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

Performance

SPFU.DE vs. SPFB.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPFU.DE achieves a 0.93% return, which is significantly higher than SPFB.DE's -1.76% return.


SPFU.DE

1D
-0.07%
1M
0.53%
6M
1.10%
YTD
0.93%
1Y
3.02%
3Y*
4.29%
5Y*
0.64%
10Y*

SPFB.DE

1D
-0.07%
1M
-0.90%
6M
-1.38%
YTD
-1.76%
1Y
0.13%
3Y*
5.82%
5Y*
-0.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SPFU.DE
State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist)
0.93%4.89%3.05%6.77%-11.22%-1.54%5.34%8.06%2.43%
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
-1.76%18.35%-3.05%9.09%-16.92%-9.34%14.53%4.19%-6.80%

Correlation

The correlation between SPFU.DE and SPFB.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.60

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

0.58

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

0.49

The correlation between SPFU.DE and SPFB.DE shifts across timeframes, from 0.49 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPFU.DE vs. SPFB.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: 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

SPFB.DE
SPFB.DE Risk / Return Rank: 2929
Overall Rank
SPFB.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPFB.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPFB.DE Omega Ratio Rank: 2727
Omega Ratio Rank
SPFB.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPFB.DE Martin Ratio Rank: 2828
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. SPFB.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.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.DESPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.18

1.01

+0.17

Calmar ratioReturn relative to maximum drawdown

1.34

0.02

+1.32

Martin ratioReturn relative to average drawdown

3.75

0.05

+3.69

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

The current SPFU.DE Sharpe Ratio is 0.99, which is higher than the SPFB.DE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of SPFU.DE and SPFB.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. SPFB.DE - Drawdown Comparison

The maximum SPFU.DE drawdown since its inception was -15.24%, smaller than the maximum SPFB.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for SPFU.DE and SPFB.DE.


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Drawdown Indicators


SPFU.DESPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.24%

-33.61%

+18.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.24%

-5.56%

+3.32%

Max Drawdown (3Y)

Largest decline over 3 years

-3.42%

-10.40%

+6.98%

Max Drawdown (5Y)

Largest decline over 5 years

-15.00%

-31.09%

+16.09%

Current Drawdown

Current decline from peak

-0.65%

-7.50%

+6.85%

Average Drawdown

Average peak-to-trough decline

-3.74%

-11.59%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

2.36%

-1.56%

Volatility

SPFU.DE vs. SPFB.DE - Volatility Comparison

The current volatility for State Street SPDR Bloomberg Global Aggregate Bond USD Hdg UCITS ETF (Dist) (SPFU.DE) is 0.72%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (SPFB.DE) has a volatility of 1.89%. This indicates that SPFU.DE experiences smaller price fluctuations and is considered to be less risky than SPFB.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.DESPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

1.89%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

5.83%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.03%

7.82%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

9.48%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.80%

8.71%

-4.91%

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

Both SPFU.DE and SPFB.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

SPFU.DE vs. SPFB.DE - Dividend Comparison

SPFU.DE's dividend yield for the trailing twelve months is around 3.14%, more than SPFB.DE's 3.09% yield.


PositionTTM20252024202320222021202020192018
SPFB.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
3.09%3.07%2.70%1.91%1.48%1.18%1.52%1.70%0.88%
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


SPFU.DE and SPFB.DE have a correlation of 0.61, 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.

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

SPFU.DE tracks Bloomberg Global Aggregate Bond Index (USD Hedged), while SPFB.DE tracks Bloomberg Global Aggregate Bond (GBP Hedged).

Portfolio Optimizer

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

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

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