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

Performance

HGGA.DE vs. SPFU.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 State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HGGA.DE is traded in EUR, while SPFU.DE is traded in USD. To make them comparable, the SPFU.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HGGA.DE achieves a 2.59% return, which is significantly lower than SPFU.DE's 3.08% return.


HGGA.DE

1D
0.00%
1M
1.07%
6M
1.62%
YTD
2.59%
1Y
3.35%
3Y*
2.41%
5Y*
10Y*

SPFU.DE

1D
0.05%
1M
0.89%
6M
1.59%
YTD
3.08%
1Y
4.93%
3Y*
3.42%
5Y*
1.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
2.59%-4.17%5.69%0.16%-1.38%
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
3.08%-7.07%9.27%3.57%-4.26%

Correlation

The correlation between HGGA.DE and SPFU.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.68

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2022

0.71

The correlation between HGGA.DE and SPFU.DE has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

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Return for Risk

HGGA.DE vs. SPFU.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: 3535
Overall Rank
HGGA.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HGGA.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
HGGA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
HGGA.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
HGGA.DE Martin Ratio Rank: 3535
Martin Ratio Rank

SPFU.DE
SPFU.DE Risk / Return Rank: 3434
Overall Rank
SPFU.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPFU.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPFU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SPFU.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
SPFU.DE Martin Ratio Rank: 3333
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. SPFU.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 State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.16

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratioReturn relative to maximum drawdown

1.81

1.11

+0.70

Martin ratioReturn relative to average drawdown

4.26

3.07

+1.18

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

The current HGGA.DE Sharpe Ratio is 0.98, which is comparable to the SPFU.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of HGGA.DE and SPFU.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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Drawdowns

HGGA.DE vs. SPFU.DE - Drawdown Comparison

The maximum HGGA.DE drawdown since its inception was -8.58%, smaller than the maximum SPFU.DE drawdown of -11.78%. Use the drawdown chart below to compare losses from any high point for HGGA.DE and SPFU.DE.


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Drawdown Indicators


HGGA.DESPFU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.58%

-11.78%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-1.86%

-4.43%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-10.96%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-11.67%

Current Drawdown

Current decline from peak

-3.35%

-5.91%

+2.56%

Average Drawdown

Average peak-to-trough decline

-4.16%

-5.04%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.60%

-0.81%

Volatility

HGGA.DE vs. SPFU.DE - Volatility Comparison

The current volatility for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) is 0.90%, while State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE) has a volatility of 1.43%. This indicates that HGGA.DE experiences smaller price fluctuations and is considered to be less risky than SPFU.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.DESPFU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

1.43%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

4.44%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

5.99%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.95%

7.83%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

7.53%

-2.58%

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

HGGA.DE has a 0.18% expense ratio, which is higher than SPFU.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. SPFU.DE - Dividend Comparison

HGGA.DE has not paid dividends to shareholders, while SPFU.DE's dividend yield for the trailing twelve months is around 3.15%.


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%
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
3.15%3.03%2.73%2.02%1.41%1.22%1.51%1.25%0.89%

Frequently Asked Questions


HGGA.DE and SPFU.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SPFU.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 SPFU.DE tracks Bloomberg Global Aggregate Bond Index (USD Hedged). They also come from different issuers: HSBC and State Street. Their fees differ too: 0.18% for HGGA.DE and 0.10% for SPFU.DE.

Portfolio Optimizer

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