SPPX.DE vs. SPY5.DE
SPPX.DE (SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SPPX.DE is a Government Bonds fund tracking the Bloomberg US 10+ Year Treasury Bond, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SPPX.DE returned -1.29%/yr vs 15.13%/yr for SPY5.DE. At a correlation of -0.01, they often move in opposite directions. SPPX.DE charges 0.15%/yr vs 0.03%/yr for SPY5.DE.
Performance
SPPX.DE vs. SPY5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPPX.DE achieves a 0.87% return, which is significantly lower than SPY5.DE's 11.39% return. Over the past 10 years, SPPX.DE has underperformed SPY5.DE with an annualized return of -1.29%, while SPY5.DE has yielded a comparatively higher 15.13% annualized return.
SPPX.DE
- 1D
- 0.30%
- 1M
- 1.41%
- YTD
- 0.87%
- 6M
- -0.50%
- 1Y
- 2.52%
- 3Y*
- -3.23%
- 5Y*
- -4.30%
- 10Y*
- -1.29%
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
SPPX.DE vs. SPY5.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 | 0.87% | -6.01% | -0.89% | -0.77% | -24.28% | 3.04% | 6.14% | 17.91% | 2.68% | -4.61% |
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
Correlation
The correlation between SPPX.DE and SPY5.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2016 | -0.01 |
The correlation between SPPX.DE and SPY5.DE shifts across timeframes, from -0.02 (10 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SPPX.DE vs. SPY5.DE — Risk / Return Rank
SPPX.DE
SPY5.DE
SPPX.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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.
| SPPX.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.41 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 3.57 | -3.17 |
| Martin ratioReturn relative to average drawdown | 0.87 | 12.77 | -11.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPPX.DE | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.22 | -1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.96 | -1.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.93 | -1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.97 | -1.06 |
Drawdowns
SPPX.DE vs. SPY5.DE - Drawdown Comparison
The maximum SPPX.DE drawdown since its inception was -44.56%, which is greater than SPY5.DE's maximum drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SPPX.DE and SPY5.DE.
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Drawdown Indicators
| SPPX.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.56% | -33.86% | -10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -7.15% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -23.34% | +6.79% |
Max Drawdown (5Y)Largest decline over 5 years | -36.53% | -23.34% | -13.19% |
Max Drawdown (10Y)Largest decline over 10 years | -44.56% | -33.86% | -10.70% |
Current DrawdownCurrent decline from peak | -40.79% | -0.44% | -40.35% |
Average DrawdownAverage peak-to-trough decline | -22.39% | -3.95% | -18.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.00% | +0.90% |
Volatility
SPPX.DE vs. SPY5.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) is 2.37%, while SPDR S&P 500 UCITS ETF (SPY5.DE) has a volatility of 2.66%. This indicates that SPPX.DE experiences smaller price fluctuations and is considered to be less risky than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 2.66% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 7.54% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.91% | 11.51% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.34% | 15.18% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 16.07% | -1.56% |
SPPX.DE vs. SPY5.DE - Expense Ratio Comparison
SPPX.DE has a 0.15% expense ratio, which is higher than SPY5.DE's 0.03% 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. SPY5.DE - Dividend Comparison
SPPX.DE's dividend yield for the trailing twelve months is around 4.60%, more than SPY5.DE's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPPX.DE SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF | 4.60% | 4.77% | 4.11% | 3.16% | 2.57% | 1.63% | 2.07% | 2.42% | 2.38% | 2.77% | 1.07% | 0.00% |
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
Frequently Asked Questions
SPPX.DE and SPY5.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for SPPX.DE.
SPPX.DE is categorized as Government Bonds, while SPY5.DE is S&P 500. SPPX.DE tracks Bloomberg US 10+ Year Treasury Bond, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.15% for SPPX.DE and 0.03% for SPY5.DE.
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