PortfoliosLab logoPortfoliosLab logo
VGTY.DE vs. SPP7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGTY.DE vs. SPP7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VGTY.DE achieves a 0.80% return, which is significantly higher than SPP7.DE's 0.25% return.


VGTY.DE

1D
0.08%
1M
0.76%
YTD
0.80%
6M
0.01%
1Y
1.03%
3Y*
-0.33%
5Y*
0.20%
10Y*

SPP7.DE

1D
0.01%
1M
0.57%
YTD
0.25%
6M
-0.49%
1Y
1.93%
3Y*
-0.11%
5Y*
0.17%
10Y*
0.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGTY.DE vs. SPP7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
0.80%-5.99%6.16%0.04%-6.98%5.64%-2.09%9.36%5.00%-2.11%
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
0.25%-3.30%5.21%1.24%-9.75%4.98%-0.10%11.45%5.07%-2.27%

Correlation

The correlation between VGTY.DE and SPP7.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.96

The correlation between VGTY.DE and SPP7.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VGTY.DE vs. SPP7.DE — Risk / Return Rank

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

VGTY.DE
VGTY.DE Risk / Return Rank: 1212
Overall Rank
VGTY.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VGTY.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VGTY.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VGTY.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
VGTY.DE Martin Ratio Rank: 1212
Martin Ratio Rank

SPP7.DE
SPP7.DE Risk / Return Rank: 1414
Overall Rank
SPP7.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 1515
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.

VGTY.DE vs. SPP7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.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.


VGTY.DESPP7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.04

1.06

-0.02

Calmar ratioReturn relative to maximum drawdown

0.25

0.44

-0.19

Martin ratioReturn relative to average drawdown

0.62

1.13

-0.52

VGTY.DE vs. SPP7.DE - Sharpe Ratio Comparison

The current VGTY.DE Sharpe Ratio is 0.19, which is lower than the SPP7.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VGTY.DE and SPP7.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.


Loading charts...

Sharpe Ratios by Period


VGTY.DESPP7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.33

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.02

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.05

+0.08

Drawdowns

VGTY.DE vs. SPP7.DE - Drawdown Comparison

The maximum VGTY.DE drawdown since its inception was -17.97%, smaller than the maximum SPP7.DE drawdown of -20.31%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and SPP7.DE.


Loading charts...

Drawdown Indicators


VGTY.DESPP7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.97%

-20.31%

+2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-4.35%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-10.58%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-13.16%

-14.56%

+1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-20.31%

Current Drawdown

Current decline from peak

-14.45%

-15.29%

+0.84%

Average Drawdown

Average peak-to-trough decline

-9.48%

-10.62%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.69%

-0.02%

Volatility

VGTY.DE vs. SPP7.DE - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) is 0.85%, while SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) has a volatility of 1.06%. This indicates that VGTY.DE experiences smaller price fluctuations and is considered to be less risky than SPP7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VGTY.DESPP7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

1.06%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

4.11%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

5.82%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.99%

9.14%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

8.49%

-0.86%

VGTY.DE vs. SPP7.DE - Expense Ratio Comparison

VGTY.DE has a 0.05% expense ratio, which is lower than SPP7.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

VGTY.DE vs. SPP7.DE - Dividend Comparison

VGTY.DE's dividend yield for the trailing twelve months is around 3.65%, less than SPP7.DE's 4.07% yield.


PositionTTM2025202420232022202120202019201820172016
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.07%4.20%3.47%4.07%1.66%0.97%1.69%2.33%1.98%1.99%0.70%
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
3.65%3.99%3.65%3.21%2.05%0.99%1.48%2.10%1.94%0.26%0.00%

Frequently Asked Questions


With a correlation of 0.94, VGTY.DE and SPP7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

VGTY.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for SPP7.DE.

VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.05% for VGTY.DE and 0.15% for SPP7.DE.

Portfolio Optimizer

Find the right allocation for VGTY.DE and SPP7.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer