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SPFE.DE vs. SPYY.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPFE.DE and SPYY.DE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SPFE.DE vs. SPYY.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 MSCI ACWI UCITS ETF (SPYY.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-6.92%
6.68%
SPFE.DE
SPYY.DE

Key characteristics

Sharpe Ratio

SPFE.DE:

0.82

SPYY.DE:

2.13

Sortino Ratio

SPFE.DE:

1.30

SPYY.DE:

2.88

Omega Ratio

SPFE.DE:

1.16

SPYY.DE:

1.42

Calmar Ratio

SPFE.DE:

0.25

SPYY.DE:

2.87

Martin Ratio

SPFE.DE:

2.85

SPYY.DE:

13.45

Ulcer Index

SPFE.DE:

1.22%

SPYY.DE:

1.80%

Daily Std Dev

SPFE.DE:

4.25%

SPYY.DE:

11.40%

Max Drawdown

SPFE.DE:

-17.25%

SPYY.DE:

-33.49%

Current Drawdown

SPFE.DE:

-10.07%

SPYY.DE:

-0.25%

Returns By Period

In the year-to-date period, SPFE.DE achieves a 0.43% return, which is significantly lower than SPYY.DE's 4.60% return.


SPFE.DE

YTD

0.43%

1M

0.41%

6M

-0.17%

1Y

3.36%

5Y*

-1.70%

10Y*

N/A

SPYY.DE

YTD

4.60%

1M

2.03%

6M

14.41%

1Y

24.16%

5Y*

11.47%

10Y*

10.50%

*Annualized

Compare stocks, funds, or ETFs

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


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

SPFE.DE has a 0.10% expense ratio, which is lower than SPYY.DE's 0.40% expense ratio.


SPYY.DE
SPDR MSCI ACWI UCITS ETF
Expense ratio chart for SPYY.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SPFE.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

SPFE.DE vs. SPYY.DE — Risk-Adjusted Performance Rank

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

SPFE.DE
The Risk-Adjusted Performance Rank of SPFE.DE is 2929
Overall Rank
The Sharpe Ratio Rank of SPFE.DE is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SPFE.DE is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SPFE.DE is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SPFE.DE is 1515
Calmar Ratio Rank
The Martin Ratio Rank of SPFE.DE is 3232
Martin Ratio Rank

SPYY.DE
The Risk-Adjusted Performance Rank of SPYY.DE is 8585
Overall Rank
The Sharpe Ratio Rank of SPYY.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYY.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SPYY.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SPYY.DE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SPYY.DE is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPFE.DE vs. SPYY.DE - Risk-Adjusted Performance 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 MSCI ACWI UCITS ETF (SPYY.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.


Sharpe ratio
The chart of Sharpe ratio for SPFE.DE, currently valued at 0.01, compared to the broader market0.002.004.000.011.78
The chart of Sortino ratio for SPFE.DE, currently valued at 0.08, compared to the broader market-2.000.002.004.006.008.0010.0012.000.082.48
The chart of Omega ratio for SPFE.DE, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.32
The chart of Calmar ratio for SPFE.DE, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.002.51
The chart of Martin ratio for SPFE.DE, currently valued at 0.03, compared to the broader market0.0020.0040.0060.0080.00100.000.0310.23
SPFE.DE
SPYY.DE

The current SPFE.DE Sharpe Ratio is 0.82, which is lower than the SPYY.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SPFE.DE and SPYY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.01
1.78
SPFE.DE
SPYY.DE

Dividends

SPFE.DE vs. SPYY.DE - Dividend Comparison

SPFE.DE's dividend yield for the trailing twelve months is around 3.04%, while SPYY.DE has not paid dividends to shareholders.


TTM2024202320222021202020192018
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
3.04%2.78%1.96%1.51%1.20%1.49%2.15%0.77%
SPYY.DE
SPDR MSCI ACWI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPFE.DE vs. SPYY.DE - Drawdown Comparison

The maximum SPFE.DE drawdown since its inception was -17.25%, smaller than the maximum SPYY.DE drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for SPFE.DE and SPYY.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.05%
0
SPFE.DE
SPYY.DE

Volatility

SPFE.DE vs. SPYY.DE - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) is 2.22%, while SPDR MSCI ACWI UCITS ETF (SPYY.DE) has a volatility of 3.16%. This indicates that SPFE.DE experiences smaller price fluctuations and is considered to be less risky than SPYY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.22%
3.16%
SPFE.DE
SPYY.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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