations and is considered to be riskier than PUIG.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.DEPUIG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.55%

2.00%

+18.55%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

4.21%

+16.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

8.25%

+13.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.33%

8.42%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.01%

9.17%

+2.84%