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

Performance

SPFA.DE vs. UEFS.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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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, SPFA.DE achieves a 0.46% return, which is significantly lower than UEFS.DE's 3.71% 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*

UEFS.DE

1D
-0.03%
1M
1.91%
YTD
3.71%
6M
3.67%
1Y
11.43%
3Y*
8.56%
5Y*
3.30%
10Y*
3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SPFA.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
0.46%2.44%3.19%5.66%-4.47%-1.04%-5.66%14.72%0.62%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
3.71%2.37%13.84%8.28%-14.67%5.66%-4.70%17.07%0.05%

Correlation

The correlation between SPFA.DE and UEFS.DE is 0.63, 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

0.63

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

0.61

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2018

0.60

The correlation between SPFA.DE and UEFS.DE has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Return for Risk

SPFA.DE vs. UEFS.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

UEFS.DE
UEFS.DE Risk / Return Rank: 6767
Overall Rank
UEFS.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UEFS.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
UEFS.DE Omega Ratio Rank: 6363
Omega Ratio Rank
UEFS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
UEFS.DE Martin Ratio Rank: 6969
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. UEFS.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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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.DEUEFS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.11

1.38

-0.26

Calmar ratioReturn relative to maximum drawdown

0.83

3.96

-3.13

Martin ratioReturn relative to average drawdown

2.62

12.59

-9.97

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

The current SPFA.DE Sharpe Ratio is 0.62, which is lower than the UEFS.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SPFA.DE and UEFS.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.DEUEFS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.98

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.38

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.44

-0.18

Drawdowns

SPFA.DE vs. UEFS.DE - Drawdown Comparison

The maximum SPFA.DE drawdown since its inception was -16.39%, smaller than the maximum UEFS.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for SPFA.DE and UEFS.DE.


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Drawdown Indicators


SPFA.DEUEFS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.39%

-24.26%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

-2.87%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-13.70%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-8.51%

-17.84%

+9.33%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

Current Drawdown

Current decline from peak

-3.19%

-0.03%

-3.16%

Average Drawdown

Average peak-to-trough decline

-7.62%

-7.41%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

0.91%

+0.35%

Volatility

SPFA.DE vs. UEFS.DE - Volatility Comparison

SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.DE) has a higher volatility of 1.83% compared to UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) at 1.27%. This indicates that SPFA.DE's price experiences larger fluctuations and is considered to be riskier than UEFS.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.DEUEFS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.27%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

4.51%

3.77%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

5.76%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

8.69%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

9.37%

-2.32%

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

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


Dividends

SPFA.DE vs. UEFS.DE - Dividend Comparison

SPFA.DE has not paid dividends to shareholders, while UEFS.DE's dividend yield for the trailing twelve months is around 6.50%.


PositionTTM2025202420232022202120202019201820172016
SPFA.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
6.50%7.96%6.14%6.46%6.08%4.22%5.09%4.60%4.53%4.90%2.30%

Frequently Asked Questions


SPFA.DE and UEFS.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

UEFS.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 UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. They also come from different issuers: State Street and UBS. Their fees differ too: 0.55% for SPFA.DE and 0.25% for UEFS.DE.

Portfolio Optimizer

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