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36BE.DE vs. SYBF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36BE.DE vs. SYBF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.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, 36BE.DE achieves a 1.37% return, which is significantly lower than SYBF.DE's 2.45% return.


36BE.DE

1D
0.13%
1M
1.14%
YTD
1.37%
6M
0.78%
1Y
3.23%
3Y*
2.22%
5Y*
1.56%
10Y*

SYBF.DE

1D
0.01%
1M
1.03%
YTD
2.45%
6M
1.95%
1Y
2.60%
3Y*
1.98%
5Y*
3.53%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BE.DE vs. SYBF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
36BE.DE
iShares USD Corporate Bond ESG UCITS ETF Dist
1.37%-4.25%7.93%4.49%-9.70%7.28%-3.86%
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
2.45%-6.53%10.76%1.27%3.69%7.97%-6.43%

Correlation

The correlation between 36BE.DE and SYBF.DE is 0.74, 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

0.74

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

0.66

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

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2020

0.67

The correlation between 36BE.DE and SYBF.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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Return for Risk

36BE.DE vs. SYBF.DE — Risk / Return Rank

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

36BE.DE
36BE.DE Risk / Return Rank: 1919
Overall Rank
36BE.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
36BE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
36BE.DE Omega Ratio Rank: 1818
Omega Ratio Rank
36BE.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
36BE.DE Martin Ratio Rank: 2121
Martin Ratio Rank

SYBF.DE
SYBF.DE Risk / Return Rank: 1717
Overall Rank
SYBF.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SYBF.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SYBF.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SYBF.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SYBF.DE Martin Ratio Rank: 1818
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.

36BE.DE vs. SYBF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.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.


36BE.DESYBF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.10

1.08

+0.03

Calmar ratioReturn relative to maximum drawdown

0.97

0.82

+0.15

Martin ratioReturn relative to average drawdown

2.49

1.83

+0.66

36BE.DE vs. SYBF.DE - Sharpe Ratio Comparison

The current 36BE.DE Sharpe Ratio is 0.57, which is comparable to the SYBF.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of 36BE.DE and SYBF.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


36BE.DESYBF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.45

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.48

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.40

-0.37

Drawdowns

36BE.DE vs. SYBF.DE - Drawdown Comparison

The maximum 36BE.DE drawdown since its inception was -12.76%, smaller than the maximum SYBF.DE drawdown of -16.13%. Use the drawdown chart below to compare losses from any high point for 36BE.DE and SYBF.DE.


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Drawdown Indicators


36BE.DESYBF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.76%

-16.13%

+3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-3.17%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-11.21%

-11.16%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-12.76%

-11.75%

-1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-16.13%

Current Drawdown

Current decline from peak

-5.56%

-6.45%

+0.89%

Average Drawdown

Average peak-to-trough decline

-5.98%

-5.37%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.42%

-0.13%

Volatility

36BE.DE vs. SYBF.DE - Volatility Comparison

iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) have volatilities of 0.99% and 1.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BE.DESYBF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.03%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

3.96%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.65%

5.76%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.11%

7.29%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.79%

7.33%

+1.46%

36BE.DE vs. SYBF.DE - Expense Ratio Comparison

36BE.DE has a 0.15% expense ratio, which is higher than SYBF.DE's 0.12% 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

36BE.DE vs. SYBF.DE - Dividend Comparison

36BE.DE's dividend yield for the trailing twelve months is around 4.92%, more than SYBF.DE's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
36BE.DE
iShares USD Corporate Bond ESG UCITS ETF Dist
4.92%4.92%4.68%4.24%2.85%2.47%1.43%0.00%0.00%0.00%0.00%0.00%
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.59%4.66%3.52%2.64%1.03%1.48%2.43%2.07%1.43%1.51%1.16%0.87%

Frequently Asked Questions


36BE.DE and SYBF.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBF.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for 36BE.DE.

36BE.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while SYBF.DE tracks Bloomberg US Corporate 0-3. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for 36BE.DE and 0.12% for SYBF.DE.

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