VUDP.F vs. SPP7.DE
VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) and SPP7.DE (SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF) are both Government Bonds funds - VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR while SPP7.DE tracks the Bloomberg US 7-10 Year Treasury Bond. Both are passively managed. At a 0.12 correlation, their price movements are largely independent. VUDP.F charges 0.10%/yr vs 0.15%/yr for SPP7.DE.
Performance
VUDP.F vs. SPP7.DE - Performance Comparison
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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 SPP7.DE's 0.25% return.
VUDP.F
- 1D
- 0.10%
- 1M
- -0.50%
- YTD
- -1.75%
- 6M
- -1.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPP7.DE
- 1D
- 0.01%
- 1M
- 0.53%
- YTD
- 0.25%
- 6M
- -0.29%
- 1Y
- 2.30%
- 3Y*
- -0.11%
- 5Y*
- 0.17%
- 10Y*
- 0.60%
VUDP.F vs. SPP7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing | -1.75% | 1.21% |
SPP7.DE SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 0.25% | -1.32% |
Correlation
The correlation between VUDP.F and SPP7.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | 0.12 |
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Return for Risk
VUDP.F vs. SPP7.DE — Risk / Return Rank
VUDP.F
SPP7.DE
VUDP.F vs. SPP7.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 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| VUDP.F | SPP7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.33 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.02 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.43 | 0.05 | -0.48 |
Drawdowns
VUDP.F vs. SPP7.DE - Drawdown Comparison
The maximum VUDP.F drawdown since its inception was -2.16%, smaller than the maximum SPP7.DE drawdown of -20.31%. Use the drawdown chart below to compare losses from any high point for VUDP.F and SPP7.DE.
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Drawdown Indicators
| VUDP.F | SPP7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.16% | -20.31% | +18.15% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.35% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.31% | — |
Current DrawdownCurrent decline from peak | -1.97% | -15.29% | +13.32% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -10.62% | +9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.69% | — |
Volatility
VUDP.F vs. SPP7.DE - Volatility Comparison
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Volatility by Period
| VUDP.F | SPP7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.34% | 5.82% | -3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.34% | 9.14% | -6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.34% | 8.49% | -6.15% |
VUDP.F vs. SPP7.DE - Expense Ratio Comparison
VUDP.F has a 0.10% 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
VUDP.F vs. SPP7.DE - Dividend Comparison
VUDP.F has not paid dividends to shareholders, while SPP7.DE's dividend yield for the trailing twelve months is around 4.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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 SPP7.DE have a correlation of 0.12, 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 SPP7.DE.
VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR, 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: 0.10% for VUDP.F and 0.15% for SPP7.DE.
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