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SYBD.DE vs. EUNT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYBD.DE vs. EUNT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) and iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE). The values are adjusted to include any dividend payments, if applicable.

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SYBD.DE vs. EUNT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBD.DE
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
-0.13%2.96%4.34%4.07%-3.54%-0.12%0.15%0.94%-0.65%0.08%
EUNT.DE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.74%3.43%4.33%5.81%-7.80%-0.22%0.98%2.64%-0.65%0.82%

Returns By Period

In the year-to-date period, SYBD.DE achieves a -0.13% return, which is significantly higher than EUNT.DE's -0.74% return. Over the past 10 years, SYBD.DE has underperformed EUNT.DE with an annualized return of 0.83%, while EUNT.DE has yielded a comparatively higher 0.92% annualized return.


SYBD.DE

1D
0.23%
1M
-0.48%
YTD
-0.13%
6M
0.37%
1Y
1.98%
3Y*
3.51%
5Y*
1.43%
10Y*
0.83%

EUNT.DE

1D
0.22%
1M
-1.21%
YTD
-0.74%
6M
-0.21%
1Y
1.96%
3Y*
3.94%
5Y*
0.82%
10Y*
0.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYBD.DE vs. EUNT.DE - Expense Ratio Comparison

Both SYBD.DE and EUNT.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%.


Return for Risk

SYBD.DE vs. EUNT.DE — Risk / Return Rank

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

SYBD.DE
SYBD.DE Risk / Return Rank: 5353
Overall Rank
SYBD.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SYBD.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SYBD.DE Omega Ratio Rank: 4646
Omega Ratio Rank
SYBD.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SYBD.DE Martin Ratio Rank: 7272
Martin Ratio Rank

EUNT.DE
EUNT.DE Risk / Return Rank: 4242
Overall Rank
EUNT.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EUNT.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EUNT.DE Omega Ratio Rank: 3939
Omega Ratio Rank
EUNT.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUNT.DE Martin Ratio Rank: 4242
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.

SYBD.DE vs. EUNT.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 EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.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.DEEUNT.DEDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.93

-0.19

Sortino ratio

Return per unit of downside risk

1.20

1.34

-0.14

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

2.26

0.96

+1.31

Martin ratio

Return relative to average drawdown

8.55

4.36

+4.19

SYBD.DE vs. EUNT.DE - Sharpe Ratio Comparison

The current SYBD.DE Sharpe Ratio is 0.73, which is comparable to the EUNT.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SYBD.DE and EUNT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SYBD.DEEUNT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.93

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.29

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.29

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.41

-0.10

Correlation

The correlation between SYBD.DE and EUNT.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SYBD.DE vs. EUNT.DE - Dividend Comparison

SYBD.DE's dividend yield for the trailing twelve months is around 2.98%, less than EUNT.DE's 3.07% yield.


TTM20252024202320222021202020192018201720162015
SYBD.DE
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.98%3.05%2.59%1.27%0.19%0.30%0.24%0.25%0.11%0.28%0.50%0.72%
EUNT.DE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.07%2.91%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%

Drawdowns

SYBD.DE vs. EUNT.DE - Drawdown Comparison

The maximum SYBD.DE drawdown since its inception was -8.72%, smaller than the maximum EUNT.DE drawdown of -10.16%. Use the drawdown chart below to compare losses from any high point for SYBD.DE and EUNT.DE.


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Drawdown Indicators


SYBD.DEEUNT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.72%

-10.16%

+1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.92%

-1.96%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-4.96%

-10.16%

+5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-8.72%

-10.16%

+1.44%

Current Drawdown

Current decline from peak

-0.66%

-1.52%

+0.86%

Average Drawdown

Average peak-to-trough decline

-0.72%

-1.54%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.43%

-0.19%

Volatility

SYBD.DE vs. EUNT.DE - Volatility Comparison

SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) and iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE) have volatilities of 1.10% and 1.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBD.DEEUNT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.14%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

1.58%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

2.10%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.12%

2.81%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.06%

3.22%

-0.16%