EH1Y.DE vs. SYBJ.DE
Compare and contrast key facts about iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE) and SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE).
EH1Y.DE and SYBJ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EH1Y.DE is a passively managed fund by iShares that tracks the performance of the ICE BofAML Euro High Yield Constrained. It was launched on Apr 5, 2022. SYBJ.DE is a passively managed fund by State Street that tracks the performance of the Bloomberg Liquidity Screened Euro High Yield Bond. It was launched on Feb 3, 2012. Both EH1Y.DE and SYBJ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EH1Y.DE vs. SYBJ.DE - Performance Comparison
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EH1Y.DE vs. SYBJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EH1Y.DE iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist | -1.02% | 5.28% | 7.65% | 12.37% | -5.31% |
SYBJ.DE SPDR Bloomberg Euro High Yield Bond UCITS ETF | -1.39% | 5.26% | 5.78% | 11.83% | -5.76% |
Returns By Period
In the year-to-date period, EH1Y.DE achieves a -1.02% return, which is significantly higher than SYBJ.DE's -1.39% return.
EH1Y.DE
- 1D
- 0.35%
- 1M
- -1.11%
- YTD
- -1.02%
- 6M
- -0.44%
- 1Y
- 3.76%
- 3Y*
- 7.01%
- 5Y*
- —
- 10Y*
- —
SYBJ.DE
- 1D
- 0.90%
- 1M
- -1.52%
- YTD
- -1.39%
- 6M
- -0.37%
- 1Y
- 3.29%
- 3Y*
- 5.95%
- 5Y*
- 2.16%
- 10Y*
- 3.06%
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EH1Y.DE vs. SYBJ.DE - Expense Ratio Comparison
EH1Y.DE has a 0.20% expense ratio, which is lower than SYBJ.DE's 0.40% expense ratio.
Return for Risk
EH1Y.DE vs. SYBJ.DE — Risk / Return Rank
EH1Y.DE
SYBJ.DE
EH1Y.DE vs. SYBJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE) and SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.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.
| EH1Y.DE | SYBJ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.70 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.05 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.04 | +0.27 |
Martin ratioReturn relative to average drawdown | 5.96 | 4.25 | +1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EH1Y.DE | SYBJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.70 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.36 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.67 | +0.17 |
Correlation
The correlation between EH1Y.DE and SYBJ.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EH1Y.DE vs. SYBJ.DE - Dividend Comparison
EH1Y.DE's dividend yield for the trailing twelve months is around 5.59%, more than SYBJ.DE's 5.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EH1Y.DE iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist | 5.59% | 5.47% | 5.71% | 5.03% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYBJ.DE SPDR Bloomberg Euro High Yield Bond UCITS ETF | 5.48% | 5.47% | 5.86% | 4.96% | 3.48% | 2.91% | 3.14% | 3.08% | 2.86% | 3.57% | 3.57% | 3.91% |
Drawdowns
EH1Y.DE vs. SYBJ.DE - Drawdown Comparison
The maximum EH1Y.DE drawdown since its inception was -10.62%, smaller than the maximum SYBJ.DE drawdown of -25.59%. Use the drawdown chart below to compare losses from any high point for EH1Y.DE and SYBJ.DE.
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Drawdown Indicators
| EH1Y.DE | SYBJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.62% | -25.59% | +14.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.31% | -3.19% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.59% | — |
Current DrawdownCurrent decline from peak | -1.96% | -2.13% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -2.28% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.78% | -0.05% |
Volatility
EH1Y.DE vs. SYBJ.DE - Volatility Comparison
The current volatility for iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE) is 2.05%, while SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE) has a volatility of 2.69%. This indicates that EH1Y.DE experiences smaller price fluctuations and is considered to be less risky than SYBJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EH1Y.DE | SYBJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.69% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 3.26% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 4.68% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 5.89% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.36% | 6.96% | -1.60% |