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IUS6.DE vs. SYBD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS6.DE vs. SYBD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Covered Bond UCITS ETF (IUS6.DE) and SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.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, IUS6.DE achieves a 0.30% return, which is significantly lower than SYBD.DE's 0.52% return. Over the past 10 years, IUS6.DE has underperformed SYBD.DE with an annualized return of -0.15%, while SYBD.DE has yielded a comparatively higher 0.86% annualized return.


IUS6.DE

1D
0.12%
1M
0.04%
YTD
0.30%
6M
0.23%
1Y
1.06%
3Y*
3.14%
5Y*
-0.93%
10Y*
-0.15%

SYBD.DE

1D
0.02%
1M
0.10%
YTD
0.52%
6M
0.64%
1Y
1.91%
3Y*
3.69%
5Y*
1.59%
10Y*
0.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS6.DE vs. SYBD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUS6.DE
iShares Euro Covered Bond UCITS ETF
0.30%2.11%2.85%5.72%-13.52%-2.13%1.63%2.67%-0.09%0.70%
SYBD.DE
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
0.52%2.96%4.34%4.07%-3.54%-0.12%0.15%0.94%-0.65%0.08%

Correlation

The correlation between IUS6.DE and SYBD.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.41

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

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2013

0.29

The correlation between IUS6.DE and SYBD.DE shifts across timeframes, from 0.29 (all time) to 0.44 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUS6.DE vs. SYBD.DE — Risk / Return Rank

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

IUS6.DE
IUS6.DE Risk / Return Rank: 1313
Overall Rank
IUS6.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IUS6.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IUS6.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IUS6.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUS6.DE Martin Ratio Rank: 1414
Martin Ratio Rank

SYBD.DE
SYBD.DE Risk / Return Rank: 3333
Overall Rank
SYBD.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SYBD.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SYBD.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SYBD.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SYBD.DE Martin Ratio Rank: 4747
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.

IUS6.DE vs. SYBD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Covered Bond UCITS ETF (IUS6.DE) and SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.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.


IUS6.DESYBD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.05

1.18

-0.13

Calmar ratioReturn relative to maximum drawdown

0.35

2.00

-1.65

Martin ratioReturn relative to average drawdown

0.97

7.77

-6.79

IUS6.DE vs. SYBD.DE - Sharpe Ratio Comparison

The current IUS6.DE Sharpe Ratio is 0.30, which is lower than the SYBD.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IUS6.DE and SYBD.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


IUS6.DESYBD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.86

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.72

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.28

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.32

0.00

Drawdowns

IUS6.DE vs. SYBD.DE - Drawdown Comparison

The maximum IUS6.DE drawdown since its inception was -16.47%, which is greater than SYBD.DE's maximum drawdown of -8.72%. Use the drawdown chart below to compare losses from any high point for IUS6.DE and SYBD.DE.


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Drawdown Indicators


IUS6.DESYBD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-8.72%

-7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-0.92%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-2.22%

-1.76%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

-4.96%

-10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-16.47%

-8.72%

-7.75%

Current Drawdown

Current decline from peak

-6.35%

-0.27%

-6.08%

Average Drawdown

Average peak-to-trough decline

-3.71%

-0.72%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.24%

+0.57%

Volatility

IUS6.DE vs. SYBD.DE - Volatility Comparison

iShares Euro Covered Bond UCITS ETF (IUS6.DE) has a higher volatility of 0.97% compared to SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) at 0.91%. This indicates that IUS6.DE's price experiences larger fluctuations and is considered to be riskier than SYBD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUS6.DESYBD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.91%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

2.04%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

2.16%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.84%

2.19%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.17%

3.08%

+0.09%

IUS6.DE vs. SYBD.DE - Expense Ratio Comparison

Both IUS6.DE and SYBD.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IUS6.DE vs. SYBD.DE - Dividend Comparison

IUS6.DE's dividend yield for the trailing twelve months is around 2.16%, less than SYBD.DE's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
IUS6.DE
iShares Euro Covered Bond UCITS ETF
2.16%2.03%1.51%0.90%0.29%0.26%0.35%0.47%0.60%0.64%0.97%0.62%
SYBD.DE
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.96%3.05%2.59%1.27%0.19%0.30%0.24%0.25%0.11%0.28%0.50%0.72%

Frequently Asked Questions


IUS6.DE and SYBD.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUS6.DE and SYBD.DE have the same expense ratio: 0.20% per year.

IUS6.DE tracks iBoxx® EUR Covered, while SYBD.DE tracks Bloomberg Euro Corporate Bond 0-3. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

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