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SYBF.DE vs. JEPQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SYBF.DE vs. JEPQ

Last updated Apr 3, 2026

Compare and contrast key facts about SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).

SYBF.DE and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYBF.DE is a passively managed fund by State Street that tracks the performance of the Bloomberg US Corporate 0-3. It was launched on Aug 27, 2013. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. Both SYBF.DE and JEPQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SYBF.DE vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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SYBF.DE vs. JEPQ - Yearly Performance Comparison

2026 (YTD)2025202420232022
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF		2.43%-6.53%10.76%1.27%-0.92%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		0.02%1.51%33.09%32.20%-13.53%
Different Trading Currencies

SYBF.DE is traded in EUR, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SYBF.DE achieves a 2.43% return, which is significantly higher than JEPQ's -0.37% return.

SYBF.DE

1D
0.61%
1M
0.25%
YTD
2.43%
6M
2.97%
1Y
-1.74%
3Y*
2.65%
5Y*
2.88%
10Y*
2.08%

JEPQ

1D
0.00%
1M
-1.39%
YTD
-0.37%
6M
3.64%
1Y
11.88%
3Y*
17.20%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF

JPMorgan Nasdaq Equity Premium Income ETF

Often compared with SYBF.DE:
SYBF.DE vs. SYBR.DESYBF.DE vs. XYLD.DESYBF.DE vs. PR1P.DESYBF.DE vs. XAT1.DESYBF.DE vs. FRNE.DESYBF.DE vs. FRNU.DESYBF.DE vs. UEF7.DE
Often compared with JEPQ:
JEPQ vs. JEPIJEPQ vs. QQQIJEPQ vs. QQQJEPQ vs. SCHDJEPQ vs. QYLDJEPQ vs. GPIQJEPQ vs. SPYI

SYBF.DE vs. JEPQ - Expense Ratio Comparison

SYBF.DE has a 0.12% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF

Return for Risk

SYBF.DE vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SYBF.DE
SYBF.DE Risk / Return Rank: 88
Overall Rank
SYBF.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SYBF.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SYBF.DE Omega Ratio Rank: 66
Omega Ratio Rank
SYBF.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SYBF.DE Martin Ratio Rank: 1010
Martin Ratio Rank
JEPQ
JEPQ Risk / Return Rank: 6363
Overall Rank
JEPQ Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 6868
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 5959
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 7272
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.

SYBF.DE vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

SYBF.DEJEPQDifference

Sharpe ratio

Return per unit of total volatility

-0.25

0.57

-0.83

Sortino ratio

Return per unit of downside risk

-0.30

0.92

-1.22

Omega ratio

Gain probability vs. loss probability

0.96

1.15

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.02

0.89

-0.91

Martin ratio

Return relative to average drawdown

-0.03

3.97

-4.01

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SYBF.DE vs. JEPQ - Sharpe Ratio Comparison

The current SYBF.DE Sharpe Ratio is -0.25, which is lower than the JEPQ Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SYBF.DE and JEPQ, 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

SYBF.DEJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

0.57

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.68

-0.27

Correlation

The correlation between SYBF.DE and JEPQ is 0.27, 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

SYBF.DE vs. JEPQ - Dividend Comparison

SYBF.DE's dividend yield for the trailing twelve months is around 4.59%, less than JEPQ's 11.12% yield.

TTM20252024202320222021202020192018201720162015
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF		4.59%4.66%3.52%2.64%1.03%1.48%2.43%2.07%1.43%1.51%1.16%0.87%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.12%10.53%9.65%10.03%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SYBF.DE vs. JEPQ - Drawdown Comparison

The maximum SYBF.DE drawdown since its inception was -16.13%, smaller than the maximum JEPQ drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for SYBF.DE and JEPQ.

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Drawdown Indicators

SYBF.DEJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-16.13%

-20.07%

+3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

-8.82%

+2.83%

Max Drawdown (5Y)

Largest decline over 5 years

-11.75%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-16.13%

—

—

Current Drawdown

Current decline from peak

-6.47%

-4.77%

-1.70%

Average Drawdown

Average peak-to-trough decline

-5.34%

-3.55%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.38%

+1.18%

Volatility

SYBF.DE vs. JEPQ - Volatility Comparison

The current volatility for SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) is 1.96%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 5.01%. This indicates that SYBF.DE experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SYBF.DEJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

5.01%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

10.82%

-6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

20.82%

-13.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.30%

17.25%

-9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.36%

17.25%

-9.89%