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

Performance

SPFB.DE vs. SPFU.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 State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPFB.DE achieves a 0.49% return, which is significantly lower than SPFU.DE's 3.08% return.


SPFB.DE

1D
-0.07%
1M
-0.42%
6M
0.17%
YTD
0.49%
1Y
3.17%
3Y*
3.86%
5Y*
-0.02%
10Y*

SPFU.DE

1D
0.05%
1M
0.89%
6M
1.59%
YTD
3.08%
1Y
4.93%
3Y*
3.42%
5Y*
1.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
0.49%4.83%2.83%5.75%-12.07%-1.58%4.34%6.44%1.42%
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
3.08%-7.07%9.27%3.57%-6.07%6.92%-4.09%10.41%11.46%

Correlation

The correlation between SPFB.DE and SPFU.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.28

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

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2018

0.30

The correlation between SPFB.DE and SPFU.DE shifts across timeframes, from 0.17 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPFB.DE vs. SPFU.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: 3333
Overall Rank
SPFB.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SPFB.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
SPFB.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SPFB.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPFB.DE Martin Ratio Rank: 3232
Martin Ratio Rank

SPFU.DE
SPFU.DE Risk / Return Rank: 3434
Overall Rank
SPFU.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPFU.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPFU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SPFU.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
SPFU.DE Martin Ratio Rank: 3333
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. SPFU.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 State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.19

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratioReturn relative to maximum drawdown

1.36

1.11

+0.25

Martin ratioReturn relative to average drawdown

3.72

3.07

+0.65

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

The current SPFB.DE Sharpe Ratio is 1.02, which is comparable to the SPFU.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SPFB.DE and SPFU.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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Drawdowns

SPFB.DE vs. SPFU.DE - Drawdown Comparison

The maximum SPFB.DE drawdown since its inception was -15.76%, which is greater than SPFU.DE's maximum drawdown of -11.78%. Use the drawdown chart below to compare losses from any high point for SPFB.DE and SPFU.DE.


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Drawdown Indicators


SPFB.DESPFU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.76%

-11.78%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-4.43%

+2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.55%

-10.96%

+7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-11.67%

-3.87%

Current Drawdown

Current decline from peak

-1.14%

-5.91%

+4.77%

Average Drawdown

Average peak-to-trough decline

-4.45%

-5.04%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.60%

-0.75%

Volatility

SPFB.DE vs. SPFU.DE - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) is 0.88%, while State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE) has a volatility of 1.43%. This indicates that SPFB.DE experiences smaller price fluctuations and is considered to be less risky than SPFU.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.DESPFU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

1.43%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

4.44%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

5.99%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.29%

7.83%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

7.53%

-3.72%

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

Both SPFB.DE and SPFU.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. SPFU.DE - Dividend Comparison

SPFB.DE's dividend yield for the trailing twelve months is around 3.10%, less than SPFU.DE's 3.15% yield.


PositionTTM20252024202320222021202020192018
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
3.10%3.07%2.70%1.91%1.48%1.18%1.52%1.70%0.88%
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
3.15%3.03%2.73%2.02%1.41%1.22%1.51%1.25%0.89%

Frequently Asked Questions


SPFB.DE and SPFU.DE have a correlation of 0.17, 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 SPFU.DE have the same expense ratio: 0.10% per year.

SPFB.DE tracks Bloomberg Global Aggregate Bond (GBP Hedged), while SPFU.DE tracks Bloomberg Global Aggregate Bond Index (USD Hedged).

Portfolio Optimizer

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

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

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