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HY3M.DE vs. SPFD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HY3M.DE vs. SPFD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.DE) and State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc) (SPFD.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, HY3M.DE achieves a 6.76% return, which is significantly higher than SPFD.DE's -1.67% return.


HY3M.DE

1D
0.18%
1M
0.99%
6M
4.21%
YTD
6.76%
1Y
9.61%
3Y*
9.20%
5Y*
3.45%
10Y*

SPFD.DE

1D
-0.29%
1M
-1.28%
6M
-1.60%
YTD
-1.67%
1Y
1.39%
3Y*
1.86%
5Y*
-1.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HY3M.DE vs. SPFD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HY3M.DE
VanEck Emerging Markets High Yield Bond UCITS ETF
6.76%-3.30%18.25%4.13%-7.66%7.35%-3.67%1.76%
SPFD.DE
State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc)
-1.67%12.44%-4.38%6.62%-12.76%-9.84%1.86%2.40%

Correlation

The correlation between HY3M.DE and SPFD.DE is -0.45, 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

-0.45

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

-0.44

Correlation (5Y)
Calculated over the trailing 5-year period

-0.36

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2019

-0.31

The correlation between HY3M.DE and SPFD.DE shifts across timeframes, from -0.45 (1 year) to -0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HY3M.DE vs. SPFD.DE — Risk / Return Rank

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

HY3M.DE
HY3M.DE Risk / Return Rank: 6464
Overall Rank
HY3M.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HY3M.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
HY3M.DE Omega Ratio Rank: 5656
Omega Ratio Rank
HY3M.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
HY3M.DE Martin Ratio Rank: 6969
Martin Ratio Rank

SPFD.DE
SPFD.DE Risk / Return Rank: 1313
Overall Rank
SPFD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPFD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPFD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SPFD.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SPFD.DE Martin Ratio Rank: 1414
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.

HY3M.DE vs. SPFD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.DE) and State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc) (SPFD.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.


HY3M.DESPFD.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.26

1.04

+0.22

Calmar ratioReturn relative to maximum drawdown

3.11

0.21

+2.90

Martin ratioReturn relative to average drawdown

9.17

0.52

+8.65

HY3M.DE vs. SPFD.DE - Sharpe Ratio Comparison

The current HY3M.DE Sharpe Ratio is 1.44, which is higher than the SPFD.DE Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of HY3M.DE and SPFD.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

HY3M.DE vs. SPFD.DE - Drawdown Comparison

The maximum HY3M.DE drawdown since its inception was -21.08%, smaller than the maximum SPFD.DE drawdown of -28.89%. Use the drawdown chart below to compare losses from any high point for HY3M.DE and SPFD.DE.


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Drawdown Indicators


HY3M.DESPFD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-28.89%

+7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-6.69%

+3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.09%

-8.98%

-3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

-25.45%

+11.87%

Current Drawdown

Current decline from peak

-0.77%

-11.63%

+10.86%

Average Drawdown

Average peak-to-trough decline

-7.04%

-13.40%

+6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

2.66%

-1.62%

Volatility

HY3M.DE vs. SPFD.DE - Volatility Comparison

VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.DE) has a higher volatility of 1.80% compared to State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc) (SPFD.DE) at 1.65%. This indicates that HY3M.DE's price experiences larger fluctuations and is considered to be riskier than SPFD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HY3M.DESPFD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.65%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

5.09%

6.80%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

6.74%

7.47%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

7.99%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.19%

8.38%

+4.81%

HY3M.DE vs. SPFD.DE - Expense Ratio Comparison

HY3M.DE has a 0.40% expense ratio, which is lower than SPFD.DE's 0.60% expense ratio.


Dividends

HY3M.DE vs. SPFD.DE - Dividend Comparison

Neither HY3M.DE nor SPFD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HY3M.DE and SPFD.DE have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HY3M.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HY3M.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for SPFD.DE.

HY3M.DE tracks ICE BofAML Diversified High Yield US Emerging Markets Corporate Plus Index, while SPFD.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond Index (EUR Hedged). They also come from different issuers: VanEck and State Street. Their fees differ too: 0.40% for HY3M.DE and 0.60% for SPFD.DE.

Portfolio Optimizer

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