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SPFU.DE vs. AHYB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFU.DE vs. AHYB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE) and Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.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, SPFU.DE achieves a 0.57% return, which is significantly higher than AHYB.DE's -0.09% return.


SPFU.DE

1D
0.13%
1M
-0.49%
6M
0.41%
YTD
0.57%
1Y
3.06%
3Y*
3.98%
5Y*
0.45%
10Y*

AHYB.DE

1D
0.00%
1M
-0.79%
6M
-0.25%
YTD
-0.09%
1Y
2.14%
3Y*
3.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
0.57%4.89%3.05%6.77%-3.88%
AHYB.DE
Amundi Global Aggregate SRI UCITS ETF Hedged USD
-0.09%4.31%1.94%7.19%-4.62%

Correlation

The correlation between SPFU.DE and AHYB.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2022

0.90

The correlation between SPFU.DE and AHYB.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

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

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

SPFU.DE
SPFU.DE Risk / Return Rank: 3434
Overall Rank
SPFU.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPFU.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPFU.DE Omega Ratio Rank: 3333
Omega Ratio Rank
SPFU.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPFU.DE Martin Ratio Rank: 3333
Martin Ratio Rank

AHYB.DE
AHYB.DE Risk / Return Rank: 2121
Overall Rank
AHYB.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AHYB.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
AHYB.DE Omega Ratio Rank: 1919
Omega Ratio Rank
AHYB.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
AHYB.DE Martin Ratio Rank: 2323
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.

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

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


SPFU.DEAHYB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.18

1.10

+0.08

Calmar ratioReturn relative to maximum drawdown

1.36

0.76

+0.60

Martin ratioReturn relative to average drawdown

3.69

2.07

+1.62

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

The current SPFU.DE Sharpe Ratio is 0.99, which is higher than the AHYB.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SPFU.DE and AHYB.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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Drawdowns

SPFU.DE vs. AHYB.DE - Drawdown Comparison

The maximum SPFU.DE drawdown since its inception was -15.24%, which is greater than AHYB.DE's maximum drawdown of -8.37%. Use the drawdown chart below to compare losses from any high point for SPFU.DE and AHYB.DE.


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Drawdown Indicators


SPFU.DEAHYB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.24%

-8.37%

-6.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.24%

-2.79%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.39%

-3.30%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.00%

Current Drawdown

Current decline from peak

-1.01%

-1.69%

+0.68%

Average Drawdown

Average peak-to-trough decline

-3.72%

-2.05%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

1.03%

-0.20%

Volatility

SPFU.DE vs. AHYB.DE - Volatility Comparison

The current volatility for State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE) is 0.88%, while Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.DE) has a volatility of 1.18%. This indicates that SPFU.DE experiences smaller price fluctuations and is considered to be less risky than AHYB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFU.DEAHYB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

1.18%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

3.08%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

3.69%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

4.63%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.80%

4.63%

-0.83%

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

SPFU.DE has a 0.10% expense ratio, which is lower than AHYB.DE's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPFU.DE vs. AHYB.DE - Dividend Comparison

SPFU.DE's dividend yield for the trailing twelve months is around 3.15%, while AHYB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AHYB.DE
Amundi Global Aggregate SRI UCITS ETF Hedged USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
3.15%3.03%2.73%2.02%1.41%1.22%1.51%1.25%0.89%

Frequently Asked Questions


With a correlation of 0.91, SPFU.DE and AHYB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

SPFU.DE is cheaper with a 0.10% expense ratio, compared with 0.16% for AHYB.DE.

SPFU.DE tracks Bloomberg Global Aggregate Bond Index (USD Hedged), while AHYB.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (USD Hedged). They also come from different issuers: State Street and Amundi. Their fees differ too: 0.10% for SPFU.DE and 0.16% for AHYB.DE.

Portfolio Optimizer

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