SPSK vs. DFSB
SPSK (SP Funds Dow Jones Global Sukuk ETF) and DFSB (Dimensional Global Sustainability Fixed Income ETF) are both Global Bonds funds. SPSK is passively managed, while DFSB is actively managed. Over the past 3 years, SPSK returned 4.06%/yr vs 4.63%/yr for DFSB. Their 0.47 correlation means their historical movements had little consistent relationship. SPSK charges 0.50%/yr vs 0.24%/yr for DFSB.
Performance
SPSK vs. DFSB - Performance Comparison
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Returns By Period
In the year-to-date period, SPSK achieves a -0.36% return, which is significantly lower than DFSB's 0.22% return.
SPSK
- 1D
- 0.03%
- 1M
- -0.68%
- 6M
- -0.40%
- YTD
- -0.36%
- 1Y
- 1.62%
- 3Y*
- 4.06%
- 5Y*
- 0.75%
- 10Y*
- —
- ALL TIME*
- 1.05%
DFSB
- 1D
- -0.30%
- 1M
- -1.35%
- 6M
- -0.34%
- YTD
- 0.22%
- 1Y
- 1.75%
- 3Y*
- 4.63%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.18M | $2.42M | $2.26M | |
| $4.42M | $4.12M | $5.91M |
SPSK vs. DFSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPSK SP Funds Dow Jones Global Sukuk ETF | -0.36% | 6.16% | 2.95% | 3.95% | 1.97% |
DFSB Dimensional Global Sustainability Fixed Income ETF | 0.22% | 5.22% | 2.45% | 9.37% | -0.62% |
Correlation
The correlation between SPSK and DFSB is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2022 | 0.47 |
The correlation between SPSK and DFSB shifts across timeframes, from 0.45 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SPSK vs. DFSB — Risk / Return Rank
SPSK
DFSB
SPSK vs. DFSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SP Funds Dow Jones Global Sukuk ETF (SPSK) and Dimensional Global Sustainability Fixed Income ETF (DFSB). 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.
| SPSK | DFSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.11 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.79 | -0.12 |
| Martin ratioReturn relative to average drawdown | 2.01 | 2.29 | -0.28 |
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Drawdowns
SPSK vs. DFSB - Drawdown Comparison
The maximum SPSK drawdown since its inception was -12.83%, which is greater than DFSB's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for SPSK and DFSB.
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Drawdown Indicators
| SPSK | DFSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.83% | -5.16% | -7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -3.04% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -3.02% | -3.88% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -12.45% | — | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.73% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -1.24% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 1.05% | -0.10% |
Volatility
SPSK vs. DFSB - Volatility Comparison
The current volatility for SP Funds Dow Jones Global Sukuk ETF (SPSK) is 0.71%, while Dimensional Global Sustainability Fixed Income ETF (DFSB) has a volatility of 1.07%. This indicates that SPSK experiences smaller price fluctuations and is considered to be less risky than DFSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPSK | DFSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 1.07% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 3.32% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 3.94% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.26% | 5.41% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.41% | 5.41% | 0.00% |
SPSK vs. DFSB - Expense Ratio Comparison
SPSK has a 0.50% expense ratio, which is higher than DFSB's 0.24% expense ratio.
Dividends
SPSK vs. DFSB - Dividend Comparison
SPSK's dividend yield for the trailing twelve months is around 4.51%, less than DFSB's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DFSB Dimensional Global Sustainability Fixed Income ETF | 5.65% | 3.46% | 4.35% | 5.27% | 0.41% | 0.00% | 0.00% |
SPSK SP Funds Dow Jones Global Sukuk ETF | 4.51% | 3.63% | 3.53% | 2.95% | 2.22% | 2.56% | 1.78% |
Frequently Asked Questions
SPSK and DFSB have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSB has higher volatility (1.07%) compared to SPSK (0.71%). In terms of maximum drawdown, SPSK dropped -12.83% vs DFSB's -5.16%.
On 3-year performance, DFSB leads with 4.63% vs 4.06% for SPSK. On fees, DFSB is cheaper at 0.24% per year. On volatility, SPSK has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DFSB has performed better with a 4.63% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFSB is cheaper with a 0.24% expense ratio, compared with 0.50% for SPSK.
DFSB has the higher dividend yield at 5.65%, compared with 4.51% for SPSK.
They also come from different issuers: SP Funds and Dimensional. Their fees differ too: 0.50% for SPSK and 0.24% for DFSB.
DFSB currently has the higher Sharpe Ratio (0.61 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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