SYBF.DE vs. SPYM.DE
SYBF.DE (SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF) and SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) are both exchange-traded funds - SYBF.DE is a Corporate Bonds fund tracking the Bloomberg US Corporate 0-3, while SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, SYBF.DE returned 2.03%/yr vs 9.90%/yr for SPYM.DE. At a 0.10 correlation, their price movements are largely independent. SYBF.DE charges 0.12%/yr vs 0.18%/yr for SPYM.DE.
Performance
SYBF.DE vs. SPYM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBF.DE achieves a 2.45% return, which is significantly lower than SPYM.DE's 27.39% return. Over the past 10 years, SYBF.DE has underperformed SPYM.DE with an annualized return of 2.03%, while SPYM.DE has yielded a comparatively higher 9.90% annualized return.
SYBF.DE
- 1D
- 0.01%
- 1M
- 1.44%
- YTD
- 2.45%
- 6M
- 1.78%
- 1Y
- 2.82%
- 3Y*
- 1.98%
- 5Y*
- 3.53%
- 10Y*
- 2.03%
SPYM.DE
- 1D
- -1.63%
- 1M
- 3.70%
- YTD
- 27.39%
- 6M
- 27.92%
- 1Y
- 48.95%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
SYBF.DE vs. SPYM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBF.DE SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF | 2.45% | -6.53% | 10.76% | 1.27% | 3.69% | 7.97% | -6.46% | 6.72% | 6.12% | -11.31% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -11.26% | 19.74% |
Correlation
The correlation between SYBF.DE and SPYM.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2013 | 0.10 |
The correlation between SYBF.DE and SPYM.DE shifts across timeframes, from -0.08 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SYBF.DE vs. SPYM.DE — Risk / Return Rank
SYBF.DE
SPYM.DE
SYBF.DE vs. SPYM.DE - 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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.
| SYBF.DE | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.50 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 4.80 | -3.98 |
| Martin ratioReturn relative to average drawdown | 1.83 | 17.28 | -15.44 |
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
| SYBF.DE | SPYM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 2.79 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.50 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.54 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.34 | +0.06 |
Drawdowns
SYBF.DE vs. SPYM.DE - Drawdown Comparison
The maximum SYBF.DE drawdown since its inception was -16.13%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for SYBF.DE and SPYM.DE.
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Drawdown Indicators
| SYBF.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.13% | -36.28% | +20.15% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -10.38% | +7.21% |
Max Drawdown (3Y)Largest decline over 3 years | -11.16% | -18.96% | +7.80% |
Max Drawdown (5Y)Largest decline over 5 years | -11.75% | -23.86% | +12.11% |
Max Drawdown (10Y)Largest decline over 10 years | -16.13% | -31.69% | +15.56% |
Current DrawdownCurrent decline from peak | -6.45% | -2.74% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -9.95% | +4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.89% | -1.47% |
Volatility
SYBF.DE vs. SPYM.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) is 1.03%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that SYBF.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBF.DE | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 7.34% | -6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.96% | 15.16% | -11.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.76% | 17.87% | -12.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.29% | 16.78% | -9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.33% | 18.40% | -11.07% |
SYBF.DE vs. SPYM.DE - Expense Ratio Comparison
SYBF.DE has a 0.12% expense ratio, which is lower than SPYM.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SYBF.DE vs. SPYM.DE - Dividend Comparison
SYBF.DE's dividend yield for the trailing twelve months is around 4.59%, while SPYM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
SYBF.DE and SPYM.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYBF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBF.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for SPYM.DE.
SYBF.DE is categorized as Corporate Bonds, while SPYM.DE is Emerging Markets Equities. SYBF.DE tracks Bloomberg US Corporate 0-3, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.12% for SYBF.DE and 0.18% for SPYM.DE.
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