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

Performance

SPFB.DE vs. XGVD.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 Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.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 higher than XGVD.DE's -0.89% 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*

XGVD.DE

1D
0.01%
1M
-0.26%
YTD
-0.89%
6M
-0.81%
1Y
-0.08%
3Y*
0.74%
5Y*
-2.52%
10Y*
-0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFB.DE vs. XGVD.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%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
-0.89%1.49%-0.44%3.58%-15.11%-3.15%4.33%4.52%0.76%

Correlation

The correlation between SPFB.DE and XGVD.DE is 0.95, 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

0.95

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

0.94

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

0.94

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

0.90

The correlation between SPFB.DE and XGVD.DE has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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. XGVD.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

XGVD.DE
XGVD.DE Risk / Return Rank: 88
Overall Rank
XGVD.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XGVD.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XGVD.DE Omega Ratio Rank: 88
Omega Ratio Rank
XGVD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XGVD.DE Martin Ratio Rank: 88
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. XGVD.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 Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.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.DEXGVD.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.74

Omega ratioGain probability vs. loss probability

1.20

0.99

+0.21

Calmar ratioReturn relative to maximum drawdown

1.46

-0.05

+1.51

Martin ratioReturn relative to average drawdown

4.25

-0.14

+4.39

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

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

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

-0.05

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.50

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.11

+0.23

Drawdowns

SPFB.DE vs. XGVD.DE - Drawdown Comparison

The maximum SPFB.DE drawdown since its inception was -15.78%, smaller than the maximum XGVD.DE drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for SPFB.DE and XGVD.DE.


Loading charts...

Drawdown Indicators


SPFB.DEXGVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.78%

-21.37%

+5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-3.53%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.59%

-4.77%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.55%

-19.44%

+3.89%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

Current Drawdown

Current decline from peak

-1.01%

-15.92%

+14.91%

Average Drawdown

Average peak-to-trough decline

-4.52%

-6.52%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.30%

-0.51%

Volatility

SPFB.DE vs. XGVD.DE - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) and Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) have volatilities of 1.39% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPFB.DEXGVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.38%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.83%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

3.47%

-0.46%

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%

4.31%

-0.47%

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

SPFB.DE has a 0.10% expense ratio, which is lower than XGVD.DE's 0.25% 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. XGVD.DE - Dividend Comparison

SPFB.DE's dividend yield for the trailing twelve months is around 3.09%, more than XGVD.DE's 2.73% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
2.73%2.55%2.71%1.79%2.86%1.60%1.01%0.89%0.65%0.00%0.93%0.70%

Frequently Asked Questions


With a correlation of 0.95, SPFB.DE and XGVD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.25% for XGVD.DE.

SPFB.DE tracks Bloomberg Global Aggregate Bond (GBP Hedged), while XGVD.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged). They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.10% for SPFB.DE and 0.25% for XGVD.DE.

Portfolio Optimizer

Find the right allocation for SPFB.DE and XGVD.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