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SPFA.DE vs. ASRC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFA.DE vs. ASRC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPFA.DE achieves a 0.46% return, which is significantly lower than ASRC.DE's 2.84% return.


SPFA.DE

1D
-0.01%
1M
0.39%
YTD
0.46%
6M
0.45%
1Y
3.30%
3Y*
2.58%
5Y*
1.46%
10Y*

ASRC.DE

1D
0.23%
1M
1.68%
YTD
2.84%
6M
2.72%
1Y
8.98%
3Y*
6.23%
5Y*
2.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFA.DE vs. ASRC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPFA.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
0.46%2.44%3.19%5.66%-4.47%0.71%
ASRC.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF
2.84%0.49%11.52%6.43%-12.67%8.65%

Correlation

The correlation between SPFA.DE and ASRC.DE is 0.57, 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

0.57

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

0.55

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

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.51

The correlation between SPFA.DE and ASRC.DE has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

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Return for Risk

SPFA.DE vs. ASRC.DE — Risk / Return Rank

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

SPFA.DE
SPFA.DE Risk / Return Rank: 2020
Overall Rank
SPFA.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPFA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPFA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
SPFA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPFA.DE Martin Ratio Rank: 2222
Martin Ratio Rank

ASRC.DE
ASRC.DE Risk / Return Rank: 6060
Overall Rank
ASRC.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ASRC.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
ASRC.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ASRC.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
ASRC.DE Martin Ratio Rank: 5656
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.

SPFA.DE vs. ASRC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.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.


SPFA.DEASRC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratioReturn relative to maximum drawdown

0.83

3.01

-2.18

Martin ratioReturn relative to average drawdown

2.62

8.61

-5.99

SPFA.DE vs. ASRC.DE - Sharpe Ratio Comparison

The current SPFA.DE Sharpe Ratio is 0.62, which is lower than the ASRC.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SPFA.DE and ASRC.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


SPFA.DEASRC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.32

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.28

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.32

-0.05

Drawdowns

SPFA.DE vs. ASRC.DE - Drawdown Comparison

The maximum SPFA.DE drawdown since its inception was -16.39%, which is greater than ASRC.DE's maximum drawdown of -15.59%. Use the drawdown chart below to compare losses from any high point for SPFA.DE and ASRC.DE.


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Drawdown Indicators


SPFA.DEASRC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.39%

-15.59%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

-2.97%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-12.90%

+5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-8.51%

-15.59%

+7.08%

Current Drawdown

Current decline from peak

-3.19%

-0.23%

-2.96%

Average Drawdown

Average peak-to-trough decline

-7.62%

-6.23%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.04%

+0.22%

Volatility

SPFA.DE vs. ASRC.DE - Volatility Comparison

SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.DE) has a higher volatility of 1.83% compared to BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) at 1.62%. This indicates that SPFA.DE's price experiences larger fluctuations and is considered to be riskier than ASRC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFA.DEASRC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.62%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

4.51%

5.09%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

6.79%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

9.24%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

9.15%

-2.10%

SPFA.DE vs. ASRC.DE - Expense Ratio Comparison

SPFA.DE has a 0.55% expense ratio, which is higher than ASRC.DE's 0.25% expense ratio.


Dividends

SPFA.DE vs. ASRC.DE - Dividend Comparison

Neither SPFA.DE nor ASRC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPFA.DE and ASRC.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRC.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for SPFA.DE.

SPFA.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond, while ASRC.DE tracks JP Morgan ESG EMBI Global Diversified. They also come from different issuers: State Street and BNP Paribas. Their fees differ too: 0.55% for SPFA.DE and 0.25% for ASRC.DE.

Portfolio Optimizer

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