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SPFD.DE vs. SPY5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFD.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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 SPY5.DE's 11.39% 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*

SPY5.DE

1D
-0.13%
1M
5.22%
YTD
11.39%
6M
11.43%
1Y
25.61%
3Y*
18.89%
5Y*
14.76%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFD.DE vs. SPY5.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPFD.DE
State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc)
-1.76%12.45%-4.39%6.63%-12.77%-9.84%2.14%2.12%
SPY5.DE
SPDR S&P 500 UCITS ETF
11.39%4.75%32.36%22.42%-14.24%40.60%6.73%2.80%

Correlation

The correlation between SPFD.DE and SPY5.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.06

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2019

0.14

The correlation between SPFD.DE and SPY5.DE shifts across timeframes, from 0.06 (3 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPFD.DE vs. SPY5.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

SPY5.DE
SPY5.DE Risk / Return Rank: 6969
Overall Rank
SPY5.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPY5.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPY5.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPY5.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPY5.DE Martin Ratio Rank: 6969
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. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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.DESPY5.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.88

Sortino ratioReturn per unit of downside risk

-2.46

Omega ratioGain probability vs. loss probability

1.07

1.41

-0.34

Calmar ratioReturn relative to maximum drawdown

0.36

3.57

-3.21

Martin ratioReturn relative to average drawdown

1.09

12.77

-11.68

SPFD.DE vs. SPY5.DE - Sharpe Ratio Comparison

The current SPFD.DE Sharpe Ratio is 0.33, which is lower than the SPY5.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SPFD.DE and SPY5.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.DESPY5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

2.22

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.96

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.97

-1.11

Drawdowns

SPFD.DE vs. SPY5.DE - Drawdown Comparison

The maximum SPFD.DE drawdown since its inception was -28.91%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SPFD.DE and SPY5.DE.


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Drawdown Indicators


SPFD.DESPY5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.91%

-33.86%

+4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

-7.15%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-9.24%

-23.34%

+14.10%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-23.34%

-3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.86%

Current Drawdown

Current decline from peak

-11.71%

-0.44%

-11.27%

Average Drawdown

Average peak-to-trough decline

-13.46%

-3.95%

-9.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.00%

+0.22%

Volatility

SPFD.DE vs. SPY5.DE - Volatility Comparison

State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc) (SPFD.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE) have volatilities of 2.53% and 2.66%, 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


SPFD.DESPY5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

2.66%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

7.54%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.27%

11.51%

-4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.94%

15.18%

-7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.88%

16.07%

-7.19%

SPFD.DE vs. SPY5.DE - Expense Ratio Comparison

SPFD.DE has a 0.60% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio.


Dividends

SPFD.DE vs. SPY5.DE - Dividend Comparison

SPFD.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%0.00%
SPY5.DE
SPDR S&P 500 UCITS ETF
0.89%0.99%1.03%1.22%1.42%0.95%1.37%1.74%3.30%1.59%1.57%1.69%

Frequently Asked Questions


SPFD.DE and SPY5.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.60% for SPFD.DE.

SPFD.DE is categorized as Emerging Markets Bonds, while SPY5.DE is S&P 500. SPFD.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond Index (EUR Hedged), while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.60% for SPFD.DE and 0.03% for SPY5.DE.

Portfolio Optimizer

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