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VUDP.F vs. SPP3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUDP.F vs. SPP3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F) 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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Returns By Period

In the year-to-date period, VUDP.F achieves a -1.75% return, which is significantly lower than SPP3.DE's 0.86% return.


VUDP.F

1D
0.10%
1M
-0.50%
YTD
-1.75%
6M
-1.80%
1Y
3Y*
5Y*
10Y*

SPP3.DE

1D
0.03%
1M
0.72%
YTD
0.86%
6M
0.17%
1Y
1.75%
3Y*
0.87%
5Y*
1.43%
10Y*
1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUDP.F vs. SPP3.DE - Yearly Performance Comparison


Correlation

The correlation between VUDP.F and SPP3.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 (All Time)
Calculated using the full available price history since Nov 7, 2025

-0.07

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Return for Risk

VUDP.F vs. SPP3.DE — Risk / Return Rank

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

VUDP.F

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.

VUDP.F vs. SPP3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VUDP.F vs. SPP3.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUDP.FSPP3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.12

-0.55

Drawdowns

VUDP.F vs. SPP3.DE - Drawdown Comparison

The maximum VUDP.F drawdown since its inception was -2.16%, smaller than the maximum SPP3.DE drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for VUDP.F and SPP3.DE.


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Drawdown Indicators


VUDP.FSPP3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-2.16%

-16.82%

+14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

Max Drawdown (3Y)

Largest decline over 3 years

-9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.82%

Current Drawdown

Current decline from peak

-1.97%

-6.25%

+4.28%

Average Drawdown

Average peak-to-trough decline

-0.82%

-6.75%

+5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

VUDP.F vs. SPP3.DE - Volatility Comparison


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Volatility by Period


VUDP.FSPP3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

5.29%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.34%

7.72%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.34%

7.35%

-5.01%

VUDP.F vs. SPP3.DE - Expense Ratio Comparison

VUDP.F has a 0.10% 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

VUDP.F vs. SPP3.DE - Dividend Comparison

VUDP.F 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%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing
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


VUDP.F and SPP3.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, VUDP.F is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDP.F is cheaper with a 0.10% expense ratio, compared with 0.15% for SPP3.DE.

VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR, while SPP3.DE tracks Bloomberg US 3-7 Year Treasury Bond. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.10% for VUDP.F and 0.15% for SPP3.DE.

Portfolio Optimizer

Find the right allocation for VUDP.F and SPP3.DE

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