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GFEA.DE vs. SYBK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFEA.DE vs. SYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFEA.DE) and SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.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, GFEA.DE achieves a 5.14% return, which is significantly higher than SYBK.DE's 2.75% return.


GFEA.DE

1D
-0.60%
1M
1.51%
YTD
5.14%
6M
4.54%
1Y
7.23%
3Y*
6.53%
5Y*
4.25%
10Y*

SYBK.DE

1D
0.05%
1M
1.49%
YTD
2.75%
6M
1.90%
1Y
4.67%
3Y*
6.03%
5Y*
5.13%
10Y*
4.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFEA.DE vs. SYBK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GFEA.DE
VanEck Global Fallen Angel High Yield Bond UCITS ETF
5.14%-2.31%12.20%6.70%-7.42%10.35%6.62%16.50%1.86%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
2.75%-4.18%15.91%8.73%-5.33%13.84%-4.47%12.57%5.46%

Correlation

The correlation between GFEA.DE and SYBK.DE is 0.70, 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

0.70

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

0.73

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.59

The correlation between GFEA.DE and SYBK.DE shifts across timeframes, from 0.59 (all time) to 0.73 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GFEA.DE vs. SYBK.DE — Risk / Return Rank

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

GFEA.DE
GFEA.DE Risk / Return Rank: 4444
Overall Rank
GFEA.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GFEA.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
GFEA.DE Omega Ratio Rank: 3434
Omega Ratio Rank
GFEA.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
GFEA.DE Martin Ratio Rank: 5656
Martin Ratio Rank

SYBK.DE
SYBK.DE Risk / Return Rank: 2525
Overall Rank
SYBK.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SYBK.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
SYBK.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SYBK.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SYBK.DE Martin Ratio Rank: 2828
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.

GFEA.DE vs. SYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFEA.DE) and SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.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.


GFEA.DESYBK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratioReturn relative to maximum drawdown

2.92

1.45

+1.47

Martin ratioReturn relative to average drawdown

9.56

3.91

+5.65

GFEA.DE vs. SYBK.DE - Sharpe Ratio Comparison

The current GFEA.DE Sharpe Ratio is 1.22, which is higher than the SYBK.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GFEA.DE and SYBK.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


GFEA.DESYBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.77

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.61

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.61

+0.16

Drawdowns

GFEA.DE vs. SYBK.DE - Drawdown Comparison

The maximum GFEA.DE drawdown since its inception was -22.87%, which is greater than SYBK.DE's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for GFEA.DE and SYBK.DE.


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Drawdown Indicators


GFEA.DESYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.87%

-19.71%

-3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-3.17%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-9.98%

-12.84%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-10.97%

-12.84%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

Current Drawdown

Current decline from peak

-0.60%

-4.42%

+3.82%

Average Drawdown

Average peak-to-trough decline

-3.37%

-4.26%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.17%

-0.42%

Volatility

GFEA.DE vs. SYBK.DE - Volatility Comparison

VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFEA.DE) has a higher volatility of 1.85% compared to SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) at 1.31%. This indicates that GFEA.DE's price experiences larger fluctuations and is considered to be riskier than SYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFEA.DESYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.31%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

4.11%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

5.95%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.72%

8.26%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.51%

8.44%

+1.07%

GFEA.DE vs. SYBK.DE - Expense Ratio Comparison

GFEA.DE has a 0.40% expense ratio, which is higher than SYBK.DE's 0.30% expense ratio.


Dividends

GFEA.DE vs. SYBK.DE - Dividend Comparison

GFEA.DE has not paid dividends to shareholders, while SYBK.DE's dividend yield for the trailing twelve months is around 7.17%.


PositionTTM20252024202320222021202020192018201720162015
GFEA.DE
VanEck Global Fallen Angel High Yield Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
7.17%7.68%6.96%6.73%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%

Frequently Asked Questions


GFEA.DE and SYBK.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBK.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBK.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for GFEA.DE.

GFEA.DE tracks ICE Global Fallen Angel High Yield 10% Constrained, while SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.40% for GFEA.DE and 0.30% for SYBK.DE.

Portfolio Optimizer

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