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

Performance

SPFD.DE vs. FESD.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 Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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, SPFD.DE achieves a -1.76% return, which is significantly lower than FESD.DE's 3.41% 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*

FESD.DE

1D
-0.09%
1M
1.35%
YTD
3.41%
6M
3.08%
1Y
9.14%
3Y*
5.13%
5Y*
1.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFD.DE vs. FESD.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%-2.39%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
3.41%0.21%8.73%4.67%-13.30%6.35%

Correlation

The correlation between SPFD.DE and FESD.DE is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.11

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2021

-0.11

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Return for Risk

SPFD.DE vs. FESD.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

FESD.DE
FESD.DE Risk / Return Rank: 4343
Overall Rank
FESD.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FESD.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
FESD.DE Omega Ratio Rank: 4343
Omega Ratio Rank
FESD.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
FESD.DE Martin Ratio Rank: 4242
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. FESD.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 Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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.DEFESD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.07

1.27

-0.20

Calmar ratioReturn relative to maximum drawdown

0.36

2.46

-2.10

Martin ratioReturn relative to average drawdown

1.09

6.56

-5.47

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

The current SPFD.DE Sharpe Ratio is 0.33, which is lower than the FESD.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SPFD.DE and FESD.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.DEFESD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.40

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.22

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.19

-0.32

Drawdowns

SPFD.DE vs. FESD.DE - Drawdown Comparison

The maximum SPFD.DE drawdown since its inception was -28.91%, which is greater than FESD.DE's maximum drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for SPFD.DE and FESD.DE.


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Drawdown Indicators


SPFD.DEFESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.91%

-16.01%

-12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

-3.71%

-2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-9.24%

-12.34%

+3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-16.01%

-10.76%

Current Drawdown

Current decline from peak

-11.71%

-0.59%

-11.12%

Average Drawdown

Average peak-to-trough decline

-13.46%

-7.16%

-6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

1.39%

+0.83%

Volatility

SPFD.DE vs. FESD.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 Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE) at 2.28%. This indicates that SPFD.DE's price experiences larger fluctuations and is considered to be riskier than FESD.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.DEFESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

2.28%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

4.57%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

7.27%

6.51%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.94%

8.80%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.88%

8.70%

+0.18%

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

SPFD.DE has a 0.60% expense ratio, which is higher than FESD.DE's 0.45% expense ratio.


Dividends

SPFD.DE vs. FESD.DE - Dividend Comparison

SPFD.DE has not paid dividends to shareholders, while FESD.DE's dividend yield for the trailing twelve months is around 6.69%.


PositionTTM20252024202320222021
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
6.69%5.90%5.86%5.43%4.80%2.01%
SPFD.DE
State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPFD.DE and FESD.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.

On fees, FESD.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FESD.DE is cheaper with a 0.45% expense ratio, compared with 0.60% for SPFD.DE.

SPFD.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond Index (EUR Hedged), while FESD.DE tracks Fidelity Sustainable USD EM Bond. They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.60% for SPFD.DE and 0.45% for FESD.DE.

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