SYBD.DE vs. JEQP.DE
SYBD.DE (SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - SYBD.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond 0-3, while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. SYBD.DE is passively managed, while JEQP.DE is actively managed. Over the past year, SYBD.DE returned 1.91% vs 23.89% for JEQP.DE. At a 0.18 correlation, their price movements are largely independent. SYBD.DE charges 0.20%/yr vs 0.35%/yr for JEQP.DE.
Performance
SYBD.DE vs. JEQP.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 JEQP.DE's 8.94% 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%
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SYBD.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SYBD.DE SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF | 0.52% | 2.96% | 0.72% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between SYBD.DE and JEQP.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.18 |
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Return for Risk
SYBD.DE vs. JEQP.DE — Risk / Return Rank
SYBD.DE
JEQP.DE
SYBD.DE vs. JEQP.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 JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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 | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 4.09 | -2.08 |
| Martin ratioReturn relative to average drawdown | 7.77 | 14.09 | -6.33 |
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 | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.99 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.45 | -0.13 |
Drawdowns
SYBD.DE vs. JEQP.DE - Drawdown Comparison
The maximum SYBD.DE drawdown since its inception was -8.72%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for SYBD.DE and JEQP.DE.
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Drawdown Indicators
| SYBD.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.72% | -24.10% | +15.38% |
Max Drawdown (1Y)Largest decline over 1 year | -0.92% | -5.85% | +4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -1.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -4.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -8.72% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -0.38% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -6.27% | +5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 1.70% | -1.46% |
Volatility
SYBD.DE vs. JEQP.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) is 0.91%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) has a volatility of 1.57%. This indicates that SYBD.DE experiences smaller price fluctuations and is considered to be less risky than JEQP.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 | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 1.57% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 8.52% | -6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.16% | 12.02% | -9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.19% | 16.60% | -14.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.08% | 16.60% | -13.52% |
SYBD.DE vs. JEQP.DE - Expense Ratio Comparison
SYBD.DE has a 0.20% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
SYBD.DE vs. JEQP.DE - Dividend Comparison
SYBD.DE's dividend yield for the trailing twelve months is around 2.96%, less than JEQP.DE's 8.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% | 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 JEQP.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYBD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBD.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.DE.
SYBD.DE is categorized as European Corporate Bonds, while JEQP.DE is Nasdaq-100. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.20% for SYBD.DE and 0.35% for JEQP.DE.
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