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IBC2.DE vs. SYBK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC2.DE vs. SYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.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, IBC2.DE achieves a 0.98% return, which is significantly lower than SYBK.DE's 4.82% return.


IBC2.DE

1D
0.00%
1M
0.52%
6M
0.98%
YTD
0.98%
1Y
3.60%
3Y*
6.22%
5Y*
1.62%
10Y*

SYBK.DE

1D
0.00%
1M
2.05%
6M
4.64%
YTD
4.82%
1Y
8.07%
3Y*
7.11%
5Y*
4.83%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC2.DE vs. SYBK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
0.98%7.02%4.85%8.05%-11.78%3.08%2.84%10.03%-3.66%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
4.82%-4.19%15.85%8.68%-5.33%13.85%-4.48%12.55%7.21%

Correlation

The correlation between IBC2.DE and SYBK.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

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

0.13

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

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.26

The correlation between IBC2.DE and SYBK.DE shifts across timeframes, from 0.09 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBC2.DE vs. SYBK.DE — Risk / Return Rank

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

IBC2.DE
IBC2.DE Risk / Return Rank: 3030
Overall Rank
IBC2.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IBC2.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IBC2.DE Omega Ratio Rank: 2929
Omega Ratio Rank
IBC2.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBC2.DE Martin Ratio Rank: 3939
Martin Ratio Rank

SYBK.DE
SYBK.DE Risk / Return Rank: 5050
Overall Rank
SYBK.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SYBK.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
SYBK.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SYBK.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
SYBK.DE Martin Ratio Rank: 5151
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.

IBC2.DE vs. SYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.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.

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.


IBC2.DESYBK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

1.18

2.53

-1.35

Martin ratioReturn relative to average drawdown

5.24

7.19

-1.95

IBC2.DE vs. SYBK.DE - Sharpe Ratio Comparison

The current IBC2.DE Sharpe Ratio is 0.86, which is lower than the SYBK.DE Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IBC2.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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Drawdowns

IBC2.DE vs. SYBK.DE - Drawdown Comparison

The maximum IBC2.DE drawdown since its inception was -22.54%, smaller than the maximum SYBK.DE drawdown of -26.54%. Use the drawdown chart below to compare losses from any high point for IBC2.DE and SYBK.DE.


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Drawdown Indicators


IBC2.DESYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.54%

-26.54%

+4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-3.17%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-4.22%

-12.85%

+8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.71%

-12.85%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-19.70%

Current Drawdown

Current decline from peak

-0.00%

-2.51%

+2.51%

Average Drawdown

Average peak-to-trough decline

-3.57%

-6.52%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.12%

-0.43%

Volatility

IBC2.DE vs. SYBK.DE - Volatility Comparison

The current volatility for iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE) is 0.91%, while SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) has a volatility of 1.48%. This indicates that IBC2.DE experiences smaller price fluctuations and is considered to be less risky 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


IBC2.DESYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.48%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

4.19%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

6.01%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.95%

7.70%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

8.17%

+0.04%

IBC2.DE vs. SYBK.DE - Expense Ratio Comparison

IBC2.DE has a 0.55% expense ratio, which is higher than SYBK.DE's 0.30% expense ratio.


Dividends

IBC2.DE vs. SYBK.DE - Dividend Comparison

IBC2.DE's dividend yield for the trailing twelve months is around 6.19%, less than SYBK.DE's 7.03% yield.


PositionTTM20252024202320222021202020192018201720162015
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.19%6.07%6.33%5.59%5.13%4.34%4.82%5.58%3.90%0.00%0.00%0.00%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
7.03%7.68%6.90%6.70%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%

Frequently Asked Questions


IBC2.DE and SYBK.DE have a correlation of 0.09, 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 0.55% for IBC2.DE.

IBC2.DE tracks Markit iBoxx USD Liquid High Yield Capped Index (EUR Hedged), while SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select. They also come from different issuers: iShares and State Street. Their fees differ too: 0.55% for IBC2.DE and 0.30% for SYBK.DE.

Portfolio Optimizer

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