PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR Bloomberg SASB U.S. High Yield Corporate ESG ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B99FL386

WKN

A1W3VZ

Issuer

State Street

Inception Date

Sep 19, 2013

Leveraged

1x

Index Tracked

Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select

Domicile

Ireland

Distribution Policy

Distributing

Asset Class

Bond

Expense Ratio

SYBK.DE features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for SYBK.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
SYBK.DE vs. XUHY.DE
Popular comparisons:
SYBK.DE vs. XUHY.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
11.35%
15.77%
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist))
Benchmark (^GSPC)

Returns By Period

SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) had a return of 2.54% year-to-date (YTD) and 16.06% in the last 12 months. Over the past 10 years, SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) had an annualized return of 5.18%, while the S&P 500 had an annualized return of 11.26%, indicating that SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) did not perform as well as the benchmark.


SYBK.DE

YTD

2.54%

1M

0.00%

6M

11.35%

1Y

16.06%

5Y*

4.99%

10Y*

5.18%

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of SYBK.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.12%2.54%
20242.01%0.47%1.50%-0.03%0.21%2.21%1.06%-0.15%0.86%2.10%4.40%0.30%15.91%
20232.15%0.84%-1.28%-0.90%2.85%-0.82%0.34%1.46%1.54%-1.26%1.14%2.44%8.73%
2022-2.03%-1.14%0.90%1.37%-1.45%-4.68%8.28%-1.12%-0.88%1.26%-1.83%-3.58%-5.33%
20211.49%0.81%4.25%-1.73%-1.58%4.08%-0.03%0.69%1.90%0.15%1.25%1.94%13.84%
20200.53%-1.39%-9.47%4.46%1.67%-0.14%-1.56%0.00%1.16%1.10%0.71%-1.01%-4.47%
20194.33%1.74%1.89%0.97%-0.41%-0.34%2.23%1.26%1.08%-2.10%1.37%0.02%12.57%
2018-2.70%1.46%-1.01%2.49%3.56%0.45%0.53%1.43%0.49%1.51%-0.39%-3.35%4.33%
2017-1.56%3.17%-0.98%-1.24%-2.25%-1.58%-2.43%-0.59%1.06%1.79%-2.49%-0.73%-7.71%
2016-0.53%-0.13%-1.34%2.38%3.69%1.35%1.19%1.69%-0.02%2.76%3.63%1.72%17.51%
20157.86%2.47%4.01%-3.04%2.35%-2.63%0.22%-3.23%-1.37%3.11%2.10%-4.97%6.32%
20142.60%-1.54%-0.67%0.90%2.05%0.05%1.67%1.99%2.68%1.70%0.57%0.97%13.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SYBK.DE is 74, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SYBK.DE is 7474
Overall Rank
The Sharpe Ratio Rank of SYBK.DE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SYBK.DE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SYBK.DE is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SYBK.DE is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SYBK.DE is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SYBK.DE, currently valued at 1.76, compared to the broader market0.002.004.001.761.83
The chart of Sortino ratio for SYBK.DE, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.0012.002.472.47
The chart of Omega ratio for SYBK.DE, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.33
The chart of Calmar ratio for SYBK.DE, currently valued at 2.50, compared to the broader market0.005.0010.0015.002.502.76
The chart of Martin ratio for SYBK.DE, currently valued at 8.05, compared to the broader market0.0020.0040.0060.0080.00100.008.0511.27
SYBK.DE
^GSPC

The current SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) Sharpe ratio is 1.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.76
1.96
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist))
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) provided a 7.28% dividend yield over the last twelve months, with an annual payout of €2.87 per share. The fund has been increasing its distributions for 3 consecutive years.


3.50%4.00%4.50%5.00%5.50%6.00%6.50%7.00%€0.00€0.50€1.00€1.50€2.00€2.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend€2.87€2.77€2.49€2.11€2.08€2.27€2.31€1.98€2.58€2.41€2.20€1.52

Dividend yield

7.28%6.96%6.73%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%3.74%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025€0.00€1.46€1.46
2024€0.00€1.36€0.00€0.00€0.00€0.00€0.00€1.41€0.00€0.00€0.00€0.00€2.77
2023€0.00€1.25€0.00€0.00€0.00€0.00€0.00€1.24€0.00€0.00€0.00€0.00€2.49
2022€0.00€0.98€0.00€0.00€0.00€0.00€0.00€1.13€0.00€0.00€0.00€0.00€2.11
2021€0.00€1.06€0.00€0.00€0.00€0.00€0.00€1.01€0.00€0.00€0.00€0.00€2.08
2020€0.00€1.15€0.00€0.00€0.00€0.00€0.00€1.11€0.00€0.00€0.00€0.00€2.27
2019€0.00€1.06€0.00€0.00€0.00€0.00€0.00€1.25€0.00€0.00€0.00€0.00€2.31
2018€0.00€0.89€0.00€0.00€0.00€0.00€0.00€1.09€0.00€0.00€0.00€0.00€1.98
2017€0.00€1.27€0.00€0.00€0.00€0.00€0.00€1.31€0.00€0.00€0.00€0.00€2.58
2016€1.19€0.00€0.00€0.00€0.00€0.00€0.00€1.23€0.00€0.00€0.00€0.00€2.41
2015€1.07€0.00€0.00€0.00€0.00€0.00€1.13€0.00€0.00€0.00€0.00€0.00€2.20
2014€0.59€0.00€0.00€0.00€0.00€0.00€0.93€0.00€0.00€0.00€0.00€0.00€1.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.46%
-0.48%
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) was 19.71%, occurring on Mar 23, 2020. Recovery took 386 trading sessions.

The current SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) drawdown is 0.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.71%Feb 21, 202022Mar 23, 2020386Sep 29, 2021408
-17.57%Apr 14, 2015212Feb 11, 2016169Oct 11, 2016381
-13.94%Mar 3, 2017241Feb 15, 2018262Mar 4, 2019503
-8.16%Aug 26, 2022152Mar 28, 2023183Dec 13, 2023335
-7.23%Dec 29, 2021123Jun 22, 202226Jul 28, 2022149

Volatility

Volatility Chart

The current SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) volatility is 2.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.01%
3.99%
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist))
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab