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SPFB.DE vs. SPFE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFB.DE vs. SPFE.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.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, SPFB.DE achieves a 0.61% return, which is significantly higher than SPFE.DE's -0.14% 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*

SPFE.DE

1D
0.23%
1M
-0.25%
YTD
-0.14%
6M
-0.08%
1Y
1.45%
3Y*
2.19%
5Y*
-1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
0.61%4.84%2.82%5.74%-12.07%-1.58%4.34%6.46%1.06%
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
-0.14%2.59%1.43%4.36%-13.18%-2.30%3.75%5.90%0.18%

Correlation

The correlation between SPFB.DE and SPFE.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2018

0.92

The correlation between SPFB.DE and SPFE.DE has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

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Return for Risk

SPFB.DE vs. SPFE.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

SPFE.DE
SPFE.DE Risk / Return Rank: 1515
Overall Rank
SPFE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPFE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPFE.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SPFE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPFE.DE Martin Ratio Rank: 1616
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. SPFE.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.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.DESPFE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.20

1.07

+0.13

Calmar ratioReturn relative to maximum drawdown

1.46

0.47

+0.99

Martin ratioReturn relative to average drawdown

4.25

1.36

+2.90

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

The current SPFB.DE Sharpe Ratio is 1.12, which is higher than the SPFE.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SPFB.DE and SPFE.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


SPFB.DESPFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.40

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.27

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.04

+0.30

Drawdowns

SPFB.DE vs. SPFE.DE - Drawdown Comparison

The maximum SPFB.DE drawdown since its inception was -15.78%, smaller than the maximum SPFE.DE drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for SPFB.DE and SPFE.DE.


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Drawdown Indicators


SPFB.DESPFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.78%

-17.25%

+1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-2.73%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-3.59%

-3.98%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-15.55%

-16.61%

+1.06%

Current Drawdown

Current decline from peak

-1.01%

-8.27%

+7.26%

Average Drawdown

Average peak-to-trough decline

-4.52%

-6.51%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.95%

-0.16%

Volatility

SPFB.DE vs. SPFE.DE - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) is 1.39%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) has a volatility of 1.55%. This indicates that SPFB.DE experiences smaller price fluctuations and is considered to be less risky than SPFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFB.DESPFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.55%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.67%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

3.23%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

4.55%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.84%

4.06%

-0.22%

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

Both SPFB.DE and SPFE.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPFB.DE vs. SPFE.DE - Dividend Comparison

SPFB.DE's dividend yield for the trailing twelve months is around 3.09%, which matches SPFE.DE's 3.12% yield.


PositionTTM20252024202320222021202020192018
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%
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
3.12%3.07%2.78%1.96%1.51%1.20%1.49%2.15%0.77%

Frequently Asked Questions


SPFB.DE and SPFE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPFB.DE and SPFE.DE have the same expense ratio: 0.10% per year.

SPFB.DE tracks Bloomberg Global Aggregate Bond (GBP Hedged), while SPFE.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged).

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