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

Performance

SYBF.DE vs. XYLD.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 Short Duration SRI PAB UCITS ETF 1D (XYLD.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
2.43%-6.53%10.76%1.27%3.69%7.97%-6.46%6.72%9.98%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
1.85%-5.84%10.46%1.93%-3.25%8.11%0.18%19.31%6.34%

Returns By Period

In the year-to-date period, SYBF.DE achieves a 2.43% return, which is significantly higher than XYLD.DE's 1.85% 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%

XYLD.DE

1D
0.56%
1M
0.06%
YTD
1.85%
6M
2.36%
1Y
-2.24%
3Y*
2.60%
5Y*
2.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SYBF.DE has a 0.12% expense ratio, which is lower than XYLD.DE's 0.16% 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%.


Return for Risk

SYBF.DE vs. XYLD.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: 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

XYLD.DE
XYLD.DE Risk / Return Rank: 77
Overall Rank
XYLD.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XYLD.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XYLD.DE Omega Ratio Rank: 55
Omega Ratio Rank
XYLD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XYLD.DE Martin Ratio Rank: 99
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. XYLD.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 Short Duration SRI PAB UCITS ETF 1D (XYLD.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.DEXYLD.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.25

-0.33

+0.07

Sortino ratio

Return per unit of downside risk

-0.30

-0.39

+0.09

Omega ratio

Gain probability vs. loss probability

0.96

0.95

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.02

-0.10

+0.08

Martin ratio

Return relative to average drawdown

-0.03

-0.17

+0.13

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

The current SYBF.DE Sharpe Ratio is -0.25, which is comparable to the XYLD.DE Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of SYBF.DE and XYLD.DE, 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.DEXYLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-0.33

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.28

+0.11

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

0.59

-0.19

Correlation

The correlation between SYBF.DE and XYLD.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SYBF.DE vs. XYLD.DE - Dividend Comparison

SYBF.DE's dividend yield for the trailing twelve months is around 4.59%, more than XYLD.DE's 3.17% 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%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.17%3.52%2.90%2.74%5.87%3.00%3.60%2.59%0.00%0.00%0.00%0.00%

Drawdowns

SYBF.DE vs. XYLD.DE - Drawdown Comparison

The maximum SYBF.DE drawdown since its inception was -16.13%, roughly equal to the maximum XYLD.DE drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for SYBF.DE and XYLD.DE.


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Drawdown Indicators


SYBF.DEXYLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.13%

-16.92%

+0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

-5.92%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-11.75%

-11.09%

-0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-16.13%

Current Drawdown

Current decline from peak

-6.47%

-6.18%

-0.29%

Average Drawdown

Average peak-to-trough decline

-5.34%

-4.07%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.59%

-0.03%

Volatility

SYBF.DE vs. XYLD.DE - Volatility Comparison

SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) has a higher volatility of 1.96% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) at 1.86%. This indicates that SYBF.DE's price experiences larger fluctuations and is considered to be riskier than XYLD.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.DEXYLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.86%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

3.87%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

6.89%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.30%

7.06%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.36%

7.72%

-0.36%