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SPF1.DE vs. HYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPF1.DE vs. HYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) and High Yield ETF (HYLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPF1.DE is traded in EUR, while HYLD is traded in USD. To make them comparable, the HYLD values have been converted to EUR using the latest available exchange rates.

Returns By Period


SPF1.DE

1D
0.59%
1M
4.99%
YTD
17.82%
6M
20.07%
1Y
34.78%
3Y*
17.81%
5Y*
5.89%
10Y*

HYLD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPF1.DE vs. HYLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPF1.DE
SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating
17.82%20.76%8.42%12.25%-20.28%-1.66%32.01%12.41%-7.89%
HYLD
High Yield ETF
0.00%0.00%0.00%1.96%-5.99%13.30%-5.39%9.58%-2.22%

Correlation

The correlation between SPF1.DE and HYLD is 0.03, 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 (3Y)
Calculated over the trailing 3-year period

-0.04

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

-0.02

Correlation (All Time)
Calculated using the full available price history since May 25, 2018

0.03

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Return for Risk

SPF1.DE vs. HYLD — Risk / Return Rank

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

SPF1.DE
SPF1.DE Risk / Return Rank: 9090
Overall Rank
SPF1.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SPF1.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPF1.DE Omega Ratio Rank: 8989
Omega Ratio Rank
SPF1.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SPF1.DE Martin Ratio Rank: 9191
Martin Ratio Rank

HYLD
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.

SPF1.DE vs. HYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) and High Yield ETF (HYLD). 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.


SPF1.DEHYLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

5.04

Martin ratioReturn relative to average drawdown

21.39

SPF1.DE vs. HYLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPF1.DEHYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

Drawdowns

SPF1.DE vs. HYLD - Drawdown Comparison


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Drawdown Indicators


SPF1.DEHYLDDifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

SPF1.DE vs. HYLD - Volatility Comparison


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Volatility by Period


SPF1.DEHYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.68%

SPF1.DE vs. HYLD - Expense Ratio Comparison

SPF1.DE has a 0.55% expense ratio, which is lower than HYLD's 1.29% expense ratio.


Dividends

SPF1.DE vs. HYLD - Dividend Comparison

Neither SPF1.DE nor HYLD has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HYLD
High Yield ETF
0.00%0.00%0.00%4.67%7.86%6.45%7.52%7.46%7.97%7.18%6.59%10.87%
SPF1.DE
SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPF1.DE and HYLD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPF1.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPF1.DE is cheaper with a 0.55% expense ratio, compared with 1.29% for HYLD.

SPF1.DE is categorized as Convertible Bonds, while HYLD is High Yield Bonds. They also come from different issuers: SPDR and Eve Capital. Their fees differ too: 0.55% for SPF1.DE and 1.29% for HYLD.

Portfolio Optimizer

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