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SXRL.DE vs. SPP3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRL.DE vs. SPP3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRL.DE is traded in USD, while SPP3.DE is traded in EUR. To make them comparable, the SPP3.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SXRL.DE at -0.31% and SPP3.DE at -0.31%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SXRL.DE at 1.39% and SPP3.DE at 1.39%.


SXRL.DE

1D
0.20%
1M
-0.38%
YTD
-0.31%
6M
0.04%
1Y
3.30%
3Y*
3.72%
5Y*
0.39%
10Y*
1.39%

SPP3.DE

1D
0.14%
1M
-0.46%
YTD
-0.31%
6M
-0.11%
1Y
3.23%
3Y*
3.62%
5Y*
0.48%
10Y*
1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRL.DE vs. SPP3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRL.DE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.31%7.42%1.93%4.32%-9.34%-2.31%6.97%6.13%1.04%1.28%
SPP3.DE
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
-0.31%7.73%1.56%4.79%-9.16%-2.63%6.88%5.63%0.86%1.26%

Correlation

The correlation between SXRL.DE and SPP3.DE is 0.52, 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

0.52

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

0.66

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

0.69

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

0.57

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

0.56

The correlation between SXRL.DE and SPP3.DE shifts across timeframes, from 0.52 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SXRL.DE vs. SPP3.DE — Risk / Return Rank

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

SXRL.DE
SXRL.DE Risk / Return Rank: 3030
Overall Rank
SXRL.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 2929
Martin Ratio Rank

SPP3.DE
SPP3.DE Risk / Return Rank: 1313
Overall Rank
SPP3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPP3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPP3.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SPP3.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SPP3.DE Martin Ratio Rank: 1313
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.

SXRL.DE vs. SPP3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.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.


SXRL.DESPP3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratioReturn relative to maximum drawdown

1.32

1.31

+0.01

Martin ratioReturn relative to average drawdown

4.12

3.83

+0.29

SXRL.DE vs. SPP3.DE - Sharpe Ratio Comparison

The current SXRL.DE Sharpe Ratio is 1.10, which is higher than the SPP3.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SXRL.DE and SPP3.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


SXRL.DESPP3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.69

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.08

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.25

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.24

+0.30

Drawdowns

SXRL.DE vs. SPP3.DE - Drawdown Comparison

The maximum SXRL.DE drawdown since its inception was -14.09%, smaller than the maximum SPP3.DE drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and SPP3.DE.


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Drawdown Indicators


SXRL.DESPP3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-14.99%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-2.38%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-3.63%

-3.74%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-14.01%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-14.09%

-14.99%

+0.90%

Current Drawdown

Current decline from peak

-1.58%

-1.69%

+0.11%

Average Drawdown

Average peak-to-trough decline

-2.87%

-3.87%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.81%

-0.03%

Volatility

SXRL.DE vs. SPP3.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 1.11%, while SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (SPP3.DE) has a volatility of 1.18%. This indicates that SXRL.DE experiences smaller price fluctuations and is considered to be less risky than SPP3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRL.DESPP3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.18%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

3.02%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

4.55%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

6.12%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.84%

5.56%

-1.72%

SXRL.DE vs. SPP3.DE - Expense Ratio Comparison

SXRL.DE has a 0.07% expense ratio, which is lower than SPP3.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SXRL.DE vs. SPP3.DE - Dividend Comparison

SXRL.DE has not paid dividends to shareholders, while SPP3.DE's dividend yield for the trailing twelve months is around 3.91%.


PositionTTM2025202420232022202120202019201820172016
SPP3.DE
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
3.91%3.96%3.14%2.90%1.13%0.93%1.80%2.12%1.59%1.48%0.44%
SXRL.DE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SXRL.DE and SPP3.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SPP3.DE.

SXRL.DE tracks ICE US Treasury 3-7 Year, while SPP3.DE tracks Bloomberg US 3-7 Year Treasury Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for SXRL.DE and 0.15% for SPP3.DE.

Portfolio Optimizer

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