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

Performance

SYBD.DE vs. IBCS.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 Euro Corporate Bond Large Cap UCITS ETF (IBCS.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, SYBD.DE achieves a 0.52% return, which is significantly lower than IBCS.DE's 0.64% return. Over the past 10 years, SYBD.DE has outperformed IBCS.DE with an annualized return of 0.86%, while IBCS.DE has yielded a comparatively lower 0.73% annualized return.


SYBD.DE

1D
0.02%
1M
0.35%
YTD
0.52%
6M
0.73%
1Y
1.86%
3Y*
3.69%
5Y*
1.59%
10Y*
0.86%

IBCS.DE

1D
0.12%
1M
0.70%
YTD
0.64%
6M
0.33%
1Y
1.73%
3Y*
4.29%
5Y*
-0.27%
10Y*
0.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
0.64%2.84%3.66%7.36%-14.02%-1.42%2.71%6.17%-1.32%1.59%

Correlation

The correlation between SYBD.DE and IBCS.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.43

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2013

0.40

The correlation between SYBD.DE and IBCS.DE shifts across timeframes, from 0.35 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SYBD.DE vs. IBCS.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: 3333
Overall Rank
SYBD.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SYBD.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SYBD.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SYBD.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SYBD.DE Martin Ratio Rank: 4747
Martin Ratio Rank

IBCS.DE
IBCS.DE Risk / Return Rank: 1717
Overall Rank
IBCS.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBCS.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBCS.DE Omega Ratio Rank: 1616
Omega Ratio Rank
IBCS.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBCS.DE Martin Ratio Rank: 1919
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. IBCS.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 Euro Corporate Bond Large Cap UCITS ETF (IBCS.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.DEIBCS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.18

1.10

+0.09

Calmar ratioReturn relative to maximum drawdown

2.00

0.62

+1.38

Martin ratioReturn relative to average drawdown

7.77

2.13

+5.64

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

The current SYBD.DE Sharpe Ratio is 0.86, which is higher than the IBCS.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SYBD.DE and IBCS.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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Sharpe Ratios by Period


SYBD.DEIBCS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.51

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

-0.06

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.16

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.16

+0.16

Drawdowns

SYBD.DE vs. IBCS.DE - Drawdown Comparison

The maximum SYBD.DE drawdown since its inception was -8.72%, smaller than the maximum IBCS.DE drawdown of -31.12%. Use the drawdown chart below to compare losses from any high point for SYBD.DE and IBCS.DE.


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Drawdown Indicators


SYBD.DEIBCS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.72%

-31.12%

+22.40%

Max Drawdown (1Y)

Largest decline over 1 year

-0.92%

-2.79%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-1.76%

-2.79%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-4.96%

-17.87%

+12.91%

Max Drawdown (10Y)

Largest decline over 10 years

-8.72%

-17.87%

+9.15%

Current Drawdown

Current decline from peak

-0.27%

-2.79%

+2.52%

Average Drawdown

Average peak-to-trough decline

-0.72%

-8.35%

+7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.81%

-0.57%

Volatility

SYBD.DE vs. IBCS.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) is 0.91%, while iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) has a volatility of 1.18%. This indicates that SYBD.DE experiences smaller price fluctuations and is considered to be less risky than IBCS.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.DEIBCS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.18%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

2.88%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

3.38%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.19%

4.74%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.08%

4.47%

-1.39%

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

Both SYBD.DE and IBCS.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. IBCS.DE - Dividend Comparison

SYBD.DE's dividend yield for the trailing twelve months is around 2.96%, less than IBCS.DE's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
3.07%3.03%2.74%2.31%1.05%0.73%0.85%0.99%1.10%1.09%1.27%1.57%
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 IBCS.DE have a correlation of 0.35, 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 IBCS.DE have the same expense ratio: 0.20% per year.

SYBD.DE tracks Bloomberg Euro Corporate Bond 0-3, while IBCS.DE tracks iBoxx® EUR Liquid Corporates Large Cap. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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