SPSK vs. BND
Compare and contrast key facts about SP Funds Dow Jones Global Sukuk ETF (SPSK) and Vanguard Total Bond Market ETF (BND).
SPSK and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPSK is a passively managed fund by SP Funds that tracks the performance of the Dow Jones Sukuk Total Return (No Coupon Reinvestment). It was launched on Dec 30, 2019. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007. Both SPSK and BND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPSK vs. BND - Performance Comparison
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SPSK vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPSK SP Funds Dow Jones Global Sukuk ETF | -1.10% | 6.16% | 2.95% | 3.95% | -7.75% | -1.30% | 3.67% | 0.02% |
BND Vanguard Total Bond Market ETF | 0.05% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | -0.11% |
Returns By Period
In the year-to-date period, SPSK achieves a -1.10% return, which is significantly lower than BND's 0.05% return.
SPSK
- 1D
- 0.22%
- 1M
- -2.14%
- YTD
- -1.10%
- 6M
- -0.29%
- 1Y
- 3.33%
- 3Y*
- 3.54%
- 5Y*
- 0.77%
- 10Y*
- —
BND
- 1D
- 0.22%
- 1M
- -1.74%
- YTD
- 0.05%
- 6M
- 0.95%
- 1Y
- 4.24%
- 3Y*
- 3.59%
- 5Y*
- 0.24%
- 10Y*
- 1.67%
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SPSK vs. BND - Expense Ratio Comparison
SPSK has a 0.50% expense ratio, which is higher than BND's 0.03% expense ratio.
Return for Risk
SPSK vs. BND — Risk / Return Rank
SPSK
BND
SPSK vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SP Funds Dow Jones Global Sukuk ETF (SPSK) and Vanguard Total Bond Market ETF (BND). 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.
| SPSK | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.99 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.41 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.81 | -0.60 |
Martin ratioReturn relative to average drawdown | 4.90 | 4.98 | -0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPSK | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.99 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.04 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.59 | -0.41 |
Correlation
The correlation between SPSK and BND is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SPSK vs. BND - Dividend Comparison
SPSK's dividend yield for the trailing twelve months is around 4.04%, more than BND's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPSK SP Funds Dow Jones Global Sukuk ETF | 4.04% | 3.63% | 3.53% | 2.95% | 2.22% | 2.56% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.91% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
SPSK vs. BND - Drawdown Comparison
The maximum SPSK drawdown since its inception was -12.83%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SPSK and BND.
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Drawdown Indicators
| SPSK | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.83% | -18.58% | +5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -2.44% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -12.45% | -17.91% | +5.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -2.14% | -2.58% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -3.07% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.89% | -0.19% |
Volatility
SPSK vs. BND - Volatility Comparison
The current volatility for SP Funds Dow Jones Global Sukuk ETF (SPSK) is 1.41%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.63%. This indicates that SPSK experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPSK | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.63% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | 2.52% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 4.30% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.34% | 6.00% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.51% | 5.52% | -0.01% |