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XGVD.DE vs. SPFE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGVD.DE vs. SPFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XGVD.DE achieves a -0.89% return, which is significantly lower than SPFE.DE's -0.14% return.


XGVD.DE

1D
0.01%
1M
0.25%
YTD
-0.89%
6M
-0.93%
1Y
-0.18%
3Y*
0.74%
5Y*
-2.52%
10Y*
-0.99%

SPFE.DE

1D
0.23%
1M
0.22%
YTD
-0.14%
6M
-0.29%
1Y
1.30%
3Y*
2.19%
5Y*
-1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGVD.DE vs. SPFE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
-0.89%1.49%-0.44%3.58%-15.11%-3.15%4.33%4.52%0.76%
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
-0.14%2.59%1.43%4.36%-13.18%-2.30%3.75%5.90%0.18%

Correlation

The correlation between XGVD.DE and SPFE.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2018

0.87

The correlation between XGVD.DE and SPFE.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

XGVD.DE vs. SPFE.DE — Risk / Return Rank

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

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

SPFE.DE
SPFE.DE Risk / Return Rank: 1515
Overall Rank
SPFE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPFE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPFE.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SPFE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPFE.DE Martin Ratio Rank: 1616
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.

XGVD.DE vs. SPFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.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.


XGVD.DESPFE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

0.99

1.07

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.05

0.47

-0.52

Martin ratioReturn relative to average drawdown

-0.14

1.36

-1.49

XGVD.DE vs. SPFE.DE - Sharpe Ratio Comparison

The current XGVD.DE Sharpe Ratio is -0.05, which is lower than the SPFE.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of XGVD.DE and SPFE.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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Sharpe Ratios by Period


XGVD.DESPFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.40

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.27

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.04

+0.07

Drawdowns

XGVD.DE vs. SPFE.DE - Drawdown Comparison

The maximum XGVD.DE drawdown since its inception was -21.37%, which is greater than SPFE.DE's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for XGVD.DE and SPFE.DE.


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Drawdown Indicators


XGVD.DESPFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.37%

-17.25%

-4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-2.73%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-4.77%

-3.98%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-16.61%

-2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

Current Drawdown

Current decline from peak

-15.92%

-8.27%

-7.65%

Average Drawdown

Average peak-to-trough decline

-6.52%

-6.51%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

0.95%

+0.35%

Volatility

XGVD.DE vs. SPFE.DE - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) is 1.38%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) has a volatility of 1.55%. This indicates that XGVD.DE experiences smaller price fluctuations and is considered to be less risky than SPFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGVD.DESPFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.55%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

2.67%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

3.23%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

4.55%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.31%

4.06%

+0.25%

XGVD.DE vs. SPFE.DE - Expense Ratio Comparison

XGVD.DE has a 0.25% expense ratio, which is higher than SPFE.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XGVD.DE vs. SPFE.DE - Dividend Comparison

XGVD.DE's dividend yield for the trailing twelve months is around 2.73%, less than SPFE.DE's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
3.12%3.07%2.78%1.96%1.51%1.20%1.49%2.15%0.77%0.00%0.00%0.00%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
2.73%2.55%2.71%1.79%2.86%1.60%1.01%0.89%0.65%0.00%0.93%0.70%

Frequently Asked Questions


XGVD.DE and SPFE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPFE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPFE.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XGVD.DE.

XGVD.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged), while SPFE.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged). They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XGVD.DE and 0.10% for SPFE.DE.

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