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

Performance

SPFE.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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, SPFE.DE achieves a -0.14% return, which is significantly lower than SPYW.DE's 5.36% 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*

SPYW.DE

1D
0.09%
1M
-0.36%
YTD
5.36%
6M
7.28%
1Y
7.88%
3Y*
13.21%
5Y*
8.07%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFE.DE vs. SPYW.DE - 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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
5.36%20.24%8.29%17.93%-11.23%14.36%-11.84%23.34%-5.10%

Correlation

The correlation between SPFE.DE and SPYW.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.30

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

0.19

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

0.07

Over the past year, SPFE.DE and SPYW.DE have become more correlated (0.37) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

SPFE.DE vs. SPYW.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: 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

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
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. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.


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

-0.34

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratioReturn relative to maximum drawdown

0.47

0.98

-0.51

Martin ratioReturn relative to average drawdown

1.36

3.14

-1.78

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

The current SPFE.DE Sharpe Ratio is 0.40, which is lower than the SPYW.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SPFE.DE and SPYW.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


SPFE.DESPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.74

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.60

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.53

-0.49

Drawdowns

SPFE.DE vs. SPYW.DE - Drawdown Comparison

The maximum SPFE.DE drawdown since its inception was -17.25%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for SPFE.DE and SPYW.DE.


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Drawdown Indicators


SPFE.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-38.68%

+21.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-7.99%

+5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-11.64%

+7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.61%

-23.97%

+7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

Current Drawdown

Current decline from peak

-8.27%

-2.54%

-5.73%

Average Drawdown

Average peak-to-trough decline

-6.51%

-5.62%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.50%

-1.55%

Volatility

SPFE.DE vs. SPYW.DE - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) is 1.55%, while SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) has a volatility of 2.92%. This indicates that SPFE.DE experiences smaller price fluctuations and is considered to be less risky than SPYW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFE.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

2.92%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

8.76%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.23%

10.65%

-7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

13.27%

-8.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

14.88%

-10.82%

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

SPFE.DE has a 0.10% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.


Dividends

SPFE.DE vs. SPYW.DE - Dividend Comparison

SPFE.DE's dividend yield for the trailing twelve months is around 3.12%, less than SPYW.DE's 3.60% 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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.60%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%

Frequently Asked Questions


SPFE.DE and SPYW.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPFE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPFE.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for SPYW.DE.

SPFE.DE is categorized as Global Bonds, while SPYW.DE is Europe Equities. SPFE.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. Their fees differ too: 0.10% for SPFE.DE and 0.30% for SPYW.DE.

Portfolio Optimizer

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