SPPU.DE vs. VUSC.DE

Last updated Jun 5, 2026

SPPU.DE (SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF) and VUSC.DE (Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing) are both Corporate Bonds funds - SPPU.DE tracks the Bloomberg SASB US Corporate ESG Ex-Controversies Select while VUSC.DE tracks the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 5 years, SPPU.DE returned 1.29%/yr vs 3.26%/yr for VUSC.DE. A 0.65 correlation means they provide meaningful diversification when combined. SPPU.DE charges 0.15%/yr vs 0.09%/yr for VUSC.DE.

Performance

SPPU.DE vs. VUSC.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 Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPPU.DE achieves a 1.68% return, which is significantly lower than VUSC.DE's 1.87% 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*: —

VUSC.DE

• 1D: 0.01%
• 1M: 1.29%
• YTD: 1.87%
• 6M: 1.19%
• 1Y: 2.08%
• 3Y*: 2.04%
• 5Y*: 3.26%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
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%
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing	1.87%	-6.35%	11.06%	1.80%	2.07%	7.98%	-3.38%

Correlation

The correlation between SPPU.DE and VUSC.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Oct 27, 2020	0.65

The correlation between SPPU.DE and VUSC.DE shifts across timeframes, from 0.64 (5 years) to 0.75 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SPPU.DE vs. VUSC.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: 21
SPPU.DE Sharpe Ratio Rank: 20
SPPU.DE Sortino Ratio Rank: 19
SPPU.DE Omega Ratio Rank: 19
SPPU.DE Calmar Ratio Rank: 24
SPPU.DE Martin Ratio Rank: 23

VUSC.DE

VUSC.DE Risk / Return Rank: 14
VUSC.DE Sharpe Ratio Rank: 14
VUSC.DE Sortino Ratio Rank: 13
VUSC.DE Omega Ratio Rank: 13
VUSC.DE Calmar Ratio Rank: 16
VUSC.DE Martin Ratio Rank: 15

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. VUSC.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 Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.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.DE	VUSC.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.65	0.35	+0.30
Sortino ratio: Return per unit of downside risk	0.97	0.53	+0.44
Omega ratio: Gain probability vs. loss probability	1.12	1.06	+0.06
Calmar ratio: Return relative to maximum drawdown	1.12	0.56	+0.55
Martin ratio: Return relative to average drawdown	2.87	1.30	+1.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SPPU.DE Sharpe Ratio is 0.65, which is higher than the VUSC.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of SPPU.DE and VUSC.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.

Sharpe Ratios by Period

	SPPU.DE	VUSC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	0.35	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.46	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.35	-0.29

Drawdowns

SPPU.DE vs. VUSC.DE - Drawdown Comparison

The maximum SPPU.DE drawdown since its inception was -13.50%, which is greater than VUSC.DE's maximum drawdown of -11.44%. Use the drawdown chart below to compare losses from any high point for SPPU.DE and VUSC.DE.

Drawdown Indicators

	SPPU.DE	VUSC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-13.50%	-11.44%	-2.06%
Max Drawdown (1Y) Largest decline over 1 year	-3.32%	-3.36%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-11.44%	-10.76%	-0.68%
Max Drawdown (5Y) Largest decline over 5 years	-13.50%	-11.44%	-2.06%
Current Drawdown Current decline from peak	-5.13%	-6.70%	+1.57%
Average Drawdown Average peak-to-trough decline	-6.15%	-4.51%	-1.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.29%	1.46%	-0.17%

Volatility

SPPU.DE vs. VUSC.DE - Volatility Comparison

SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) and Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) have volatilities of 1.00% and 1.04%, 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.

Volatility by Period

	SPPU.DE	VUSC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.00%	1.04%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	3.94%	3.65%	+0.29%
Volatility (1Y) Calculated over the trailing 1-year period	5.71%	5.48%	+0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.42%	7.03%	+1.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.29%	6.66%	+1.63%

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

SPPU.DE has a 0.15% expense ratio, which is higher than VUSC.DE's 0.09% 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. VUSC.DE - Dividend Comparison

SPPU.DE has not paid dividends to shareholders, while VUSC.DE's dividend yield for the trailing twelve months is around 3.94%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing	3.94%	4.49%	4.42%	4.11%	1.92%	0.85%	1.90%	0.92%

Frequently Asked Questions

Can I hold both SPPU.DE and VUSC.DE in my portfolio?

SPPU.DE and VUSC.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPPU.DE or VUSC.DE?

On fees, VUSC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPPU.DE or VUSC.DE?

VUSC.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for SPPU.DE.

What is the main difference between SPPU.DE and VUSC.DE?

SPPU.DE tracks Bloomberg SASB US Corporate ESG Ex-Controversies Select, while VUSC.DE tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.15% for SPPU.DE and 0.09% for VUSC.DE.