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SYBD.DE vs. UEF6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBD.DE vs. UEF6.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 UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist (UEF6.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SYBD.DE at 0.84% and UEF6.DE at 0.84%. Over the past 10 years, SYBD.DE has underperformed UEF6.DE with an annualized return of 0.91%, while UEF6.DE has yielded a comparatively higher 1.07% annualized return.


SYBD.DE

1D
0.00%
1M
0.23%
YTD
0.84%
6M
1.41%
1Y
2.10%
3Y*
3.81%
5Y*
1.67%
10Y*
0.91%

UEF6.DE

1D
0.08%
1M
0.53%
YTD
0.84%
6M
1.00%
1Y
2.23%
3Y*
4.67%
5Y*
1.14%
10Y*
1.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBD.DE vs. UEF6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBD.DE
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
0.84%2.97%4.35%4.07%-3.54%-0.13%0.14%0.87%-0.65%0.08%
UEF6.DE
UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist
0.84%3.56%4.56%5.89%-8.21%-0.11%0.79%3.07%-1.08%1.35%

Correlation

The correlation between SYBD.DE and UEF6.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since May 30, 2014

0.36

The correlation between SYBD.DE and UEF6.DE shifts across timeframes, from 0.30 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SYBD.DE vs. UEF6.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: 3838
Overall Rank
SYBD.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SYBD.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SYBD.DE Omega Ratio Rank: 3131
Omega Ratio Rank
SYBD.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SYBD.DE Martin Ratio Rank: 5555
Martin Ratio Rank

UEF6.DE
UEF6.DE Risk / Return Rank: 3232
Overall Rank
UEF6.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UEF6.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
UEF6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
UEF6.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
UEF6.DE Martin Ratio Rank: 3030
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. UEF6.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 UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist (UEF6.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SYBD.DEUEF6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratioReturn relative to maximum drawdown

2.24

1.13

+1.11

Martin ratioReturn relative to average drawdown

8.47

4.05

+4.42

SYBD.DE vs. UEF6.DE - Sharpe Ratio Comparison

The current SYBD.DE Sharpe Ratio is 0.93, which is comparable to the UEF6.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SYBD.DE and UEF6.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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Drawdowns

SYBD.DE vs. UEF6.DE - Drawdown Comparison

The maximum SYBD.DE drawdown since its inception was -8.77%, smaller than the maximum UEF6.DE drawdown of -10.88%. Use the drawdown chart below to compare losses from any high point for SYBD.DE and UEF6.DE.


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Drawdown Indicators


SYBD.DEUEF6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-10.88%

+2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

-1.97%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

-1.97%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-4.98%

-10.88%

+5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-8.77%

-10.88%

+2.11%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-0.71%

-1.72%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.55%

-0.30%

Volatility

SYBD.DE vs. UEF6.DE - Volatility Comparison

SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) has a higher volatility of 0.82% compared to UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist (UEF6.DE) at 0.52%. This indicates that SYBD.DE's price experiences larger fluctuations and is considered to be riskier than UEF6.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.DEUEF6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

0.52%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.13%

1.77%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

2.26%

2.00%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

2.95%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.01%

3.04%

-0.03%

SYBD.DE vs. UEF6.DE - Expense Ratio Comparison

SYBD.DE has a 0.20% expense ratio, which is higher than UEF6.DE's 0.16% 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. UEF6.DE - Dividend Comparison

SYBD.DE's dividend yield for the trailing twelve months is around 2.95%, less than UEF6.DE's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
SYBD.DE
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.95%3.05%2.59%1.27%0.19%0.30%0.24%0.17%0.11%0.28%0.50%0.72%
UEF6.DE
UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist
3.27%3.56%2.52%1.54%0.44%0.54%0.56%0.60%0.69%0.46%0.72%0.74%

Frequently Asked Questions


SYBD.DE and UEF6.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEF6.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEF6.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for SYBD.DE.

SYBD.DE tracks Bloomberg Euro Corporate Bond 0-3, while UEF6.DE tracks Bloomberg Euro Area Liquid Corporates 1-5. They also come from different issuers: State Street and UBS. Their fees differ too: 0.20% for SYBD.DE and 0.16% for UEF6.DE.

Portfolio Optimizer

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