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

Performance

HYLE.DE vs. SYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.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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HYLE.DE vs. SYBK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
-0.86%5.98%5.45%9.62%-10.62%3.02%2.52%3.53%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
0.61%-4.18%15.91%8.73%-5.33%13.84%-4.47%2.70%

Returns By Period

In the year-to-date period, HYLE.DE achieves a -0.86% return, which is significantly lower than SYBK.DE's 0.61% return.


HYLE.DE

1D
1.15%
1M
-0.94%
YTD
-0.86%
6M
0.04%
1Y
4.18%
3Y*
5.98%
5Y*
2.05%
10Y*

SYBK.DE

1D
-0.22%
1M
-0.45%
YTD
0.61%
6M
0.99%
1Y
-1.38%
3Y*
6.11%
5Y*
4.24%
10Y*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HYLE.DE has a 0.55% expense ratio, which is higher than SYBK.DE's 0.30% expense ratio.


Return for Risk

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

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

HYLE.DE
HYLE.DE Risk / Return Rank: 5555
Overall Rank
HYLE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 5454
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 5959
Martin Ratio Rank

SYBK.DE
SYBK.DE Risk / Return Rank: 88
Overall Rank
SYBK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SYBK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SYBK.DE Omega Ratio Rank: 88
Omega Ratio Rank
SYBK.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SYBK.DE Martin Ratio Rank: 77
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.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.


HYLE.DESYBK.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

-0.15

+1.21

Sortino ratio

Return per unit of downside risk

1.56

-0.15

+1.70

Omega ratio

Gain probability vs. loss probability

1.22

0.98

+0.24

Calmar ratio

Return relative to maximum drawdown

1.47

-0.20

+1.67

Martin ratio

Return relative to average drawdown

6.56

-0.60

+7.16

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

The current HYLE.DE Sharpe Ratio is 1.06, which is higher than the SYBK.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of HYLE.DE and SYBK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYLE.DESYBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

-0.15

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.51

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.60

-0.31

Correlation

The correlation between HYLE.DE and SYBK.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HYLE.DE vs. SYBK.DE - Dividend Comparison

HYLE.DE's dividend yield for the trailing twelve months is around 5.44%, less than SYBK.DE's 7.33% yield.


TTM20252024202320222021202020192018201720162015
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
5.44%5.34%5.38%4.76%4.17%3.83%4.50%1.75%0.00%0.00%0.00%0.00%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
7.33%7.68%6.96%6.73%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%

Drawdowns

HYLE.DE vs. SYBK.DE - Drawdown Comparison

The maximum HYLE.DE drawdown since its inception was -22.59%, 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 HYLE.DE and SYBK.DE.


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Drawdown Indicators


HYLE.DESYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-19.71%

-2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-7.84%

+4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-15.38%

-12.84%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

Current Drawdown

Current decline from peak

-1.50%

-6.41%

+4.91%

Average Drawdown

Average peak-to-trough decline

-3.54%

-4.24%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

1.74%

-1.11%

Volatility

HYLE.DE vs. SYBK.DE - Volatility Comparison

iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) has a higher volatility of 1.98% compared to SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) at 1.53%. This indicates that HYLE.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


HYLE.DESYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

1.53%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

4.21%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

8.97%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.82%

8.27%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.46%

8.48%

-0.02%