PortfoliosLab logoPortfoliosLab logo
SPFE.DE vs. SPFU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFE.DE vs. SPFU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) and State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPFE.DE achieves a 0.19% return, which is significantly lower than SPFU.DE's 3.66% return.


SPFE.DE

1D
-0.12%
1M
0.54%
6M
0.23%
YTD
0.19%
1Y
1.06%
3Y*
2.39%
5Y*
-1.25%
10Y*

SPFU.DE

1D
-0.09%
1M
1.94%
6M
3.60%
YTD
3.66%
1Y
5.89%
3Y*
2.56%
5Y*
1.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFE.DE vs. SPFU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
0.19%2.57%1.42%4.38%-13.18%-2.30%3.74%5.02%0.50%
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
3.66%-7.07%9.27%3.57%-6.07%6.92%-4.09%10.41%11.46%

Correlation

The correlation between SPFE.DE and SPFU.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.26

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

0.30

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2018

0.26

The correlation between SPFE.DE and SPFU.DE shifts across timeframes, from 0.15 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPFE.DE vs. SPFU.DE — Risk / Return Rank

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

SPFE.DE
SPFE.DE Risk / Return Rank: 1313
Overall Rank
SPFE.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPFE.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPFE.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SPFE.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SPFE.DE Martin Ratio Rank: 1414
Martin Ratio Rank

SPFU.DE
SPFU.DE Risk / Return Rank: 3030
Overall Rank
SPFU.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SPFU.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
SPFU.DE Omega Ratio Rank: 2929
Omega Ratio Rank
SPFU.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPFU.DE Martin Ratio Rank: 3030
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.

SPFE.DE vs. SPFU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) and State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPFE.DESPFU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.06

1.18

-0.13

Calmar ratioReturn relative to maximum drawdown

0.38

1.32

-0.94

Martin ratioReturn relative to average drawdown

1.04

3.71

-2.68

SPFE.DE vs. SPFU.DE - Sharpe Ratio Comparison

The current SPFE.DE Sharpe Ratio is 0.32, which is lower than the SPFU.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SPFE.DE and SPFU.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.


Loading charts...

Drawdowns

SPFE.DE vs. SPFU.DE - Drawdown Comparison

The maximum SPFE.DE drawdown since its inception was -17.26%, which is greater than SPFU.DE's maximum drawdown of -11.78%. Use the drawdown chart below to compare losses from any high point for SPFE.DE and SPFU.DE.


Loading charts...

Drawdown Indicators


SPFE.DESPFU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

-11.78%

-5.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-4.43%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-3.93%

-10.96%

+7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.63%

-11.67%

-4.96%

Current Drawdown

Current decline from peak

-7.98%

-5.38%

-2.60%

Average Drawdown

Average peak-to-trough decline

-6.50%

-5.03%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.58%

-0.56%

Volatility

SPFE.DE vs. SPFU.DE - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) is 0.77%, while State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE) has a volatility of 1.66%. This indicates that SPFE.DE experiences smaller price fluctuations and is considered to be less risky than SPFU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPFE.DESPFU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.66%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

4.40%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

5.98%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

7.84%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

7.54%

-3.53%

SPFE.DE vs. SPFU.DE - Expense Ratio Comparison

Both SPFE.DE and SPFU.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPFE.DE vs. SPFU.DE - Dividend Comparison

SPFE.DE's dividend yield for the trailing twelve months is around 3.11%, which matches SPFU.DE's 3.14% yield.


PositionTTM20252024202320222021202020192018
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
3.11%3.07%2.78%1.96%1.51%1.20%1.49%1.39%0.77%
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
3.14%3.03%2.73%2.02%1.41%1.22%1.51%1.25%0.89%

Frequently Asked Questions


SPFE.DE and SPFU.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPFE.DE and SPFU.DE have the same expense ratio: 0.10% per year.

SPFE.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while SPFU.DE tracks Bloomberg Global Aggregate Bond Index (USD Hedged).

Portfolio Optimizer

Find the right allocation for SPFE.DE and SPFU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer