FLOW.AS vs. SPHY
Compare and contrast key facts about Flow Traders BV (FLOW.AS) and SPDR Portfolio High Yield Bond ETF (SPHY).
SPHY is a passively managed fund by State Street that tracks the performance of the ICE BofAML US High Yield Index. It was launched on Jun 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLOW.AS or SPHY.
Key characteristics
| FLOW.AS | SPHY | |
|---|---|---|
| YTD Return | 18.53% | 8.45% |
| 1Y Return | 25.22% | 14.62% |
| 3Y Return (Ann) | -8.27% | 3.34% |
| 5Y Return (Ann) | 5.90% | 4.85% |
| Sharpe Ratio | 0.68 | 3.20 |
| Sortino Ratio | 1.02 | 5.12 |
| Omega Ratio | 1.19 | 1.65 |
| Calmar Ratio | 0.43 | 3.06 |
| Martin Ratio | 2.62 | 26.10 |
| Ulcer Index | 8.89% | 0.55% |
| Daily Std Dev | 33.83% | 4.52% |
| Max Drawdown | -61.93% | -21.97% |
| Current Drawdown | -36.09% | -0.50% |
Correlation
The correlation between FLOW.AS and SPHY is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FLOW.AS vs. SPHY - Performance Comparison
In the year-to-date period, FLOW.AS achieves a 18.53% return, which is significantly higher than SPHY's 8.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FLOW.AS vs. SPHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Flow Traders BV (FLOW.AS) and SPDR Portfolio High Yield Bond ETF (SPHY). 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.
Dividends
FLOW.AS vs. SPHY - Dividend Comparison
FLOW.AS's dividend yield for the trailing twelve months is around 0.71%, less than SPHY's 7.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLOW.AS Flow Traders BV | 0.71% | 6.12% | 4.85% | 10.87% | 16.81% | 6.27% | 6.11% | 5.00% | 4.73% | 1.10% | 0.00% | 0.00% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.78% | 7.30% | 6.46% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.28% | 4.29% | 3.98% | 4.40% |
Drawdowns
FLOW.AS vs. SPHY - Drawdown Comparison
The maximum FLOW.AS drawdown since its inception was -61.93%, which is greater than SPHY's maximum drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for FLOW.AS and SPHY. For additional features, visit the drawdowns tool.
Volatility
FLOW.AS vs. SPHY - Volatility Comparison
Flow Traders BV (FLOW.AS) has a higher volatility of 9.11% compared to SPDR Portfolio High Yield Bond ETF (SPHY) at 1.15%. This indicates that FLOW.AS's price experiences larger fluctuations and is considered to be riskier than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.