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

Performance

SYBF.DE vs. XDCC.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 Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SYBF.DE is traded in EUR, while XDCC.DE is traded in USD. To make them comparable, the XDCC.DE 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 2.45% return, which is significantly higher than XDCC.DE's 1.52% 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%

XDCC.DE

1D
0.01%
1M
1.21%
YTD
1.52%
6M
0.88%
1Y
4.28%
3Y*
2.38%
5Y*
1.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
2.45%-6.53%10.76%1.27%3.69%7.97%-3.36%
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
1.52%-4.13%7.24%5.94%-12.83%31.26%-5.01%

Correlation

The correlation between SYBF.DE and XDCC.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.40

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

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.46

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Return for Risk

SYBF.DE vs. XDCC.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

XDCC.DE
XDCC.DE Risk / Return Rank: 3030
Overall Rank
XDCC.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3333
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. XDCC.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 Xtrackers USD Corporate Bond UCITS ETF (XDCC.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.DEXDCC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.08

1.10

-0.02

Calmar ratioReturn relative to maximum drawdown

0.82

0.89

-0.07

Martin ratioReturn relative to average drawdown

1.83

2.56

-0.72

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

The current SYBF.DE Sharpe Ratio is 0.45, which is comparable to the XDCC.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SYBF.DE and XDCC.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.DEXDCC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.56

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.11

+0.37

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

0.24

+0.16

Drawdowns

SYBF.DE vs. XDCC.DE - Drawdown Comparison

The maximum SYBF.DE drawdown since its inception was -16.13%, roughly equal to the maximum XDCC.DE drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for SYBF.DE and XDCC.DE.


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Drawdown Indicators


SYBF.DEXDCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.13%

-16.41%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-4.37%

+1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-12.63%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-11.75%

-16.41%

+4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-16.13%

Current Drawdown

Current decline from peak

-6.45%

-5.45%

-1.00%

Average Drawdown

Average peak-to-trough decline

-5.37%

-6.94%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.52%

-0.10%

Volatility

SYBF.DE vs. XDCC.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) is 1.03%, while Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a volatility of 1.72%. This indicates that SYBF.DE experiences smaller price fluctuations and is considered to be less risky than XDCC.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.DEXDCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.72%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

3.96%

5.22%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

6.87%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.29%

9.52%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.33%

13.35%

-6.02%

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

Both SYBF.DE and XDCC.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SYBF.DE vs. XDCC.DE - Dividend Comparison

SYBF.DE's dividend yield for the trailing twelve months is around 4.59%, while XDCC.DE has not paid dividends to shareholders.


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%
XDCC.DE
Xtrackers USD Corporate Bond 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%

Frequently Asked Questions


SYBF.DE and XDCC.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SYBF.DE and XDCC.DE have the same expense ratio: 0.12% per year.

SYBF.DE tracks Bloomberg US Corporate 0-3, while XDCC.DE tracks Bloomberg USD Liquid Investment Grade Corporate. They also come from different issuers: State Street and Xtrackers.

Portfolio Optimizer

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