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

Performance

SPFV.DE vs. SPYM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE). The values are adjusted to include any dividend payments, if applicable.

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SPFV.DE vs. SPYM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPFV.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
0.16%4.94%3.07%6.63%-11.27%-1.48%5.19%-0.09%
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
3.19%34.43%7.52%9.41%-19.59%-3.04%16.67%10.09%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPFV.DE achieves a 0.16% return, which is significantly lower than SPYM.DE's 3.19% return.


SPFV.DE

1D
0.15%
1M
-0.74%
YTD
0.16%
6M
0.82%
1Y
3.60%
3Y*
3.85%
5Y*
0.64%
10Y*

SPYM.DE

1D
-1.68%
1M
-2.14%
YTD
3.19%
6M
6.33%
1Y
32.93%
3Y*
16.50%
5Y*
3.96%
10Y*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPFV.DE vs. SPYM.DE - Expense Ratio Comparison

SPFV.DE has a 0.10% expense ratio, which is lower than SPYM.DE's 0.18% 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%.


Return for Risk

SPFV.DE vs. SPYM.DE — Risk / Return Rank

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

SPFV.DE
SPFV.DE Risk / Return Rank: 4848
Overall Rank
SPFV.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPFV.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPFV.DE Omega Ratio Rank: 5151
Omega Ratio Rank
SPFV.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPFV.DE Martin Ratio Rank: 3636
Martin Ratio Rank

SPYM.DE
SPYM.DE Risk / Return Rank: 7474
Overall Rank
SPYM.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 6666
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 8181
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.

SPFV.DE vs. SPYM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.


SPFV.DESPYM.DEDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.66

-0.55

Sortino ratio

Return per unit of downside risk

1.54

2.20

-0.65

Omega ratio

Gain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratio

Return relative to maximum drawdown

1.27

2.79

-1.52

Martin ratio

Return relative to average drawdown

4.21

10.64

-6.44

SPFV.DE vs. SPYM.DE - Sharpe Ratio Comparison

The current SPFV.DE Sharpe Ratio is 1.11, which is lower than the SPYM.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SPFV.DE and SPYM.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.


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Sharpe Ratios by Period


SPFV.DESPYM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.66

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.21

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.19

+0.04

Correlation

The correlation between SPFV.DE and SPYM.DE is 0.05, 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.


Dividends

SPFV.DE vs. SPYM.DE - Dividend Comparison

Neither SPFV.DE nor SPYM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPFV.DE vs. SPYM.DE - Drawdown Comparison

The maximum SPFV.DE drawdown since its inception was -15.26%, smaller than the maximum SPYM.DE drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for SPFV.DE and SPYM.DE.


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Drawdown Indicators


SPFV.DESPYM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.26%

-36.28%

+21.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-10.38%

+8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.09%

-23.86%

+8.77%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

Current Drawdown

Current decline from peak

-1.44%

-8.69%

+7.25%

Average Drawdown

Average peak-to-trough decline

-4.71%

-10.05%

+5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

2.82%

-2.11%

Volatility

SPFV.DE vs. SPYM.DE - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.DE) is 1.25%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.89%. This indicates that SPFV.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFV.DESPYM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

7.89%

-6.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

14.16%

-12.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

19.79%

-16.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

18.32%

-14.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

19.42%

-15.39%