SUA0.DE vs. SPPS.DE
SUA0.DE (iShares EUR Corporate Bond ESG UCITS ETF EUR Acc) and SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) are both European Corporate Bonds funds - SUA0.DE tracks the Bloomberg MSCI Euro Corporate Sustainable and SRI while SPPS.DE tracks the Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. Both are passively managed. Over the past 3 years, SUA0.DE returned 4.49%/yr vs 3.72%/yr for SPPS.DE. A 0.55 correlation means they provide meaningful diversification when combined. SUA0.DE charges 0.15%/yr vs 0.12%/yr for SPPS.DE.
Performance
SUA0.DE vs. SPPS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SUA0.DE achieves a 0.43% return, which is significantly lower than SPPS.DE's 0.69% return.
SUA0.DE
- 1D
- 0.10%
- 1M
- 0.23%
- YTD
- 0.43%
- 6M
- 0.46%
- 1Y
- 2.02%
- 3Y*
- 4.49%
- 5Y*
- —
- 10Y*
- —
SPPS.DE
- 1D
- -0.02%
- 1M
- 0.01%
- YTD
- 0.69%
- 6M
- 0.82%
- 1Y
- 2.09%
- 3Y*
- 3.72%
- 5Y*
- —
- 10Y*
- —
SUA0.DE vs. SPPS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SUA0.DE iShares EUR Corporate Bond ESG UCITS ETF EUR Acc | 0.43% | 3.04% | 4.19% | 7.35% | -5.60% |
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 0.69% | 2.96% | 4.20% | 4.07% | -1.54% |
Correlation
The correlation between SUA0.DE and SPPS.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.55 |
The correlation between SUA0.DE and SPPS.DE shifts across timeframes, from 0.43 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SUA0.DE vs. SPPS.DE — Risk / Return Rank
SUA0.DE
SPPS.DE
SUA0.DE vs. SPPS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) and SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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.
| SUA0.DE | SPPS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.24 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.70 | -1.05 |
| Martin ratioReturn relative to average drawdown | 2.19 | 6.89 | -4.70 |
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
| SUA0.DE | SPPS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.03 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.10 | -0.65 |
Drawdowns
SUA0.DE vs. SPPS.DE - Drawdown Comparison
The maximum SUA0.DE drawdown since its inception was -9.07%, which is greater than SPPS.DE's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for SUA0.DE and SPPS.DE.
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Drawdown Indicators
| SUA0.DE | SPPS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.07% | -2.70% | -6.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -1.18% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -2.58% | -1.18% | -1.40% |
Current DrawdownCurrent decline from peak | -0.74% | -0.23% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -0.44% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 0.29% | +0.48% |
Volatility
SUA0.DE vs. SPPS.DE - Volatility Comparison
iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) has a higher volatility of 1.19% compared to SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) at 1.05%. This indicates that SUA0.DE's price experiences larger fluctuations and is considered to be riskier than SPPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUA0.DE | SPPS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 1.05% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 1.85% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.07% | 1.94% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.57% | 2.26% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 2.26% | +2.31% |
SUA0.DE vs. SPPS.DE - Expense Ratio Comparison
SUA0.DE has a 0.15% expense ratio, which is higher than SPPS.DE's 0.12% 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
SUA0.DE vs. SPPS.DE - Dividend Comparison
Neither SUA0.DE nor SPPS.DE has paid dividends to shareholders.
Frequently Asked Questions
SUA0.DE and SPPS.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPS.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for SUA0.DE.
SUA0.DE tracks Bloomberg MSCI Euro Corporate Sustainable and SRI, while SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for SUA0.DE and 0.12% for SPPS.DE.
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