SYBD.DE vs. EUN5.DE
SYBD.DE (SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF) and EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) are both European Corporate Bonds funds - SYBD.DE tracks the Bloomberg Euro Corporate Bond 0-3 while EUN5.DE tracks the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 10 years, SYBD.DE returned 0.86%/yr vs 1.02%/yr for EUN5.DE. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SYBD.DE vs. EUN5.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SYBD.DE having a 0.52% return and EUN5.DE slightly higher at 0.53%. Over the past 10 years, SYBD.DE has underperformed EUN5.DE with an annualized return of 0.86%, while EUN5.DE has yielded a comparatively higher 1.02% 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%
EUN5.DE
- 1D
- 0.05%
- 1M
- 0.36%
- YTD
- 0.53%
- 6M
- 0.49%
- 1Y
- 2.22%
- 3Y*
- 4.59%
- 5Y*
- 0.06%
- 10Y*
- 1.02%
SYBD.DE vs. EUN5.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% |
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 0.53% | 3.02% | 4.38% | 7.49% | -13.40% | -1.05% | 2.58% | 6.31% | -1.47% | 2.15% |
Correlation
The correlation between SYBD.DE and EUN5.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2013 | 0.42 |
The correlation between SYBD.DE and EUN5.DE shifts across timeframes, from 0.41 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBD.DE vs. EUN5.DE — Risk / Return Rank
SYBD.DE
EUN5.DE
SYBD.DE vs. EUN5.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 iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.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 | EUN5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.69 | +1.32 |
| Martin ratioReturn relative to average drawdown | 7.77 | 2.40 | +5.37 |
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 | EUN5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.57 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.01 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.22 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.47 | -0.15 |
Drawdowns
SYBD.DE vs. EUN5.DE - Drawdown Comparison
The maximum SYBD.DE drawdown since its inception was -8.72%, smaller than the maximum EUN5.DE drawdown of -17.31%. Use the drawdown chart below to compare losses from any high point for SYBD.DE and EUN5.DE.
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Drawdown Indicators
| SYBD.DE | EUN5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.72% | -17.31% | +8.59% |
Max Drawdown (1Y)Largest decline over 1 year | -0.92% | -2.71% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -1.76% | -2.71% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -4.96% | -17.31% | +12.35% |
Max Drawdown (10Y)Largest decline over 10 years | -8.72% | -17.31% | +8.59% |
Current DrawdownCurrent decline from peak | -0.27% | -1.08% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -3.15% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 0.78% | -0.54% |
Volatility
SYBD.DE vs. EUN5.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) is 0.91%, while iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) has a volatility of 1.08%. This indicates that SYBD.DE experiences smaller price fluctuations and is considered to be less risky than EUN5.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 | EUN5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 1.08% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 2.86% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.16% | 3.27% | -1.11% |
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% | 4.55% | -1.47% |
SYBD.DE vs. EUN5.DE - Expense Ratio Comparison
Both SYBD.DE and EUN5.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SYBD.DE vs. EUN5.DE - Dividend Comparison
SYBD.DE's dividend yield for the trailing twelve months is around 2.96%, less than EUN5.DE's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 3.33% | 3.29% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% |
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 EUN5.DE have a correlation of 0.41, 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 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SYBD.DE and EUN5.DE have the same expense ratio: 0.20% per year.
SYBD.DE tracks Bloomberg Euro Corporate Bond 0-3, while EUN5.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: State Street and iShares.
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