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SXRF.DE vs. SYBR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRF.DE vs. SYBR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.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.

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Returns By Period

The year-to-date returns for both investments are quite close, with SXRF.DE having a 3.61% return and SYBR.DE slightly higher at 3.63%.


SXRF.DE

1D
0.00%
1M
1.91%
6M
3.13%
YTD
3.61%
1Y
7.18%
3Y*
3.97%
5Y*
2.42%
10Y*

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)

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


2026 (YTD)202520242023202220212020201920182017
SXRF.DE
iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)
3.61%-4.30%10.07%2.89%-3.43%7.01%-2.85%12.53%4.12%-8.27%
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%-7.29%

Correlation

The correlation between SXRF.DE and SYBR.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since May 10, 2017

0.91

The correlation between SXRF.DE and SYBR.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

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

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

SXRF.DE
SXRF.DE Risk / Return Rank: 4646
Overall Rank
SXRF.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SXRF.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
SXRF.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SXRF.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SXRF.DE Martin Ratio Rank: 4343
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.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.


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

-0.08

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.24

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

2.25

2.30

-0.04

Martin ratioReturn relative to average drawdown

5.97

6.79

-0.83

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

The current SXRF.DE Sharpe Ratio is 1.28, which is comparable to the SYBR.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SXRF.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.


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Drawdowns

SXRF.DE vs. SYBR.DE - Drawdown Comparison

The maximum SXRF.DE drawdown since its inception was -20.60%, roughly equal to the maximum SYBR.DE drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for SXRF.DE and SYBR.DE.


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Drawdown Indicators


SXRF.DESYBR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.60%

-20.77%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.14%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-9.48%

-9.61%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-10.61%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-20.77%

Current Drawdown

Current decline from peak

-2.98%

-2.72%

-0.26%

Average Drawdown

Average peak-to-trough decline

-6.48%

-5.92%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.06%

+0.14%

Volatility

SXRF.DE vs. SYBR.DE - Volatility Comparison

iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) have volatilities of 1.55% and 1.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRF.DESYBR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.54%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

3.71%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

5.31%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

7.04%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.05%

10.51%

-1.46%

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

SXRF.DE has a 0.15% 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

SXRF.DE vs. SYBR.DE - Dividend Comparison

SXRF.DE's dividend yield for the trailing twelve months is around 5.44%, more than SYBR.DE's 4.56% yield.


PositionTTM2025202420232022202120202019201820172016
SXRF.DE
iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)
5.44%4.55%3.62%2.79%1.94%1.82%3.03%2.91%2.57%0.47%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


SXRF.DE and SYBR.DE have a correlation of 0.86, 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 0.15% for SXRF.DE.

SXRF.DE tracks Bloomberg US Intermediate Credit Index, while SYBR.DE tracks Bloomberg US Intermediate Corporate Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for SXRF.DE and 0.12% for SYBR.DE.

Portfolio Optimizer

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