PortfoliosLab logoPortfoliosLab logo
LYEB.DE vs. SYBR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYEB.DE vs. SYBR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LYEB.DE achieves a 1.19% return, which is significantly lower than SYBR.DE's 3.63% return. Over the past 10 years, LYEB.DE has underperformed SYBR.DE with an annualized return of 0.71%, while SYBR.DE has yielded a comparatively higher 2.48% annualized return.


LYEB.DE

1D
-0.06%
1M
0.82%
6M
1.32%
YTD
1.19%
1Y
1.93%
3Y*
4.64%
5Y*
-0.03%
10Y*
0.71%

SYBR.DE

1D
0.08%
1M
2.01%
6M
3.63%
YTD
3.63%
1Y
7.25%
3Y*
4.21%
5Y*
2.55%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYEB.DE vs. SYBR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
1.19%2.75%4.14%7.04%-13.33%-1.08%2.45%6.00%-1.38%1.12%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
3.63%-3.98%10.18%3.64%-3.88%7.04%-1.81%14.86%3.27%-8.28%

Correlation

The correlation between LYEB.DE and SYBR.DE is 0.04, 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

0.04

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

0.22

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

0.21

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

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2016

0.23

The correlation between LYEB.DE and SYBR.DE shifts across timeframes, from 0.04 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LYEB.DE vs. SYBR.DE — Risk / Return Rank

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

LYEB.DE
LYEB.DE Risk / Return Rank: 2020
Overall Rank
LYEB.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 2222
Martin Ratio Rank

SYBR.DE
SYBR.DE Risk / Return Rank: 4949
Overall Rank
SYBR.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SYBR.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
SYBR.DE Omega Ratio Rank: 4545
Omega Ratio Rank
SYBR.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
SYBR.DE Martin Ratio Rank: 4848
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.

LYEB.DE vs. SYBR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.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.


LYEB.DESYBR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.12

1.25

-0.12

Calmar ratioReturn relative to maximum drawdown

0.72

2.30

-1.58

Martin ratioReturn relative to average drawdown

2.38

6.79

-4.41

LYEB.DE vs. SYBR.DE - Sharpe Ratio Comparison

The current LYEB.DE Sharpe Ratio is 0.64, which is lower than the SYBR.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of LYEB.DE and SYBR.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.


Loading charts...

Drawdowns

LYEB.DE vs. SYBR.DE - Drawdown Comparison

The maximum LYEB.DE drawdown since its inception was -17.06%, smaller than the maximum SYBR.DE drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for LYEB.DE and SYBR.DE.


Loading charts...

Drawdown Indicators


LYEB.DESYBR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.06%

-20.77%

+3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.14%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

-9.61%

+6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

-10.61%

-6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

-20.77%

+3.71%

Current Drawdown

Current decline from peak

-1.21%

-2.72%

+1.51%

Average Drawdown

Average peak-to-trough decline

-2.74%

-5.92%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.06%

-0.25%

Volatility

LYEB.DE vs. SYBR.DE - Volatility Comparison

The current volatility for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) is 0.61%, while SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) has a volatility of 1.54%. This indicates that LYEB.DE experiences smaller price fluctuations and is considered to be less risky than SYBR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LYEB.DESYBR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.54%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

3.71%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

5.31%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.34%

7.04%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.31%

10.51%

-6.20%

LYEB.DE vs. SYBR.DE - Expense Ratio Comparison

LYEB.DE has a 0.14% expense ratio, which is higher than SYBR.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LYEB.DE vs. SYBR.DE - Dividend Comparison

LYEB.DE has not paid dividends to shareholders, while SYBR.DE's dividend yield for the trailing twelve months is around 4.56%.


PositionTTM2025202420232022202120202019201820172016
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
4.56%5.03%4.52%3.92%2.62%2.24%2.89%3.01%2.78%3.41%1.21%

Frequently Asked Questions


LYEB.DE and SYBR.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBR.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for LYEB.DE.

LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index, while SYBR.DE tracks Bloomberg US Intermediate Corporate Bond. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.14% for LYEB.DE and 0.12% for SYBR.DE.

Portfolio Optimizer

Find the right allocation for LYEB.DE and SYBR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer