SPMB vs HEFA

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

5-Year PerformanceHEFA has outperformed SPMB, delivering a return of +14.1% compared to +0.3%

SPMB vs HEFA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPMB(ETF)	HEFA(ETF)
Net Assets	$6.90B	$7B
Expense Ratio	0.04%	0.35%
Max Drawdown	28.46%	32.39%
Sharpe Ratio	0.66	1.55
5Y Beta	0.03	0.74
5Y Dividends CAGR	5.28%	20.05%

Net Assets

SPMB

$6.90B

Winner

HEFA

$7B

Expense Ratio

Winner

SPMB

0.04%

HEFA

0.35%

Max Drawdown

Winner

SPMB

28.46%

HEFA

32.39%

Sharpe Ratio

SPMB

0.66

Winner

HEFA

1.55

5Y Beta

Winner

SPMB

0.03

HEFA

0.74

5Y Dividends CAGR

SPMB

5.28%

Winner

HEFA

20.05%

SPMB vs HEFA - Historical Returns

Returns include dividend reinvestment.

Period	SPMB	HEFA
1 month	-0.76%	+0.99%
3 months	-1.41%	+1.85%
6 months	+1.08%	+12.03%
1 year	+6.68%	+25.95%
5 years(CAGR)	+0.30%	+14.07%
10 years(CAGR)	+1.23%	+12.68%
Max(CAGR)	+2.31%	+10.57%

SPMB

-0.76%

Winner

HEFA

+0.99%

SPMB

-1.41%

Winner

HEFA

+1.85%

SPMB

+1.08%

Winner

HEFA

+12.03%

SPMB

+6.68%

Winner

HEFA

+25.95%

5Y(CAGR)

SPMB

+0.30%

Winner

HEFA

+14.07%

10Y(CAGR)

SPMB

+1.23%

Winner

HEFA

+12.68%

Max(CAGR)

SPMB

+2.31%

Winner

HEFA

+10.57%

SPMB vs HEFA - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	SPMB	HEFA
2026	+0.49%	+7.28%
2025	+8.33%	+24.11%
2024	+1.95%	+13.79%
2023	+4.47%	+18.27%
2022	-11.74%	-5.86%
2021	-1.46%	+19.07%
2020	+3.99%	+0.72%
2019	+5.91%	+27.05%
2018	+1.08%	-9.58%
2017	+2.02%	+15.19%
2016	+1.15%	+8.06%
2015	+2.04%	+3.94%
2014	+5.77%	+6.13%
2013	-2.04%	N/A
2012	+2.08%	N/A
2011	+6.23%	N/A
2010	+5.17%	N/A
2009	+5.27%	N/A

SPMB vs HEFA Drawdown Comparison

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

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

The current SPMB drawdown is -1.72%. The current HEFA drawdown is -0.58%.

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

Correlation

Correlation between SPMB and HEFA 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)

SPMB vs HEFA dividend yield comparison.

Year	SPMB	HEFA
2026	1.27%	0.00%
2025	3.98%	4.40%
2024	3.76%	3.09%
2023	3.21%	3.02%
2022	2.98%	25.14%
2021	2.59%	3.06%
2020	2.95%	2.10%
2019	3.24%	7.56%
2018	3.36%	4.58%
2017	3.13%	2.55%
2016	2.99%	3.17%
2015	3.05%	3.54%
2014	3.54%	3.40%
2013	0.97%	0.00%
2012	2.42%	0.00%
2011	3.88%	0.00%
2010	4.17%	0.00%
2009	3.53%	0.00%