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

Performance

SYBF.DE vs. VUSC.DE - 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 Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.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, SYBF.DE achieves a 2.45% return, which is significantly higher than VUSC.DE's 1.87% 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%

VUSC.DE

1D
0.01%
1M
1.29%
YTD
1.87%
6M
1.19%
1Y
2.08%
3Y*
2.04%
5Y*
3.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBF.DE vs. VUSC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%3.65%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
1.87%-6.35%11.06%1.80%2.07%7.98%-5.89%5.78%2.05%

Correlation

The correlation between SYBF.DE and VUSC.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since May 25, 2018

0.97

The correlation between SYBF.DE and VUSC.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

SYBF.DE vs. VUSC.DE — 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: 1717
Overall Rank
SYBF.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SYBF.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SYBF.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SYBF.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SYBF.DE Martin Ratio Rank: 1818
Martin Ratio Rank

VUSC.DE
VUSC.DE Risk / Return Rank: 1414
Overall Rank
VUSC.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VUSC.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
VUSC.DE Omega Ratio Rank: 1313
Omega Ratio Rank
VUSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
VUSC.DE Martin Ratio Rank: 1515
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. VUSC.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 Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.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.DEVUSC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.08

1.06

+0.02

Calmar ratioReturn relative to maximum drawdown

0.82

0.56

+0.25

Martin ratioReturn relative to average drawdown

1.83

1.30

+0.53

SYBF.DE vs. VUSC.DE - Sharpe Ratio Comparison

The current SYBF.DE Sharpe Ratio is 0.45, which is higher than the VUSC.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of SYBF.DE and VUSC.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


SYBF.DEVUSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.35

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.46

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.35

+0.05

Drawdowns

SYBF.DE vs. VUSC.DE - Drawdown Comparison

The maximum SYBF.DE drawdown since its inception was -16.13%, which is greater than VUSC.DE's maximum drawdown of -11.44%. Use the drawdown chart below to compare losses from any high point for SYBF.DE and VUSC.DE.


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Drawdown Indicators


SYBF.DEVUSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.13%

-11.44%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.36%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-10.76%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-11.75%

-11.44%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-16.13%

Current Drawdown

Current decline from peak

-6.45%

-6.70%

+0.25%

Average Drawdown

Average peak-to-trough decline

-5.37%

-4.51%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.46%

-0.04%

Volatility

SYBF.DE vs. VUSC.DE - Volatility Comparison

SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) and Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) have volatilities of 1.03% and 1.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBF.DEVUSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.04%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.96%

3.65%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

5.48%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.29%

7.03%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.33%

6.66%

+0.67%

SYBF.DE vs. VUSC.DE - Expense Ratio Comparison

SYBF.DE has a 0.12% expense ratio, which is higher than VUSC.DE's 0.09% 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

SYBF.DE vs. VUSC.DE - Dividend Comparison

SYBF.DE's dividend yield for the trailing twelve months is around 4.59%, more than VUSC.DE's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
3.94%4.49%4.42%4.11%1.92%0.85%1.90%0.92%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, SYBF.DE and VUSC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUSC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSC.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for SYBF.DE.

SYBF.DE tracks Bloomberg US Corporate 0-3, while VUSC.DE tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.12% for SYBF.DE and 0.09% for VUSC.DE.

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