EFQ8.DE vs. SYBQ.DE
EFQ8.DE (Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF) and SYBQ.DE (SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF) are both European Corporate Bonds funds - EFQ8.DE tracks the iBoxx® EUR Liquid Non-Financials Diversified while SYBQ.DE tracks the Bloomberg Sterling Corporate Bond 0-5. Both are passively managed. Over the past 10 years, EFQ8.DE returned 0.12%/yr vs 2.14%/yr for SYBQ.DE. At a 0.24 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
EFQ8.DE vs. SYBQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFQ8.DE achieves a -0.06% return, which is significantly lower than SYBQ.DE's 3.73% return. Over the past 10 years, EFQ8.DE has underperformed SYBQ.DE with an annualized return of 0.12%, while SYBQ.DE has yielded a comparatively higher 2.14% annualized return.
EFQ8.DE
- 1D
- 0.00%
- 1M
- -0.94%
- 6M
- -0.55%
- YTD
- -0.06%
- 1Y
- 0.66%
- 3Y*
- 3.44%
- 5Y*
- -1.07%
- 10Y*
- 0.12%
SYBQ.DE
- 1D
- -0.20%
- 1M
- 1.95%
- 6M
- 2.88%
- YTD
- 3.73%
- 1Y
- 6.19%
- 3Y*
- 6.66%
- 5Y*
- 2.68%
- 10Y*
- 2.14%
EFQ8.DE vs. SYBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | -0.06% | 2.57% | 2.98% | 7.44% | -15.12% | -1.44% | 2.82% | 7.39% | -2.10% | 1.39% |
SYBQ.DE SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | 3.73% | 1.45% | 9.69% | 9.38% | -10.85% | 6.75% | -2.82% | 10.80% | -2.02% | -1.92% |
Correlation
The correlation between EFQ8.DE and SYBQ.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2014 | 0.24 |
Over the past year, EFQ8.DE and SYBQ.DE have become more correlated (0.45) than their long-term average of 0.24, meaning their price movements have been converging.
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Return for Risk
EFQ8.DE vs. SYBQ.DE — Risk / Return Rank
EFQ8.DE
SYBQ.DE
EFQ8.DE vs. SYBQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.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.
| EFQ8.DE | SYBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.77 | -2.56 |
| Martin ratioReturn relative to average drawdown | 0.61 | 8.01 | -7.40 |
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Drawdowns
EFQ8.DE vs. SYBQ.DE - Drawdown Comparison
The maximum EFQ8.DE drawdown since its inception was -19.42%, smaller than the maximum SYBQ.DE drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for EFQ8.DE and SYBQ.DE.
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Drawdown Indicators
| EFQ8.DE | SYBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -30.04% | +10.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.10% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -3.12% | -5.47% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -16.50% | -2.92% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | -16.50% | -2.92% |
Current DrawdownCurrent decline from peak | -5.98% | -0.46% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -9.08% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.73% | +0.34% |
Volatility
EFQ8.DE vs. SYBQ.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) is 1.01%, while SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) has a volatility of 1.46%. This indicates that EFQ8.DE experiences smaller price fluctuations and is considered to be less risky than SYBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFQ8.DE | SYBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.46% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 3.73% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 4.78% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 6.26% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.36% | 17.38% | -12.02% |
EFQ8.DE vs. SYBQ.DE - Expense Ratio Comparison
Both EFQ8.DE and SYBQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EFQ8.DE vs. SYBQ.DE - Dividend Comparison
EFQ8.DE's dividend yield for the trailing twelve months is around 3.57%, less than SYBQ.DE's 4.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | 3.57% | 3.18% | 2.61% | 2.33% | 1.18% | 0.92% | 0.90% | 0.96% | 0.67% | 1.17% | 1.70% | 2.59% |
SYBQ.DE SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | 4.57% | 4.72% | 4.29% | 3.04% | 1.88% | 1.71% | 1.87% | 1.84% | 1.92% | 2.48% | 2.57% | 2.58% |
Frequently Asked Questions
EFQ8.DE and SYBQ.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EFQ8.DE and SYBQ.DE have the same expense ratio: 0.20% per year.
EFQ8.DE tracks iBoxx® EUR Liquid Non-Financials Diversified, while SYBQ.DE tracks Bloomberg Sterling Corporate Bond 0-5. They also come from different issuers: Deka and State Street.
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