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IS02.DE vs. SPFD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS02.DE vs. SPFD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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, IS02.DE achieves a 5.97% return, which is significantly higher than SPFD.DE's -1.67% return.


IS02.DE

1D
0.00%
1M
3.85%
YTD
5.97%
6M
6.21%
1Y
13.45%
3Y*
7.94%
5Y*
3.02%
10Y*

SPFD.DE

1D
0.51%
1M
0.04%
YTD
-1.67%
6M
-1.18%
1Y
1.50%
3Y*
2.75%
5Y*
-1.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS02.DE vs. SPFD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
5.97%1.10%11.83%6.71%-13.12%5.72%-0.46%
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%6.94%

Correlation

The correlation between IS02.DE and SPFD.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.00

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2020

0.05

The correlation between IS02.DE and SPFD.DE shifts across timeframes, from -0.07 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS02.DE vs. SPFD.DE — Risk / Return Rank

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

IS02.DE
IS02.DE Risk / Return Rank: 8282
Overall Rank
IS02.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IS02.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IS02.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IS02.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
IS02.DE Martin Ratio Rank: 7878
Martin Ratio Rank

SPFD.DE
SPFD.DE Risk / Return Rank: 1111
Overall Rank
SPFD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SPFD.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPFD.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SPFD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPFD.DE Martin Ratio Rank: 1111
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.

IS02.DE vs. SPFD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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.


IS02.DESPFD.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.44

1.04

+0.39

Calmar ratioReturn relative to maximum drawdown

4.50

0.22

+4.28

Martin ratioReturn relative to average drawdown

13.35

0.61

+12.75

IS02.DE vs. SPFD.DE - Sharpe Ratio Comparison

The current IS02.DE Sharpe Ratio is 2.22, which is higher than the SPFD.DE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of IS02.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

IS02.DE vs. SPFD.DE - Drawdown Comparison

The maximum IS02.DE drawdown since its inception was -16.21%, smaller than the maximum SPFD.DE drawdown of -28.89%. Use the drawdown chart below to compare losses from any high point for IS02.DE and SPFD.DE.


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Drawdown Indicators


IS02.DESPFD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-28.89%

+12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-6.69%

+3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-12.85%

-9.26%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-25.58%

+9.37%

Current Drawdown

Current decline from peak

0.00%

-11.63%

+11.63%

Average Drawdown

Average peak-to-trough decline

-5.87%

-13.42%

+7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.46%

-1.45%

Volatility

IS02.DE vs. SPFD.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) is 1.37%, while State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc) (SPFD.DE) has a volatility of 2.50%. This indicates that IS02.DE experiences smaller price fluctuations and is considered to be less risky 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


IS02.DESPFD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

2.50%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.12%

6.71%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

7.44%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.54%

7.99%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

8.41%

-0.03%

IS02.DE vs. SPFD.DE - Expense Ratio Comparison

IS02.DE has a 0.45% expense ratio, which is lower than SPFD.DE's 0.60% expense ratio.


Dividends

IS02.DE vs. SPFD.DE - Dividend Comparison

Neither IS02.DE nor SPFD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS02.DE and SPFD.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS02.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS02.DE is cheaper with a 0.45% expense ratio, compared with 0.60% for SPFD.DE.

IS02.DE tracks JP Morgan EMBI Global Core, while SPFD.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond Index (EUR Hedged). They also come from different issuers: iShares and State Street. Their fees differ too: 0.45% for IS02.DE and 0.60% for SPFD.DE.

Portfolio Optimizer

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