SYBA.DE vs. EUN4.DE
SYBA.DE (State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist)) and EUN4.DE (iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)) are both Total Bond Market funds - SYBA.DE tracks the Bloomberg Euro Aggregate Bond Index while EUN4.DE tracks the Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI Index. Both are passively managed. Over the past 10 years, SYBA.DE returned -0.24%/yr vs -0.27%/yr for EUN4.DE. Their correlation of 0.87 suggests significant overlap in exposure. SYBA.DE charges 0.17%/yr vs 0.16%/yr for EUN4.DE.
Performance
SYBA.DE vs. EUN4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBA.DE achieves a 1.02% return, which is significantly higher than EUN4.DE's 0.84% return. Over the past 10 years, SYBA.DE has outperformed EUN4.DE with an annualized return of -0.24%, while EUN4.DE has yielded a comparatively lower -0.27% annualized return.
SYBA.DE
- 1D
- -0.38%
- 1M
- 0.85%
- 6M
- 1.50%
- YTD
- 1.02%
- 1Y
- 1.13%
- 3Y*
- 3.22%
- 5Y*
- -1.70%
- 10Y*
- -0.24%
EUN4.DE
- 1D
- -0.16%
- 1M
- 0.73%
- 6M
- 1.11%
- YTD
- 0.84%
- 1Y
- 1.04%
- 3Y*
- 3.14%
- 5Y*
- -1.71%
- 10Y*
- -0.27%
SYBA.DE vs. EUN4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBA.DE State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist) | 1.02% | 1.25% | 2.04% | 6.72% | -17.04% | -2.92% | 3.83% | 5.94% | 0.33% | 0.32% |
EUN4.DE iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) | 0.84% | 1.17% | 2.19% | 6.63% | -16.91% | -2.91% | 3.84% | 5.77% | 0.29% | 0.21% |
Correlation
The correlation between SYBA.DE and EUN4.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 23, 2011 | 0.87 |
The correlation between SYBA.DE and EUN4.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
SYBA.DE vs. EUN4.DE — Risk / Return Rank
SYBA.DE
EUN4.DE
SYBA.DE vs. EUN4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist) (SYBA.DE) and iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (EUN4.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.
| SYBA.DE | EUN4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.05 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.32 | +0.02 |
| Martin ratioReturn relative to average drawdown | 0.94 | 0.85 | +0.08 |
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Drawdowns
SYBA.DE vs. EUN4.DE - Drawdown Comparison
The maximum SYBA.DE drawdown since its inception was -20.58%, roughly equal to the maximum EUN4.DE drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for SYBA.DE and EUN4.DE.
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Drawdown Indicators
| SYBA.DE | EUN4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -20.44% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.27% | -3.22% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -3.41% | -3.33% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.92% | -19.80% | -0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -20.44% | -0.14% |
Current DrawdownCurrent decline from peak | -10.55% | -10.50% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.21% | -5.10% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.21% | -0.01% |
Volatility
SYBA.DE vs. EUN4.DE - Volatility Comparison
State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist) (SYBA.DE) has a higher volatility of 1.44% compared to iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (EUN4.DE) at 0.80%. This indicates that SYBA.DE's price experiences larger fluctuations and is considered to be riskier than EUN4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBA.DE | EUN4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 0.80% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 3.52% | 3.31% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 3.89% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 5.56% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 4.62% | +0.35% |
SYBA.DE vs. EUN4.DE - Expense Ratio Comparison
SYBA.DE has a 0.17% expense ratio, which is higher than EUN4.DE's 0.16% 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
SYBA.DE vs. EUN4.DE - Dividend Comparison
SYBA.DE's dividend yield for the trailing twelve months is around 2.26%, less than EUN4.DE's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN4.DE iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) | 2.46% | 2.34% | 1.93% | 1.15% | 0.62% | 0.47% | 0.62% | 0.89% | 1.04% | 1.15% | 1.32% | 0.74% |
SYBA.DE State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist) | 2.26% | 2.14% | 1.73% | 1.01% | 0.42% | 0.43% | 0.55% | 0.58% | 0.56% | 0.57% | 0.85% | 1.58% |
Frequently Asked Questions
SYBA.DE and EUN4.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN4.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN4.DE is cheaper with a 0.16% expense ratio, compared with 0.17% for SYBA.DE.
SYBA.DE tracks Bloomberg Euro Aggregate Bond Index, while EUN4.DE tracks Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.17% for SYBA.DE and 0.16% for EUN4.DE.
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