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SYBC.DE vs. SPPS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBC.DE vs. SPPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR Bloomberg Euro Corporate Bond UCITS ETF (Dist) (SYBC.DE) and SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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, SYBC.DE achieves a 0.57% return, which is significantly lower than SPPS.DE's 1.19% return.


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%

SPPS.DE

1D
0.00%
1M
0.26%
6M
0.97%
YTD
1.19%
1Y
2.00%
3Y*
3.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBC.DE vs. SPPS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SYBC.DE
State Street SPDR Bloomberg Euro Corporate Bond UCITS ETF (Dist)
0.57%3.07%4.28%7.58%-6.04%
SPPS.DE
SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc
1.19%2.96%4.20%4.07%-1.49%

Correlation

The correlation between SYBC.DE and SPPS.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.53

Correlation (All Time)
Calculated using the full available price history since May 3, 2022

0.56

The correlation between SYBC.DE and SPPS.DE shifts across timeframes, from 0.46 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SYBC.DE vs. SPPS.DE — Risk / Return Rank

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

SYBC.DE
SYBC.DE Risk / Return Rank: 1717
Overall Rank
SYBC.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SYBC.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SYBC.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SYBC.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
SYBC.DE Martin Ratio Rank: 2020
Martin Ratio Rank

SPPS.DE
SPPS.DE Risk / Return Rank: 3838
Overall Rank
SPPS.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SPPS.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPPS.DE Omega Ratio Rank: 4040
Omega Ratio Rank
SPPS.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPPS.DE Martin Ratio Rank: 5050
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.

SYBC.DE vs. SPPS.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 SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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.DESPPS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratioReturn relative to maximum drawdown

0.53

1.69

-1.16

Martin ratioReturn relative to average drawdown

1.75

6.66

-4.91

SYBC.DE vs. SPPS.DE - Sharpe Ratio Comparison

The current SYBC.DE Sharpe Ratio is 0.43, which is lower than the SPPS.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SYBC.DE and SPPS.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

SYBC.DE vs. SPPS.DE - Drawdown Comparison

The maximum SYBC.DE drawdown since its inception was -17.59%, which is greater than SPPS.DE's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for SYBC.DE and SPPS.DE.


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Drawdown Indicators


SYBC.DESPPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.59%

-2.70%

-14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-1.18%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-2.68%

-1.18%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.59%

Max Drawdown (10Y)

Largest decline over 10 years

-17.59%

Current Drawdown

Current decline from peak

-1.42%

0.00%

-1.42%

Average Drawdown

Average peak-to-trough decline

-3.08%

-0.44%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.30%

+0.52%

Volatility

SYBC.DE vs. SPPS.DE - Volatility Comparison

State Street SPDR Bloomberg Euro Corporate Bond UCITS ETF (Dist) (SYBC.DE) has a higher volatility of 0.97% compared to SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) at 0.50%. This indicates that SYBC.DE's price experiences larger fluctuations and is considered to be riskier than SPPS.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.DESPPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.50%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

1.99%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

2.08%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

2.26%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.56%

2.26%

+2.30%

SYBC.DE vs. SPPS.DE - Expense Ratio Comparison

Both SYBC.DE and SPPS.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

SYBC.DE vs. SPPS.DE - Dividend Comparison

SYBC.DE's dividend yield for the trailing twelve months is around 3.26%, while SPPS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPPS.DE
SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG 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%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 SPPS.DE have a correlation of 0.46, 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.

SYBC.DE and SPPS.DE have the same expense ratio: 0.12% per year.

SYBC.DE tracks Bloomberg Euro Corporate Bond Index, while SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select.

Portfolio Optimizer

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