StockComparison Logo
vs

HEFA vs SPMB

Comparison between ISHARES CURRENCY HEDGED MSCI EAFE ETF (HEFA, ETF) and SPDR(R) PORTFOLIO MORTGAGE BACKED BOND ETF (SPMB, ETF).

5-Year PerformanceHEFA has outperformed SPMB, delivering a return of +13.4% compared to +0.4%

HEFA vs SPMB - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
HEFA
$6.80B
Winner
SPMB
$6.90B
Expense Ratio
HEFA
0.35%
Winner
SPMB
0.04%
Max Drawdown
HEFA
32.39%
Winner
SPMB
28.46%
Sharpe Ratio
Winner
HEFA
1.69
SPMB
0.64
5Y Beta
HEFA
0.74
Winner
SPMB
0.03
5Y Dividends CAGR
Winner
HEFA
20.05%
SPMB
5.28%

HEFA vs SPMB - Historical Returns

Returns include dividend reinvestment.

1M
Winner
HEFA
+0.59%
SPMB
+0.09%
3M
Winner
HEFA
+1.36%
SPMB
+0.27%
6M
Winner
HEFA
+12.69%
SPMB
+1.63%
1Y
Winner
HEFA
+26.98%
SPMB
+7.05%
5Y(CAGR)
Winner
HEFA
+13.44%
SPMB
+0.36%
10Y(CAGR)
Winner
HEFA
+12.60%
SPMB
+1.28%
Max(CAGR)
Winner
HEFA
+10.53%
SPMB
+2.35%

HEFA vs SPMB - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearHEFASPMB
2026+6.69%+1.21%
2025+24.11%+8.33%
2024+13.79%+1.95%
2023+18.27%+4.47%
2022-5.86%-11.74%
2021+19.07%-1.46%
2020+0.72%+3.99%
2019+27.05%+5.91%
2018-9.58%+1.08%
2017+15.19%+2.02%
2016+8.06%+1.15%
2015+3.94%+2.04%
2014+6.13%+5.77%
2013N/A-2.04%
2012N/A+2.08%
2011N/A+6.23%
2010N/A+5.17%
2009N/A+5.27%

HEFA vs SPMB Drawdown Comparison

The maximum drawdown for HEFA was -32.39%, occurring on Mar 16, 2020. Recovery took 226 trading sessions.

The maximum drawdown for SPMB was -18.03%, occurring on Oct 19, 2023. Recovery took 1240 trading sessions.

The current HEFA drawdown is -1.13%. The current SPMB drawdown is -1.01%.

RankHEFASPMB
#1-32.39%
Feb 12, 2020 - Jan 5, 2021
-18.03%
Feb 2, 2021 - Jan 9, 2026
#2-23.14%
May 27, 2015 - Mar 1, 2017
-12.60%
Mar 6, 2020 - Mar 30, 2020
#3-15.43%
Jan 23, 2018 - Apr 12, 2019
-5.04%
Nov 5, 2009 - Jun 14, 2010
#4-14.77%
Jan 4, 2022 - Jan 23, 2023
-4.95%
Sep 11, 2009 - Nov 5, 2009
#5-14.28%
Feb 18, 2025 - May 12, 2025
-4.53%
Sep 26, 2012 - May 1, 2014
#6-9.79%
Jul 12, 2024 - Oct 14, 2024
-4.43%
May 18, 2009 - Sep 11, 2009
#7-9.52%
Feb 25, 2026 - Mar 20, 2026
-3.93%
Sep 29, 2016 - Dec 19, 2018
#8-9.48%
Sep 4, 2014 - Nov 18, 2014
-2.99%
Nov 3, 2010 - Mar 16, 2011
#9-7.49%
Dec 5, 2014 - Jan 26, 2015
-2.59%
Feb 27, 2026 - Mar 26, 2026
#10-6.87%
Jul 3, 2019 - Sep 12, 2019
-2.23%
Apr 9, 2009 - May 18, 2009
#11-6.78%
Jul 31, 2023 - Nov 24, 2023
-2.00%
Apr 14, 2015 - Sep 18, 2015
#12-5.83%
Mar 3, 2023 - Apr 10, 2023
-1.64%
Sep 14, 2011 - Jan 13, 2012
#13-5.59%
Nov 16, 2021 - Jan 3, 2022
-1.64%
Feb 13, 2009 - Mar 13, 2009
#14-4.97%
Apr 29, 2019 - Jul 1, 2019
-1.27%
Oct 2, 2015 - Jan 13, 2016
#15-4.84%
Jun 19, 2014 - Sep 4, 2014
-1.22%
Jun 8, 2011 - Aug 2, 2011

Correlation

Correlation between HEFA and SPMB is 0.51 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.51
-101

Dividend Comparison (2009 - 2026)

HEFA vs SPMB dividend yield comparison.

YearHEFASPMB
20260.00%1.26%
20254.40%3.98%
20243.09%3.76%
20233.02%3.21%
202225.14%2.98%
20213.06%2.59%
20202.10%2.95%
20197.56%3.24%
20184.58%3.36%
20172.55%3.13%
20163.17%2.99%
20153.54%3.05%
20143.40%3.54%
20130.00%0.97%
20120.00%2.42%
20110.00%3.88%
20100.00%4.17%
20090.00%3.53%

Select Stocks to Compare