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5UOA.DE vs. SYBR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5UOA.DE vs. SYBR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.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, 5UOA.DE achieves a 1.02% return, which is significantly lower than SYBR.DE's 1.66% return.


5UOA.DE

1D
0.04%
1M
1.01%
YTD
1.02%
6M
0.66%
1Y
3.48%
3Y*
2.19%
5Y*
1.37%
10Y*

SYBR.DE

1D
0.07%
1M
1.02%
YTD
1.66%
6M
1.07%
1Y
3.55%
3Y*
2.96%
5Y*
3.21%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5UOA.DE vs. SYBR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
1.02%-4.01%7.93%4.48%-9.70%6.44%2.37%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
1.66%-3.96%10.21%5.72%-3.89%7.04%-0.73%

Correlation

The correlation between 5UOA.DE and SYBR.DE is 0.91, 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

0.91

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

0.89

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

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2020

0.88

The correlation between 5UOA.DE and SYBR.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

5UOA.DE vs. SYBR.DE — Risk / Return Rank

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

5UOA.DE
5UOA.DE Risk / Return Rank: 1919
Overall Rank
5UOA.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
5UOA.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
5UOA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
5UOA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
5UOA.DE Martin Ratio Rank: 2121
Martin Ratio Rank

SYBR.DE
SYBR.DE Risk / Return Rank: 2020
Overall Rank
SYBR.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SYBR.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SYBR.DE Omega Ratio Rank: 1818
Omega Ratio Rank
SYBR.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SYBR.DE Martin Ratio Rank: 2323
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.

5UOA.DE vs. SYBR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.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.


5UOA.DESYBR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratioReturn relative to maximum drawdown

0.95

1.02

-0.07

Martin ratioReturn relative to average drawdown

2.46

2.82

-0.36

5UOA.DE vs. SYBR.DE - Sharpe Ratio Comparison

The current 5UOA.DE Sharpe Ratio is 0.55, which is comparable to the SYBR.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of 5UOA.DE and SYBR.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


5UOA.DESYBR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.61

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.43

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.40

-0.26

Drawdowns

5UOA.DE vs. SYBR.DE - Drawdown Comparison

The maximum 5UOA.DE drawdown since its inception was -12.65%, smaller than the maximum SYBR.DE drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and SYBR.DE.


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Drawdown Indicators


5UOA.DESYBR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.65%

-15.02%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.14%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-11.22%

-9.61%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

-9.61%

-3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-15.02%

Current Drawdown

Current decline from peak

-5.64%

-4.54%

-1.10%

Average Drawdown

Average peak-to-trough decline

-5.96%

-4.16%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.14%

+0.15%

Volatility

5UOA.DE vs. SYBR.DE - Volatility Comparison

iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a higher volatility of 1.10% compared to SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) at 0.76%. This indicates that 5UOA.DE's price experiences larger fluctuations and is considered to be riskier than SYBR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5UOA.DESYBR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.76%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.94%

3.61%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.70%

5.26%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.13%

7.41%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

7.32%

+0.86%

5UOA.DE vs. SYBR.DE - Expense Ratio Comparison

5UOA.DE has a 0.15% expense ratio, which is higher than SYBR.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

5UOA.DE vs. SYBR.DE - Dividend Comparison

5UOA.DE has not paid dividends to shareholders, while SYBR.DE's dividend yield for the trailing twelve months is around 4.65%.


PositionTTM2025202420232022202120202019201820172016
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
4.65%5.03%4.55%5.85%2.62%2.24%2.89%3.01%2.78%3.41%1.21%

Frequently Asked Questions


With a correlation of 0.91, 5UOA.DE and SYBR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

SYBR.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for 5UOA.DE.

5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while SYBR.DE tracks Bloomberg US Intermediate Corporate Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for 5UOA.DE and 0.12% for SYBR.DE.

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