SXRR.DE vs. SPPU.DE
SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) and SPPU.DE (SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF) are both Corporate Bonds funds - SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged) while SPPU.DE tracks the Bloomberg SASB US Corporate ESG Ex-Controversies Select. Both are passively managed. Over the past 5 years, SXRR.DE returned 2.44%/yr vs 0.48%/yr for SPPU.DE. At a 0.00 correlation, their price movements are largely independent. SXRR.DE charges 0.12%/yr vs 0.15%/yr for SPPU.DE.
Performance
SXRR.DE vs. SPPU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRR.DE achieves a 1.42% return, which is significantly lower than SPPU.DE's 2.67% return.
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.19%
- YTD
- 1.42%
- 1Y
- 2.61%
- 3Y*
- 3.68%
- 5Y*
- 2.44%
- 10Y*
- —
SPPU.DE
- 1D
- 0.00%
- 1M
- 0.46%
- 6M
- 1.18%
- YTD
- 2.67%
- 1Y
- 5.54%
- 3Y*
- 3.86%
- 5Y*
- 0.48%
- 10Y*
- —
SXRR.DE vs. SPPU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.50% | 0.25% |
SPPU.DE SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF | 2.67% | -4.22% | 7.66% | 4.50% | -10.58% | 6.82% | -2.83% |
Correlation
The correlation between SXRR.DE and SPPU.DE is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2020 | 0.00 |
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Return for Risk
SXRR.DE vs. SPPU.DE — Risk / Return Rank
SXRR.DE
SPPU.DE
SXRR.DE vs. SPPU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) and SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.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.
| SXRR.DE | SPPU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.85 | 1.18 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 11.00 | 1.68 | +9.33 |
| Martin ratioReturn relative to average drawdown | 34.86 | 4.35 | +30.51 |
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Drawdowns
SXRR.DE vs. SPPU.DE - Drawdown Comparison
The maximum SXRR.DE drawdown since its inception was -14.20%, which is greater than SPPU.DE's maximum drawdown of -13.50%. Use the drawdown chart below to compare losses from any high point for SXRR.DE and SPPU.DE.
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Drawdown Indicators
| SXRR.DE | SPPU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.20% | -13.50% | -0.70% |
Max Drawdown (1Y)Largest decline over 1 year | -0.24% | -3.32% | +3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -11.44% | +10.08% |
Max Drawdown (5Y)Largest decline over 5 years | -2.72% | -13.50% | +10.78% |
Current DrawdownCurrent decline from peak | 0.00% | -4.20% | +4.20% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -6.12% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 1.28% | -1.21% |
Volatility
SXRR.DE vs. SPPU.DE - Volatility Comparison
The current volatility for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) is 0.24%, while SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) has a volatility of 1.46%. This indicates that SXRR.DE experiences smaller price fluctuations and is considered to be less risky than SPPU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRR.DE | SPPU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 1.46% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 0.96% | 3.91% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.40% | 5.71% | -4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 8.39% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.80% | 8.25% | -4.45% |
SXRR.DE vs. SPPU.DE - Expense Ratio Comparison
SXRR.DE has a 0.12% expense ratio, which is lower than SPPU.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
SXRR.DE vs. SPPU.DE - Dividend Comparison
SXRR.DE's dividend yield for the trailing twelve months is around 4.72%, while SPPU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SPPU.DE SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
Frequently Asked Questions
SXRR.DE and SPPU.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRR.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for SPPU.DE.
SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while SPPU.DE tracks Bloomberg SASB US Corporate ESG Ex-Controversies Select. They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for SXRR.DE and 0.15% for SPPU.DE.
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