SYBC.DE vs. JREB.DE
SYBC.DE (State Street SPDR Bloomberg Euro Corporate Bond UCITS ETF (Dist)) and JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - SYBC.DE tracks the Bloomberg Euro Corporate Bond Index while JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, SYBC.DE returned -0.15%/yr vs -0.00%/yr for JREB.DE. Their correlation of 0.87 suggests significant overlap in exposure. SYBC.DE charges 0.12%/yr vs 0.04%/yr for JREB.DE.
Performance
SYBC.DE vs. JREB.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SYBC.DE having a 0.57% return and JREB.DE slightly lower at 0.56%.
SYBC.DE
- 1D
- -0.02%
- 1M
- -0.52%
- 6M
- 0.07%
- YTD
- 0.57%
- 1Y
- 1.43%
- 3Y*
- 4.47%
- 5Y*
- -0.15%
- 10Y*
- 0.78%
JREB.DE
- 1D
- 0.04%
- 1M
- -0.52%
- 6M
- 0.07%
- YTD
- 0.56%
- 1Y
- 1.58%
- 3Y*
- 4.50%
- 5Y*
- -0.00%
- 10Y*
- —
SYBC.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SYBC.DE State Street SPDR Bloomberg Euro Corporate Bond UCITS ETF (Dist) | 0.57% | 3.07% | 4.28% | 7.58% | -13.73% | -1.04% | 2.62% | 6.34% | 0.11% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.56% | 3.15% | 4.24% | 7.62% | -13.22% | -1.05% | 2.29% | 6.17% | 0.29% |
Correlation
The correlation between SYBC.DE and JREB.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.87 |
Over the past year, the correlation between SYBC.DE and JREB.DE has dropped to 0.60 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
SYBC.DE vs. JREB.DE — Risk / Return Rank
SYBC.DE
JREB.DE
SYBC.DE vs. JREB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg Euro Corporate Bond UCITS ETF (Dist) (SYBC.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.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.
| SYBC.DE | JREB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.08 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.51 | +0.02 |
| Martin ratioReturn relative to average drawdown | 1.75 | 1.60 | +0.15 |
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Drawdowns
SYBC.DE vs. JREB.DE - Drawdown Comparison
The maximum SYBC.DE drawdown since its inception was -17.59%, roughly equal to the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for SYBC.DE and JREB.DE.
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Drawdown Indicators
| SYBC.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.59% | -17.22% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -3.08% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -3.08% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -17.59% | -17.22% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -17.59% | — | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.05% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -4.94% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 0.98% | -0.16% |
Volatility
SYBC.DE vs. JREB.DE - Volatility Comparison
State Street SPDR Bloomberg Euro Corporate Bond UCITS ETF (Dist) (SYBC.DE) has a higher volatility of 0.97% compared to JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) at 0.73%. This indicates that SYBC.DE's price experiences larger fluctuations and is considered to be riskier than JREB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBC.DE | JREB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.73% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 3.18% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 3.65% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.42% | 4.47% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.56% | 4.96% | -0.40% |
SYBC.DE vs. JREB.DE - Expense Ratio Comparison
SYBC.DE has a 0.12% expense ratio, which is higher than JREB.DE's 0.04% 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
SYBC.DE vs. JREB.DE - Dividend Comparison
SYBC.DE's dividend yield for the trailing twelve months is around 3.26%, while JREB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYBC.DE State Street SPDR Bloomberg Euro Corporate Bond UCITS ETF (Dist) | 3.26% | 3.25% | 3.08% | 2.13% | 0.96% | 0.89% | 0.86% | 0.92% | 0.89% | 1.21% | 1.36% | 1.71% |
Frequently Asked Questions
SYBC.DE and JREB.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.12% for SYBC.DE.
SYBC.DE tracks Bloomberg Euro Corporate Bond Index, while JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.12% for SYBC.DE and 0.04% for JREB.DE.
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