D5BG.DE vs. SYBS.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and SYBS.DE (SPDR Bloomberg Sterling Corporate Bond UCITS ETF) are both European Corporate Bonds funds - D5BG.DE tracks the Bloomberg Euro Corporate Bond while SYBS.DE tracks the Bloomberg Sterling Corporate Bond. Both are passively managed. Over the past 10 years, D5BG.DE returned 0.99%/yr vs 1.57%/yr for SYBS.DE. At a 0.48 correlation, their price movements are largely independent. D5BG.DE charges 0.12%/yr vs 0.20%/yr for SYBS.DE.
Performance
D5BG.DE vs. SYBS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BG.DE achieves a 1.29% return, which is significantly lower than SYBS.DE's 2.27% return. Over the past 10 years, D5BG.DE has underperformed SYBS.DE with an annualized return of 0.99%, while SYBS.DE has yielded a comparatively higher 1.57% annualized return.
D5BG.DE
- 1D
- 0.11%
- 1M
- 0.69%
- YTD
- 1.29%
- 6M
- 1.49%
- 1Y
- 2.56%
- 3Y*
- 4.80%
- 5Y*
- 0.25%
- 10Y*
- 0.99%
SYBS.DE
- 1D
- 0.13%
- 1M
- 1.74%
- YTD
- 2.27%
- 6M
- 2.80%
- 1Y
- 3.56%
- 3Y*
- 6.45%
- 5Y*
- -0.75%
- 10Y*
- 1.57%
D5BG.DE vs. SYBS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 1.29% | 3.14% | 4.22% | 7.44% | -13.35% | -0.97% | 2.51% | 6.25% | -1.41% | 1.73% |
SYBS.DE SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 2.27% | 1.99% | 6.20% | 11.12% | -23.36% | 4.01% | 2.32% | 17.50% | -4.05% | 0.65% |
Correlation
The correlation between D5BG.DE and SYBS.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.48 |
The correlation between D5BG.DE and SYBS.DE shifts across timeframes, from 0.48 (all time) to 0.66 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
D5BG.DE vs. SYBS.DE — Risk / Return Rank
D5BG.DE
SYBS.DE
D5BG.DE vs. SYBS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| D5BG.DE | SYBS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.09 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 0.91 | +0.04 |
| Martin ratioReturn relative to average drawdown | 3.23 | 2.21 | +1.02 |
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Drawdowns
D5BG.DE vs. SYBS.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, smaller than the maximum SYBS.DE drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and SYBS.DE.
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Drawdown Indicators
| D5BG.DE | SYBS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -32.65% | +15.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -3.90% | +1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -2.69% | -7.54% | +4.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -32.65% | +15.43% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | -32.65% | +15.43% |
Current DrawdownCurrent decline from peak | -0.27% | -7.25% | +6.98% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -8.21% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 1.49% | -0.70% |
Volatility
D5BG.DE vs. SYBS.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) is 0.78%, while SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) has a volatility of 1.52%. This indicates that D5BG.DE experiences smaller price fluctuations and is considered to be less risky than SYBS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BG.DE | SYBS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.78% | 1.52% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 5.52% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 6.93% | -3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 9.54% | -5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 9.63% | -4.99% |
D5BG.DE vs. SYBS.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% expense ratio, which is lower than SYBS.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
D5BG.DE vs. SYBS.DE - Dividend Comparison
D5BG.DE has not paid dividends to shareholders, while SYBS.DE's dividend yield for the trailing twelve months is around 4.53%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYBS.DE SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 4.53% | 4.50% | 4.01% | 3.29% | 2.96% | 2.21% | 2.49% | 2.40% | 2.75% | 3.14% | 3.40% | 3.54% |
Frequently Asked Questions
D5BG.DE and SYBS.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SYBS.DE.
D5BG.DE tracks Bloomberg Euro Corporate Bond, while SYBS.DE tracks Bloomberg Sterling Corporate Bond. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.12% for D5BG.DE and 0.20% for SYBS.DE.
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