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SPFE.DE vs. SPYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFE.DE vs. SPYM - 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 Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPFE.DE is traded in EUR, while SPYM is traded in USD. To make them comparable, the SPYM 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 -0.14% return, which is significantly lower than SPYM's 12.63% return.


SPFE.DE

1D
0.23%
1M
0.22%
YTD
-0.14%
6M
-0.29%
1Y
1.30%
3Y*
2.19%
5Y*
-1.22%
10Y*

SPYM

1D
0.20%
1M
5.30%
YTD
12.63%
6M
11.55%
1Y
26.44%
3Y*
19.41%
5Y*
15.05%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFE.DE vs. SPYM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
-0.14%2.59%1.43%4.36%-13.18%-2.30%3.75%5.90%0.18%
SPYM
State Street SPDR Portfolio S&P 500 ETF
12.63%3.81%33.25%22.46%-13.01%38.41%8.72%34.98%0.90%

Correlation

The correlation between SPFE.DE and SPYM is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.06

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2018

-0.00

The correlation between SPFE.DE and SPYM shifts across timeframes, from -0.00 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPFE.DE vs. SPYM — 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: 1515
Overall Rank
SPFE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPFE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPFE.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SPFE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPFE.DE Martin Ratio Rank: 1616
Martin Ratio Rank

SPYM
SPYM Risk / Return Rank: 7474
Overall Rank
SPYM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPYM Omega Ratio Rank: 7575
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6666
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7878
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. SPYM - 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 Portfolio S&P 500 ETF (SPYM). 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.


SPFE.DESPYMDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.07

1.40

-0.33

Calmar ratioReturn relative to maximum drawdown

0.47

3.61

-3.14

Martin ratioReturn relative to average drawdown

1.36

13.67

-12.31

SPFE.DE vs. SPYM - Sharpe Ratio Comparison

The current SPFE.DE Sharpe Ratio is 0.40, which is lower than the SPYM Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SPFE.DE and SPYM, 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


SPFE.DESPYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

2.18

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.91

-1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.64

-0.60

Drawdowns

SPFE.DE vs. SPYM - Drawdown Comparison

The maximum SPFE.DE drawdown since its inception was -17.25%, smaller than the maximum SPYM drawdown of -48.90%. Use the drawdown chart below to compare losses from any high point for SPFE.DE and SPYM.


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Drawdown Indicators


SPFE.DESPYMDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-48.90%

+31.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-7.36%

+4.63%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-23.83%

+19.85%

Max Drawdown (5Y)

Largest decline over 5 years

-16.61%

-23.83%

+7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-8.27%

-0.19%

-8.08%

Average Drawdown

Average peak-to-trough decline

-6.51%

-7.65%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.94%

-0.99%

Volatility

SPFE.DE vs. SPYM - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) is 1.55%, while State Street SPDR Portfolio S&P 500 ETF (SPYM) has a volatility of 2.15%. This indicates that SPFE.DE experiences smaller price fluctuations and is considered to be less risky than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFE.DESPYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

2.15%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

8.55%

-5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.23%

12.21%

-8.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

16.69%

-12.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

18.52%

-14.46%

SPFE.DE vs. SPYM - Expense Ratio Comparison

SPFE.DE has a 0.10% expense ratio, which is higher than SPYM's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPFE.DE vs. SPYM - Dividend Comparison

SPFE.DE's dividend yield for the trailing twelve months is around 3.12%, more than SPYM's 0.99% yield.


PositionTTM20252024202320222021202020192018201720162015
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
3.12%3.07%2.78%1.96%1.51%1.20%1.49%2.15%0.77%0.00%0.00%0.00%
SPYM
State Street SPDR Portfolio S&P 500 ETF
0.99%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%

Frequently Asked Questions


SPFE.DE and SPYM have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYM is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYM is cheaper with a 0.02% expense ratio, compared with 0.10% for SPFE.DE.

SPFE.DE is categorized as Global Bonds, while SPYM is S&P 500. SPFE.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while SPYM tracks S&P 500 Index. Their fees differ too: 0.10% for SPFE.DE and 0.02% for SPYM.

Portfolio Optimizer

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