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HGGA.DE vs. SPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGGA.DE vs. SPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.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, HGGA.DE achieves a 1.31% return, which is significantly higher than SPFB.DE's 0.61% return.


HGGA.DE

1D
0.00%
1M
0.50%
YTD
1.31%
6M
0.88%
1Y
0.39%
3Y*
0.90%
5Y*
10Y*

SPFB.DE

1D
0.21%
1M
0.06%
YTD
0.61%
6M
0.86%
1Y
3.47%
3Y*
3.94%
5Y*
0.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGGA.DE vs. SPFB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
1.31%-4.17%5.69%0.16%-1.86%
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
0.61%4.84%2.82%5.74%-10.90%

Correlation

The correlation between HGGA.DE and SPFB.DE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2022

0.10

The correlation between HGGA.DE and SPFB.DE shifts across timeframes, from -0.14 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HGGA.DE vs. SPFB.DE — Risk / Return Rank

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

HGGA.DE
HGGA.DE Risk / Return Rank: 99
Overall Rank
HGGA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HGGA.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
HGGA.DE Omega Ratio Rank: 99
Omega Ratio Rank
HGGA.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
HGGA.DE Martin Ratio Rank: 1010
Martin Ratio Rank

SPFB.DE
SPFB.DE Risk / Return Rank: 3131
Overall Rank
SPFB.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SPFB.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SPFB.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SPFB.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPFB.DE Martin Ratio Rank: 3030
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.

HGGA.DE vs. SPFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.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.


HGGA.DESPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.01

1.20

-0.19

Calmar ratioReturn relative to maximum drawdown

0.08

1.46

-1.38

Martin ratioReturn relative to average drawdown

0.17

4.25

-4.08

HGGA.DE vs. SPFB.DE - Sharpe Ratio Comparison

The current HGGA.DE Sharpe Ratio is 0.05, which is lower than the SPFB.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of HGGA.DE and SPFB.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.


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Sharpe Ratios by Period


HGGA.DESPFB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

1.12

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.34

-0.30

Drawdowns

HGGA.DE vs. SPFB.DE - Drawdown Comparison

The maximum HGGA.DE drawdown since its inception was -8.58%, smaller than the maximum SPFB.DE drawdown of -15.78%. Use the drawdown chart below to compare losses from any high point for HGGA.DE and SPFB.DE.


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Drawdown Indicators


HGGA.DESPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.58%

-15.78%

+7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-2.31%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-3.59%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.55%

Current Drawdown

Current decline from peak

-4.56%

-1.01%

-3.55%

Average Drawdown

Average peak-to-trough decline

-4.18%

-4.52%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.79%

+0.23%

Volatility

HGGA.DE vs. SPFB.DE - Volatility Comparison

The current volatility for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) is 0.53%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) has a volatility of 1.39%. This indicates that HGGA.DE experiences smaller price fluctuations and is considered to be less risky than SPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGGA.DESPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.39%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

2.47%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

3.01%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

4.35%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

3.84%

+1.14%

HGGA.DE vs. SPFB.DE - Expense Ratio Comparison

HGGA.DE has a 0.18% expense ratio, which is higher than SPFB.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HGGA.DE vs. SPFB.DE - Dividend Comparison

HGGA.DE has not paid dividends to shareholders, while SPFB.DE's dividend yield for the trailing twelve months is around 3.09%.


PositionTTM20252024202320222021202020192018
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
3.09%3.07%2.70%1.91%1.48%1.18%1.51%1.70%0.88%

Frequently Asked Questions


HGGA.DE and SPFB.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPFB.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPFB.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for HGGA.DE.

HGGA.DE tracks Bloomberg MSCI Global Aggregate 1-3 SRI Carbon ESG-Weighted, while SPFB.DE tracks Bloomberg Global Aggregate Bond (GBP Hedged). They also come from different issuers: HSBC and State Street. Their fees differ too: 0.18% for HGGA.DE and 0.10% for SPFB.DE.

Portfolio Optimizer

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