PortfoliosLab logoPortfoliosLab logo
XBAG.DE vs. SPFV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBAG.DE vs. SPFV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XBAG.DE achieves a 0.49% return, which is significantly lower than SPFV.DE's 1.67% return.


XBAG.DE

1D
0.04%
1M
0.60%
YTD
0.49%
6M
-0.07%
1Y
-0.20%
3Y*
0.24%
5Y*
-1.25%
10Y*
-0.06%

SPFV.DE

1D
-0.02%
1M
1.07%
YTD
1.67%
6M
0.87%
1Y
1.72%
3Y*
1.37%
5Y*
1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
0.49%-3.89%3.40%1.86%-11.56%2.92%-0.49%-1.09%
SPFV.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
1.69%-7.02%9.30%3.44%-6.12%7.00%-4.23%-1.49%

Correlation

The correlation between XBAG.DE and SPFV.DE is 0.70, 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

0.70

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

0.73

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

0.74

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2019

0.73

The correlation between XBAG.DE and SPFV.DE has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

XBAG.DE
XBAG.DE Risk / Return Rank: 88
Overall Rank
XBAG.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XBAG.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XBAG.DE Omega Ratio Rank: 88
Omega Ratio Rank
XBAG.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XBAG.DE Martin Ratio Rank: 88
Martin Ratio Rank

SPFV.DE
SPFV.DE Risk / Return Rank: 3232
Overall Rank
SPFV.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SPFV.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPFV.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SPFV.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPFV.DE Martin Ratio Rank: 3131
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.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.


XBAG.DESPFV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

0.99

1.05

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.08

0.38

-0.46

Martin ratioReturn relative to average drawdown

-0.16

1.00

-1.17

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

The current XBAG.DE Sharpe Ratio is -0.05, which is lower than the SPFV.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of XBAG.DE and SPFV.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.


Loading charts...

Sharpe Ratios by Period


XBAG.DESPFV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.29

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.20

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.03

+0.25

Drawdowns

XBAG.DE vs. SPFV.DE - Drawdown Comparison

The maximum XBAG.DE drawdown since its inception was -16.64%, which is greater than SPFV.DE's maximum drawdown of -11.84%. Use the drawdown chart below to compare losses from any high point for XBAG.DE and SPFV.DE.


Loading charts...

Drawdown Indicators


XBAG.DESPFV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.64%

-11.84%

-4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-4.56%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-7.49%

-11.02%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-11.82%

-3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-16.64%

Current Drawdown

Current decline from peak

-12.21%

-7.20%

-5.01%

Average Drawdown

Average peak-to-trough decline

-6.65%

-6.09%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.71%

-0.48%

Volatility

XBAG.DE vs. SPFV.DE - Volatility Comparison

The current volatility for Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) is 0.99%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.DE) has a volatility of 1.18%. This indicates that XBAG.DE experiences smaller price fluctuations and is considered to be less risky than SPFV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XBAG.DESPFV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.18%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

4.33%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

6.01%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

7.87%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

7.60%

-1.68%

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

Both XBAG.DE and SPFV.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

XBAG.DE vs. SPFV.DE - Dividend Comparison

XBAG.DE's dividend yield for the trailing twelve months is around 3.00%, while SPFV.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
SPFV.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
3.00%2.94%3.16%2.22%2.78%0.82%1.47%1.76%1.36%1.11%2.04%

Frequently Asked Questions


XBAG.DE and SPFV.DE have a correlation of 0.70, 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.

XBAG.DE and SPFV.DE have the same expense ratio: 0.10% per year.

XBAG.DE tracks Bloomberg Global Aggregate TR USD, while SPFV.DE tracks Bloomberg Global Aggregate Bond (USD Hedged). They also come from different issuers: Xtrackers and State Street.

Portfolio Optimizer

Find the right allocation for XBAG.DE and SPFV.DE

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

Open Portfolio Optimizer