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

Performance

SPFB.DE vs. XZWG.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 II ESG Global Government Bond UCITS ETF (XZWG.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 XZWG.DE's 0.27% 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*

XZWG.DE

1D
0.08%
1M
0.23%
YTD
0.27%
6M
-0.11%
1Y
-1.04%
3Y*
-0.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
0.61%4.84%2.82%5.74%-12.07%-0.60%
XZWG.DE
Xtrackers II ESG Global Government Bond UCITS ETF
0.27%-4.17%1.51%2.50%-16.73%-1.34%

Correlation

The correlation between SPFB.DE and XZWG.DE is 0.67, 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

0.67

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

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.79

The correlation between SPFB.DE and XZWG.DE shifts across timeframes, from 0.67 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPFB.DE vs. XZWG.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

XZWG.DE
XZWG.DE Risk / Return Rank: 55
Overall Rank
XZWG.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XZWG.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XZWG.DE Omega Ratio Rank: 55
Omega Ratio Rank
XZWG.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
XZWG.DE Martin Ratio Rank: 55
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. XZWG.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 II ESG Global Government Bond UCITS ETF (XZWG.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.DEXZWG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.20

0.95

+0.26

Calmar ratioReturn relative to maximum drawdown

1.46

-0.51

+1.97

Martin ratioReturn relative to average drawdown

4.25

-0.97

+5.22

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

The current SPFB.DE Sharpe Ratio is 1.12, which is higher than the XZWG.DE Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of SPFB.DE and XZWG.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.DEXZWG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

-0.35

+1.47

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

-0.64

+0.98

Drawdowns

SPFB.DE vs. XZWG.DE - Drawdown Comparison

The maximum SPFB.DE drawdown since its inception was -15.78%, smaller than the maximum XZWG.DE drawdown of -20.85%. Use the drawdown chart below to compare losses from any high point for SPFB.DE and XZWG.DE.


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Drawdown Indicators


SPFB.DEXZWG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.78%

-20.85%

+5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-2.66%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-3.59%

-7.10%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.55%

Current Drawdown

Current decline from peak

-1.01%

-17.96%

+16.95%

Average Drawdown

Average peak-to-trough decline

-4.52%

-15.29%

+10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.41%

-0.62%

Volatility

SPFB.DE vs. XZWG.DE - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) and Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) have volatilities of 1.39% and 1.43%, 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.


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Volatility by Period


SPFB.DEXZWG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.43%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.90%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

3.87%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

6.68%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.84%

6.68%

-2.84%

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

SPFB.DE has a 0.10% expense ratio, which is lower than XZWG.DE's 0.20% 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. XZWG.DE - Dividend Comparison

SPFB.DE's dividend yield for the trailing twelve months is around 3.09%, more than XZWG.DE's 2.58% 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%
XZWG.DE
Xtrackers II ESG Global Government Bond UCITS ETF
2.58%2.53%2.56%1.74%1.16%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPFB.DE and XZWG.DE have a correlation of 0.67, 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 0.20% for XZWG.DE.

SPFB.DE tracks Bloomberg Global Aggregate Bond (GBP Hedged), while XZWG.DE tracks Bloomberg Global Aggregate TR Hdg EUR. They also come from different issuers: State Street and DWS. Their fees differ too: 0.10% for SPFB.DE and 0.20% for XZWG.DE.

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