IS0R.DE vs. SYBK.DE
Compare and contrast key facts about iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE).
IS0R.DE and SYBK.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS0R.DE is a passively managed fund by iShares that tracks the performance of the iBoxx® USD Liquid High Yield Capped. It was launched on Sep 13, 2011. SYBK.DE is a passively managed fund by State Street that tracks the performance of the Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select. It was launched on Sep 19, 2013. Both IS0R.DE and SYBK.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
IS0R.DE vs. SYBK.DE - Performance Comparison
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IS0R.DE vs. SYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 1.06% | -2.53% | 12.70% | 6.99% | -3.38% | 12.70% | -4.57% | 16.09% | 2.76% | -7.28% |
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% | 12.57% | 4.33% | -7.71% |
Returns By Period
In the year-to-date period, IS0R.DE achieves a 1.06% return, which is significantly higher than SYBK.DE's 0.61% return. Both investments have delivered pretty close results over the past 10 years, with IS0R.DE having a 5.10% annualized return and SYBK.DE not far behind at 4.96%.
IS0R.DE
- 1D
- 0.01%
- 1M
- -0.10%
- YTD
- 1.06%
- 6M
- 2.07%
- 1Y
- -0.40%
- 3Y*
- 5.46%
- 5Y*
- 4.20%
- 10Y*
- 5.10%
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%
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IS0R.DE vs. SYBK.DE - Expense Ratio Comparison
IS0R.DE has a 0.50% expense ratio, which is higher than SYBK.DE's 0.30% expense ratio.
Return for Risk
IS0R.DE vs. SYBK.DE — Risk / Return Rank
IS0R.DE
SYBK.DE
IS0R.DE vs. SYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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.
| IS0R.DE | SYBK.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | -0.15 | +0.10 |
Sortino ratioReturn per unit of downside risk | -0.02 | -0.15 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.00 | 0.98 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.20 | +0.22 |
Martin ratioReturn relative to average drawdown | 0.05 | -0.60 | +0.65 |
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
| IS0R.DE | SYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | -0.15 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.51 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.60 | -0.12 |
Correlation
The correlation between IS0R.DE and SYBK.DE is 0.91, 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
IS0R.DE vs. SYBK.DE - Dividend Comparison
IS0R.DE's dividend yield for the trailing twelve months is around 7.88%, more than SYBK.DE's 7.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 7.88% | 6.34% | 6.27% | 5.74% | 4.94% | 4.18% | 5.22% | 5.46% | 5.65% | 5.88% | 5.32% | 6.00% |
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
IS0R.DE vs. SYBK.DE - Drawdown Comparison
The maximum IS0R.DE drawdown since its inception was -22.05%, 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 IS0R.DE and SYBK.DE.
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Drawdown Indicators
| IS0R.DE | SYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.05% | -19.71% | -2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -7.84% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -11.44% | -12.84% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -22.05% | -19.71% | -2.34% |
Current DrawdownCurrent decline from peak | -4.57% | -6.41% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -4.24% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.74% | +0.08% |
Volatility
IS0R.DE vs. SYBK.DE - Volatility Comparison
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) has a higher volatility of 1.79% compared to SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) at 1.53%. This indicates that IS0R.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
| IS0R.DE | SYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 1.53% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 4.01% | 4.21% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.80% | 8.97% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.70% | 8.27% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.92% | 8.48% | +0.44% |