PortfoliosLab logoPortfoliosLab logo
SPFB.DE vs. HGGA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFB.DE vs. HGGA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) and HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPFB.DE achieves a 0.61% return, which is significantly lower than HGGA.DE's 1.31% return.


SPFB.DE

1D
0.21%
1M
0.06%
YTD
0.61%
6M
0.86%
1Y
3.47%
3Y*
3.94%
5Y*
0.23%
10Y*

HGGA.DE

1D
0.00%
1M
0.50%
YTD
1.31%
6M
0.88%
1Y
0.39%
3Y*
0.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFB.DE vs. HGGA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
0.61%4.84%2.82%5.74%-10.90%
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
1.31%-4.17%5.69%0.16%-1.86%

Correlation

The correlation between SPFB.DE and HGGA.DE is -0.14, 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

-0.14

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2022

0.10

The correlation between SPFB.DE and HGGA.DE shifts across timeframes, from -0.14 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPFB.DE vs. HGGA.DE — Risk / Return Rank

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

SPFB.DE
SPFB.DE Risk / Return Rank: 3131
Overall Rank
SPFB.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SPFB.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SPFB.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SPFB.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPFB.DE Martin Ratio Rank: 3030
Martin Ratio Rank

HGGA.DE
HGGA.DE Risk / Return Rank: 99
Overall Rank
HGGA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HGGA.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
HGGA.DE Omega Ratio Rank: 99
Omega Ratio Rank
HGGA.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
HGGA.DE Martin Ratio Rank: 1010
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.

SPFB.DE vs. HGGA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) and HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.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.


SPFB.DEHGGA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.20

1.01

+0.19

Calmar ratioReturn relative to maximum drawdown

1.46

0.08

+1.38

Martin ratioReturn relative to average drawdown

4.25

0.17

+4.08

SPFB.DE vs. HGGA.DE - Sharpe Ratio Comparison

The current SPFB.DE Sharpe Ratio is 1.12, which is higher than the HGGA.DE Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of SPFB.DE and HGGA.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.


Loading charts...

Sharpe Ratios by Period


SPFB.DEHGGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.05

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.04

+0.30

Drawdowns

SPFB.DE vs. HGGA.DE - Drawdown Comparison

The maximum SPFB.DE drawdown since its inception was -15.78%, which is greater than HGGA.DE's maximum drawdown of -8.58%. Use the drawdown chart below to compare losses from any high point for SPFB.DE and HGGA.DE.


Loading charts...

Drawdown Indicators


SPFB.DEHGGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.78%

-8.58%

-7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-2.04%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-3.59%

-6.78%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.55%

Current Drawdown

Current decline from peak

-1.01%

-4.56%

+3.55%

Average Drawdown

Average peak-to-trough decline

-4.52%

-4.18%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.02%

-0.23%

Volatility

SPFB.DE vs. HGGA.DE - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) has a higher volatility of 1.39% compared to HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) at 0.53%. This indicates that SPFB.DE's price experiences larger fluctuations and is considered to be riskier than HGGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPFB.DEHGGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.53%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.33%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

3.42%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

4.98%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.84%

4.98%

-1.14%

SPFB.DE vs. HGGA.DE - Expense Ratio Comparison

SPFB.DE has a 0.10% expense ratio, which is lower than HGGA.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPFB.DE vs. HGGA.DE - Dividend Comparison

SPFB.DE's dividend yield for the trailing twelve months is around 3.09%, while HGGA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
3.09%3.07%2.70%1.91%1.48%1.18%1.51%1.70%0.88%

Frequently Asked Questions


SPFB.DE and HGGA.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPFB.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPFB.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for HGGA.DE.

SPFB.DE tracks Bloomberg Global Aggregate Bond (GBP Hedged), while HGGA.DE tracks Bloomberg MSCI Global Aggregate 1-3 SRI Carbon ESG-Weighted. They also come from different issuers: State Street and HSBC. Their fees differ too: 0.10% for SPFB.DE and 0.18% for HGGA.DE.

Portfolio Optimizer

Find the right allocation for SPFB.DE and HGGA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer