SPPX.DE vs. EXVM.DE
SPPX.DE (SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF) and EXVM.DE (iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)) are both Government Bonds funds - SPPX.DE tracks the Bloomberg US 10+ Year Treasury Bond while EXVM.DE tracks the eb.rexx Government Germany 0-1 Index. Both are passively managed. Over the past 10 years, SPPX.DE returned -1.99%/yr vs 0.30%/yr for EXVM.DE. At a 0.08 correlation, their price movements are largely independent. SPPX.DE charges 0.15%/yr vs 0.13%/yr for EXVM.DE.
Performance
SPPX.DE vs. EXVM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPPX.DE achieves a 1.79% return, which is significantly higher than EXVM.DE's 0.82% return. Over the past 10 years, SPPX.DE has underperformed EXVM.DE with an annualized return of -1.99%, while EXVM.DE has yielded a comparatively higher 0.30% annualized return.
SPPX.DE
- 1D
- 0.72%
- 1M
- -0.27%
- 6M
- 0.03%
- YTD
- 1.79%
- 1Y
- 5.61%
- 3Y*
- -1.45%
- 5Y*
- -5.80%
- 10Y*
- -1.99%
EXVM.DE
- 1D
- -0.03%
- 1M
- 0.16%
- 6M
- 0.84%
- YTD
- 0.82%
- 1Y
- 1.67%
- 3Y*
- 2.59%
- 5Y*
- 1.44%
- 10Y*
- 0.30%
SPPX.DE vs. EXVM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPPX.DE SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF | 1.79% | -6.02% | -0.97% | -0.77% | -24.28% | 3.04% | 6.12% | 17.93% | 2.67% | -4.61% |
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 0.82% | 2.06% | 3.37% | 2.36% | -1.00% | -0.83% | -0.79% | -0.80% | -0.84% | -0.97% |
Correlation
The correlation between SPPX.DE and EXVM.DE is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2016 | 0.08 |
The correlation between SPPX.DE and EXVM.DE shifts across timeframes, from -0.05 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPPX.DE vs. EXVM.DE — Risk / Return Rank
SPPX.DE
EXVM.DE
SPPX.DE vs. EXVM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) and iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.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.
| SPPX.DE | EXVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.68 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 14.11 | -13.22 |
| Martin ratioReturn relative to average drawdown | 1.88 | 54.31 | -52.43 |
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Drawdowns
SPPX.DE vs. EXVM.DE - Drawdown Comparison
The maximum SPPX.DE drawdown since its inception was -44.59%, which is greater than EXVM.DE's maximum drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for SPPX.DE and EXVM.DE.
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Drawdown Indicators
| SPPX.DE | EXVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.59% | -6.33% | -38.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -0.12% | -6.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -0.13% | -16.40% |
Max Drawdown (5Y)Largest decline over 5 years | -36.55% | -1.61% | -34.94% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -5.60% | -38.99% |
Current DrawdownCurrent decline from peak | -40.31% | -0.03% | -40.28% |
Average DrawdownAverage peak-to-trough decline | -22.78% | -1.75% | -21.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 0.03% | +2.95% |
Volatility
SPPX.DE vs. EXVM.DE - Volatility Comparison
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) has a higher volatility of 2.37% compared to iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) at 0.12%. This indicates that SPPX.DE's price experiences larger fluctuations and is considered to be riskier than EXVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPPX.DE | EXVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 0.12% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.95% | 0.36% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.86% | 0.53% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 0.51% | +13.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 0.79% | +15.64% |
SPPX.DE vs. EXVM.DE - Expense Ratio Comparison
SPPX.DE has a 0.15% expense ratio, which is higher than EXVM.DE's 0.13% 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
SPPX.DE vs. EXVM.DE - Dividend Comparison
SPPX.DE's dividend yield for the trailing twelve months is around 4.56%, more than EXVM.DE's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 1.06% | 1.14% | 0.77% | 0.80% | 0.61% | 0.78% | 0.96% | 1.10% | 1.05% | 1.15% | 1.51% | 1.63% |
SPPX.DE SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF | 4.56% | 4.77% | 4.08% | 3.14% | 2.57% | 1.63% | 2.07% | 2.42% | 2.38% | 2.77% | 1.07% | 0.00% |
Frequently Asked Questions
SPPX.DE and EXVM.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXVM.DE is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXVM.DE is cheaper with a 0.13% expense ratio, compared with 0.15% for SPPX.DE.
SPPX.DE tracks Bloomberg US 10+ Year Treasury Bond, while EXVM.DE tracks eb.rexx Government Germany 0-1 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SPPX.DE and 0.13% for EXVM.DE.
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