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8OUU.DE vs. SYBZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

8OUU.DE vs. SYBZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Aggregate SRI UCITS ETF (8OUU.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF (SYBZ.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, 8OUU.DE achieves a 0.38% return, which is significantly lower than SYBZ.DE's 0.96% return.


8OUU.DE

1D
0.02%
1M
0.29%
YTD
0.38%
6M
-0.14%
1Y
-0.73%
3Y*
-0.08%
5Y*
10Y*

SYBZ.DE

1D
-0.01%
1M
0.44%
YTD
0.96%
6M
0.50%
1Y
0.26%
3Y*
0.32%
5Y*
-1.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

8OUU.DE vs. SYBZ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
8OUU.DE
Amundi Global Aggregate SRI UCITS ETF
0.38%-3.96%2.49%1.79%-7.74%
SYBZ.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF
0.96%-4.27%3.98%1.41%-6.90%

Correlation

The correlation between 8OUU.DE and SYBZ.DE is 0.92, 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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2022

0.85

The correlation between 8OUU.DE and SYBZ.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

8OUU.DE vs. SYBZ.DE — Risk / Return Rank

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

8OUU.DE
8OUU.DE Risk / Return Rank: 66
Overall Rank
8OUU.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
8OUU.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
8OUU.DE Omega Ratio Rank: 66
Omega Ratio Rank
8OUU.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
8OUU.DE Martin Ratio Rank: 55
Martin Ratio Rank

SYBZ.DE
SYBZ.DE Risk / Return Rank: 99
Overall Rank
SYBZ.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SYBZ.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SYBZ.DE Omega Ratio Rank: 88
Omega Ratio Rank
SYBZ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SYBZ.DE Martin Ratio Rank: 99
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.

8OUU.DE vs. SYBZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate SRI UCITS ETF (8OUU.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF (SYBZ.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.


8OUU.DESYBZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

0.96

1.01

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.42

0.04

-0.46

Martin ratioReturn relative to average drawdown

-0.80

0.07

-0.87

8OUU.DE vs. SYBZ.DE - Sharpe Ratio Comparison

The current 8OUU.DE Sharpe Ratio is -0.28, which is lower than the SYBZ.DE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of 8OUU.DE and SYBZ.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


8OUU.DESYBZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

0.02

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.15

-0.44

Drawdowns

8OUU.DE vs. SYBZ.DE - Drawdown Comparison

The maximum 8OUU.DE drawdown since its inception was -12.83%, smaller than the maximum SYBZ.DE drawdown of -16.33%. Use the drawdown chart below to compare losses from any high point for 8OUU.DE and SYBZ.DE.


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Drawdown Indicators


8OUU.DESYBZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.83%

-16.33%

+3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.33%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-6.94%

-7.58%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-15.01%

Current Drawdown

Current decline from peak

-9.22%

-11.83%

+2.61%

Average Drawdown

Average peak-to-trough decline

-8.03%

-7.57%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.27%

+0.03%

Volatility

8OUU.DE vs. SYBZ.DE - Volatility Comparison

Amundi Global Aggregate SRI UCITS ETF (8OUU.DE) and SPDR Bloomberg Global Aggregate Bond UCITS ETF (SYBZ.DE) have volatilities of 1.00% and 0.99%, 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


8OUU.DESYBZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.99%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

2.53%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

3.62%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

6.40%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.05%

6.21%

-0.16%

8OUU.DE vs. SYBZ.DE - Expense Ratio Comparison

8OUU.DE has a 0.14% expense ratio, which is higher than SYBZ.DE's 0.10% 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

8OUU.DE vs. SYBZ.DE - Dividend Comparison

8OUU.DE has not paid dividends to shareholders, while SYBZ.DE's dividend yield for the trailing twelve months is around 2.68%.


PositionTTM20252024202320222021202020192018
8OUU.DE
Amundi Global Aggregate SRI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBZ.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF
2.68%2.96%2.51%1.86%1.38%0.98%1.40%1.41%0.70%

Frequently Asked Questions


With a correlation of 0.92, 8OUU.DE and SYBZ.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, SYBZ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBZ.DE is cheaper with a 0.10% expense ratio, compared with 0.14% for 8OUU.DE.

8OUU.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral, while SYBZ.DE tracks Bloomberg Global Aggregate Bond. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.14% for 8OUU.DE and 0.10% for SYBZ.DE.

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