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SPPX.DE vs. UEFI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPX.DE vs. UEFI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) and UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE). The values are adjusted to include any dividend payments, if applicable.

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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 UEFI.DE's 1.01% return. Over the past 10 years, SPPX.DE has underperformed UEFI.DE with an annualized return of -1.29%, while UEFI.DE has yielded a comparatively higher 0.15% 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%

UEFI.DE

1D
0.03%
1M
0.75%
YTD
1.01%
6M
0.40%
1Y
0.89%
3Y*
-0.59%
5Y*
-0.43%
10Y*
0.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPX.DE vs. UEFI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
1.01%-5.01%4.87%-0.30%-9.82%4.88%-0.27%10.89%5.09%-10.40%

Correlation

The correlation between SPPX.DE and UEFI.DE is 0.54, 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

0.54

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

0.77

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2016

0.75

Over the past year, the correlation between SPPX.DE and UEFI.DE has dropped to 0.54 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

SPPX.DE vs. UEFI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPPX.DE
SPPX.DE Risk / Return Rank: 1313
Overall Rank
SPPX.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPPX.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPPX.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SPPX.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPPX.DE Martin Ratio Rank: 1313
Martin Ratio Rank

UEFI.DE
UEFI.DE Risk / Return Rank: 1010
Overall Rank
UEFI.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UEFI.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
UEFI.DE Omega Ratio Rank: 1414
Omega Ratio Rank
UEFI.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
UEFI.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.

SPPX.DE vs. UEFI.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 UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.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.DEUEFI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.05

1.07

-0.02

Calmar ratioReturn relative to maximum drawdown

0.40

0.05

+0.34

Martin ratioReturn relative to average drawdown

0.87

0.08

+0.79

SPPX.DE vs. UEFI.DE - Sharpe Ratio Comparison

The current SPPX.DE Sharpe Ratio is 0.28, which is higher than the UEFI.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SPPX.DE and UEFI.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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Sharpe Ratios by Period


SPPX.DEUEFI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.04

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.03

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.01

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.00

-0.09

Drawdowns

SPPX.DE vs. UEFI.DE - Drawdown Comparison

The maximum SPPX.DE drawdown since its inception was -44.56%, which is greater than UEFI.DE's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for SPPX.DE and UEFI.DE.


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Drawdown Indicators


SPPX.DEUEFI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.56%

-32.63%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.31%

-16.26%

+9.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-16.26%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-36.53%

-16.26%

-20.27%

Max Drawdown (10Y)

Largest decline over 10 years

-44.56%

-22.99%

-21.57%

Current Drawdown

Current decline from peak

-40.79%

-17.90%

-22.89%

Average Drawdown

Average peak-to-trough decline

-22.39%

-14.47%

-7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

10.93%

-8.03%

Volatility

SPPX.DE vs. UEFI.DE - Volatility Comparison

SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (SPPX.DE) has a higher volatility of 2.37% compared to UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) at 0.74%. This indicates that SPPX.DE's price experiences larger fluctuations and is considered to be riskier than UEFI.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.DEUEFI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

0.74%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

3.69%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

8.91%

21.96%

-13.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

13.03%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

16.60%

-2.09%

SPPX.DE vs. UEFI.DE - Expense Ratio Comparison

SPPX.DE has a 0.15% expense ratio, which is higher than UEFI.DE's 0.05% 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. UEFI.DE - Dividend Comparison

SPPX.DE's dividend yield for the trailing twelve months is around 4.60%, more than UEFI.DE's 2.64% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
2.64%1.93%2.25%2.54%1.33%0.82%1.66%1.68%2.29%1.74%0.76%0.80%

Frequently Asked Questions


SPPX.DE and UEFI.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEFI.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEFI.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for SPPX.DE.

SPPX.DE tracks Bloomberg US 10+ Year Treasury Bond, while UEFI.DE tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: State Street and UBS. Their fees differ too: 0.15% for SPPX.DE and 0.05% for UEFI.DE.

Portfolio Optimizer

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