SPFD.DE vs. SPY5.DE
SPFD.DE (State Street SPDR Bloomberg Emerging Markets Local Bond UCITS ETF EUR (Acc)) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SPFD.DE is a Emerging Markets Bonds fund tracking the Bloomberg Emerging Markets Local Currency Liquid Government Bond Index (EUR Hedged), while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SPFD.DE returned -1.83%/yr vs 14.76%/yr for SPY5.DE. At a 0.14 correlation, their price movements are largely independent. SPFD.DE charges 0.60%/yr vs 0.03%/yr for SPY5.DE.
Performance
SPFD.DE vs. SPY5.DE - Performance Comparison
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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%
SPFD.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
SPFD.DE
SPY5.DE
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.DE | SPY5.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPFD.DE | SPY5.DE | Difference | |
|---|---|---|---|
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.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.71% | -0.44% | -11.27% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -3.95% | -9.51% |
Ulcer IndexDepth 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.DE | SPY5.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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