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SPFD.DE vs. ASRC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFD.DE vs. ASRC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc) (SPFD.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPFD.DE achieves a -1.76% return, which is significantly lower than ASRC.DE's 2.84% return.


SPFD.DE

1D
0.08%
1M
-0.48%
YTD
-1.76%
6M
-1.05%
1Y
2.41%
3Y*
2.99%
5Y*
-1.83%
10Y*

ASRC.DE

1D
0.23%
1M
1.68%
YTD
2.84%
6M
2.72%
1Y
8.98%
3Y*
6.23%
5Y*
2.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFD.DE vs. ASRC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPFD.DE
State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc)
-1.76%12.45%-4.39%6.63%-12.77%-7.29%
ASRC.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF
2.84%0.49%11.52%6.43%-12.67%8.65%

Correlation

The correlation between SPFD.DE and ASRC.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.04

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

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.07

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Return for Risk

SPFD.DE vs. ASRC.DE — Risk / Return Rank

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

SPFD.DE
SPFD.DE Risk / Return Rank: 1414
Overall Rank
SPFD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPFD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPFD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPFD.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SPFD.DE Martin Ratio Rank: 1414
Martin Ratio Rank

ASRC.DE
ASRC.DE Risk / Return Rank: 6060
Overall Rank
ASRC.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ASRC.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
ASRC.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ASRC.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
ASRC.DE Martin Ratio Rank: 5656
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.

SPFD.DE vs. ASRC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc) (SPFD.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.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.


SPFD.DEASRC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratioReturn relative to maximum drawdown

0.36

3.01

-2.66

Martin ratioReturn relative to average drawdown

1.09

8.61

-7.52

SPFD.DE vs. ASRC.DE - Sharpe Ratio Comparison

The current SPFD.DE Sharpe Ratio is 0.33, which is lower than the ASRC.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SPFD.DE and ASRC.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


SPFD.DEASRC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.32

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.28

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.32

-0.45

Drawdowns

SPFD.DE vs. ASRC.DE - Drawdown Comparison

The maximum SPFD.DE drawdown since its inception was -28.91%, which is greater than ASRC.DE's maximum drawdown of -15.59%. Use the drawdown chart below to compare losses from any high point for SPFD.DE and ASRC.DE.


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Drawdown Indicators


SPFD.DEASRC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.91%

-15.59%

-13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

-2.97%

-3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-9.24%

-12.90%

+3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-15.59%

-11.18%

Current Drawdown

Current decline from peak

-11.71%

-0.23%

-11.48%

Average Drawdown

Average peak-to-trough decline

-13.46%

-6.23%

-7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

1.04%

+1.18%

Volatility

SPFD.DE vs. ASRC.DE - Volatility Comparison

State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc) (SPFD.DE) has a higher volatility of 2.53% compared to BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) at 1.62%. This indicates that SPFD.DE's price experiences larger fluctuations and is considered to be riskier than ASRC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFD.DEASRC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

1.62%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

5.09%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

7.27%

6.79%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.94%

9.24%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.88%

9.15%

-0.27%

SPFD.DE vs. ASRC.DE - Expense Ratio Comparison

SPFD.DE has a 0.60% expense ratio, which is higher than ASRC.DE's 0.25% expense ratio.


Dividends

SPFD.DE vs. ASRC.DE - Dividend Comparison

Neither SPFD.DE nor ASRC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPFD.DE and ASRC.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRC.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for SPFD.DE.

SPFD.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond Index (EUR Hedged), while ASRC.DE tracks JP Morgan ESG EMBI Global Diversified. They also come from different issuers: State Street and BNP Paribas. Their fees differ too: 0.60% for SPFD.DE and 0.25% for ASRC.DE.

Portfolio Optimizer

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