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IS3K.DE vs. SYBK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IS3K.DE vs. SYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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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IS3K.DE vs. SYBK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
1.16%-4.31%12.26%4.68%1.95%12.07%-6.16%11.71%4.17%-9.09%
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, IS3K.DE achieves a 1.16% return, which is significantly higher than SYBK.DE's 0.61% return. Over the past 10 years, IS3K.DE has underperformed SYBK.DE with an annualized return of 4.27%, while SYBK.DE has yielded a comparatively higher 4.96% annualized return.


IS3K.DE

1D
-0.30%
1M
0.00%
YTD
1.16%
6M
1.69%
1Y
-1.70%
3Y*
4.11%
5Y*
4.19%
10Y*
4.27%

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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IS3K.DE vs. SYBK.DE - Expense Ratio Comparison

IS3K.DE has a 0.45% expense ratio, which is higher than SYBK.DE's 0.30% expense ratio.


Return for Risk

IS3K.DE vs. SYBK.DE — Risk / Return Rank

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

IS3K.DE
IS3K.DE Risk / Return Rank: 77
Overall Rank
IS3K.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 77
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 77
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.

IS3K.DE vs. SYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.


IS3K.DESYBK.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.21

-0.15

-0.06

Sortino ratio

Return per unit of downside risk

-0.22

-0.15

-0.08

Omega ratio

Gain probability vs. loss probability

0.97

0.98

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.30

-0.20

-0.10

Martin ratio

Return relative to average drawdown

-0.63

-0.60

-0.03

IS3K.DE vs. SYBK.DE - Sharpe Ratio Comparison

The current IS3K.DE Sharpe Ratio is -0.21, which is lower than the SYBK.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of IS3K.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


IS3K.DESYBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

-0.15

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.51

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.58

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.60

-0.05

Correlation

The correlation between IS3K.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

IS3K.DE vs. SYBK.DE - Dividend Comparison

IS3K.DE's dividend yield for the trailing twelve months is around 7.23%, less than SYBK.DE's 7.33% yield.


TTM20252024202320222021202020192018201720162015
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
7.23%5.70%5.95%5.19%4.12%3.55%4.31%4.69%4.78%4.97%5.17%4.61%
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

IS3K.DE vs. SYBK.DE - Drawdown Comparison

The maximum IS3K.DE drawdown since its inception was -17.93%, smaller than the maximum SYBK.DE drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for IS3K.DE and SYBK.DE.


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Drawdown Indicators


IS3K.DESYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.93%

-19.71%

+1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-7.84%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-12.84%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

-19.71%

+1.78%

Current Drawdown

Current decline from peak

-5.93%

-6.41%

+0.48%

Average Drawdown

Average peak-to-trough decline

-4.49%

-4.24%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.74%

+0.38%

Volatility

IS3K.DE vs. SYBK.DE - Volatility Comparison

iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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 1.53%. This indicates that IS3K.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


IS3K.DESYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.53%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

4.21%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

8.97%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

8.27%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.91%

8.48%

-0.57%