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

Performance

SXRR.DE vs. SYBR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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

In the year-to-date period, SXRR.DE achieves a 1.42% return, which is significantly lower than SYBR.DE's 3.63% return.


SXRR.DE

1D
0.00%
1M
0.24%
6M
1.42%
YTD
1.42%
1Y
2.84%
3Y*
3.76%
5Y*
2.44%
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)

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


2026 (YTD)202520242023202220212020201920182017
SXRR.DE
iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)
1.42%2.69%4.90%4.43%-0.72%-0.50%-0.32%1.07%-1.64%0.16%
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%-1.81%

Correlation

The correlation between SXRR.DE and SYBR.DE is -0.06, 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

-0.06

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

-0.00

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

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2017

-0.02

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Return for Risk

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

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

SXRR.DE
SXRR.DE Risk / Return Rank: 9292
Overall Rank
SXRR.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SXRR.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
SXRR.DE Omega Ratio Rank: 9898
Omega Ratio Rank
SXRR.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SXRR.DE Martin Ratio Rank: 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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.


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

+0.63

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.93

1.25

+0.68

Calmar ratioReturn relative to maximum drawdown

12.00

2.30

+9.71

Martin ratioReturn relative to average drawdown

38.03

6.79

+31.24

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

The current SXRR.DE Sharpe Ratio is 1.99, which is higher than the SYBR.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SXRR.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

SXRR.DE vs. SYBR.DE - Drawdown Comparison

The maximum SXRR.DE drawdown since its inception was -14.20%, smaller than the maximum SYBR.DE drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for SXRR.DE and SYBR.DE.


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Drawdown Indicators


SXRR.DESYBR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.20%

-20.77%

+6.57%

Max Drawdown (1Y)

Largest decline over 1 year

-0.24%

-3.14%

+2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-1.36%

-9.61%

+8.25%

Max Drawdown (5Y)

Largest decline over 5 years

-2.72%

-10.61%

+7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-20.77%

Current Drawdown

Current decline from peak

0.00%

-2.72%

+2.72%

Average Drawdown

Average peak-to-trough decline

-1.22%

-5.92%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

1.06%

-0.99%

Volatility

SXRR.DE vs. SYBR.DE - Volatility Comparison

The current volatility for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) is 0.24%, while SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) has a volatility of 1.54%. This indicates that SXRR.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.


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Volatility by Period


SXRR.DESYBR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.24%

1.54%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

3.71%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

1.42%

5.31%

-3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.94%

7.04%

-5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

10.51%

-6.70%

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

Both SXRR.DE and SYBR.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SXRR.DE vs. SYBR.DE - Dividend Comparison

SXRR.DE's dividend yield for the trailing twelve months is around 4.72%, more than SYBR.DE's 4.56% yield.


PositionTTM2025202420232022202120202019201820172016
SXRR.DE
iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)
4.72%5.04%6.01%5.52%1.49%0.58%1.60%3.00%2.06%0.36%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


SXRR.DE and SYBR.DE have a correlation of -0.06, 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 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SXRR.DE and SYBR.DE have the same expense ratio: 0.12% per year.

SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while SYBR.DE tracks Bloomberg US Intermediate Corporate Bond. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

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