SYBD.DE vs. D5BG.DE
SYBD.DE (SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF) and D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) are both European Corporate Bonds funds - SYBD.DE tracks the Bloomberg Euro Corporate Bond 0-3 while D5BG.DE tracks the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 10 years, SYBD.DE returned 0.86%/yr vs 0.93%/yr for D5BG.DE. At a 0.39 correlation, their price movements are largely independent. SYBD.DE charges 0.20%/yr vs 0.12%/yr for D5BG.DE.
Performance
SYBD.DE vs. D5BG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBD.DE achieves a 0.52% return, which is significantly lower than D5BG.DE's 0.58% return. Over the past 10 years, SYBD.DE has underperformed D5BG.DE with an annualized return of 0.86%, while D5BG.DE has yielded a comparatively higher 0.93% annualized return.
SYBD.DE
- 1D
- 0.02%
- 1M
- 0.10%
- YTD
- 0.52%
- 6M
- 0.64%
- 1Y
- 1.91%
- 3Y*
- 3.69%
- 5Y*
- 1.59%
- 10Y*
- 0.86%
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
SYBD.DE vs. D5BG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBD.DE SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF | 0.52% | 2.96% | 4.34% | 4.07% | -3.54% | -0.12% | 0.15% | 0.94% | -0.65% | 0.08% |
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | -1.42% | 1.73% |
Correlation
The correlation between SYBD.DE and D5BG.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2013 | 0.39 |
The correlation between SYBD.DE and D5BG.DE shifts across timeframes, from 0.39 (all time) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBD.DE vs. D5BG.DE — Risk / Return Rank
SYBD.DE
D5BG.DE
SYBD.DE vs. D5BG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.
| SYBD.DE | D5BG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.74 | +1.27 |
| Martin ratioReturn relative to average drawdown | 7.77 | 2.53 | +5.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYBD.DE | D5BG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.63 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.02 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.20 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.48 | -0.15 |
Drawdowns
SYBD.DE vs. D5BG.DE - Drawdown Comparison
The maximum SYBD.DE drawdown since its inception was -8.72%, smaller than the maximum D5BG.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for SYBD.DE and D5BG.DE.
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Drawdown Indicators
| SYBD.DE | D5BG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.72% | -17.22% | +8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -0.92% | -2.68% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -1.76% | -2.68% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -4.96% | -17.22% | +12.26% |
Max Drawdown (10Y)Largest decline over 10 years | -8.72% | -17.22% | +8.50% |
Current DrawdownCurrent decline from peak | -0.27% | -0.97% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -2.88% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 0.78% | -0.54% |
Volatility
SYBD.DE vs. D5BG.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) is 0.91%, while Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) has a volatility of 1.16%. This indicates that SYBD.DE experiences smaller price fluctuations and is considered to be less risky than D5BG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBD.DE | D5BG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 1.16% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 2.72% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.16% | 3.13% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.19% | 4.49% | -2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.08% | 4.64% | -1.56% |
SYBD.DE vs. D5BG.DE - Expense Ratio Comparison
SYBD.DE has a 0.20% expense ratio, which is higher than D5BG.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
SYBD.DE vs. D5BG.DE - Dividend Comparison
SYBD.DE's dividend yield for the trailing twelve months is around 2.96%, while D5BG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYBD.DE SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF | 2.96% | 3.05% | 2.59% | 1.27% | 0.19% | 0.30% | 0.24% | 0.25% | 0.11% | 0.28% | 0.50% | 0.72% |
Frequently Asked Questions
SYBD.DE and D5BG.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SYBD.DE.
SYBD.DE tracks Bloomberg Euro Corporate Bond 0-3, while D5BG.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.20% for SYBD.DE and 0.12% for D5BG.DE.
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