PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) Sharpe Ratio: 1.12

ETF · Currency in EUR · Last updated Jun 5, 2026

The ETF aims to match the returns of worldwide investment grade fixed-rate debt markets.

SPFB.DE's Sharpe Ratio of 1.12 indicates that for each unit of volatility, it generates 1.12 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SPFB.DE Sharpe Ratio Rank

SPFB.DE Sharpe Ratio Rank: 31.431
Below Average

SPFB.DE ranks above 31.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SPFB.DE Sharpe Ratio Market Positioning

The chart shows SPFB.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.67+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged's Sharpe Ratio with other ETFs in the Global Bonds category across multiple time periods, showing how SPFB.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SPFV.DESPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)1.18
SPFB.DESPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged1.12
AHYB.DEAmundi Global Aggregate SRI UCITS ETF Hedged USD0.72
AHYA.DEAmundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD0.58
AHYH.DEAmundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR0.45
SPFE.DESPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged0.40
EUNA.DEiShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc0.34
VAGE.DEVanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist0.34
VAGF.DEVanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc0.33
AEGE.DEiShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc0.30

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SPFB.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SPFB.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does SPFB.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio