SYBF.DE vs. ZPRX.DE
SYBF.DE (SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SYBF.DE is a Corporate Bonds fund tracking the Bloomberg US Corporate 0-3, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, SYBF.DE returned 2.03%/yr vs 8.15%/yr for ZPRX.DE. At a correlation of -0.06, they often move in opposite directions. SYBF.DE charges 0.12%/yr vs 0.30%/yr for ZPRX.DE.
Performance
SYBF.DE vs. ZPRX.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 ZPRX.DE's 7.81% return. Over the past 10 years, SYBF.DE has underperformed ZPRX.DE with an annualized return of 2.03%, while ZPRX.DE has yielded a comparatively higher 8.15% 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%
ZPRX.DE
- 1D
- 0.33%
- 1M
- 1.27%
- YTD
- 7.81%
- 6M
- 10.93%
- 1Y
- 17.80%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
SYBF.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Correlation
The correlation between SYBF.DE and ZPRX.DE is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2015 | -0.06 |
The correlation between SYBF.DE and ZPRX.DE shifts across timeframes, from -0.29 (5 years) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SYBF.DE vs. ZPRX.DE — Risk / Return Rank
SYBF.DE
ZPRX.DE
SYBF.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.47 | -0.65 |
| Martin ratioReturn relative to average drawdown | 1.83 | 5.42 | -3.59 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.23 | -0.78 |
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 | 0.45 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.39 | +0.01 |
Drawdowns
SYBF.DE vs. ZPRX.DE - Drawdown Comparison
The maximum SYBF.DE drawdown since its inception was -16.13%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SYBF.DE and ZPRX.DE.
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Drawdown Indicators
| SYBF.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.13% | -43.93% | +27.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -11.63% | +8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -11.16% | -15.95% | +4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -11.75% | -27.52% | +15.77% |
Max Drawdown (10Y)Largest decline over 10 years | -16.13% | -43.93% | +27.80% |
Current DrawdownCurrent decline from peak | -6.45% | -1.51% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -7.71% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 3.16% | -1.74% |
Volatility
SYBF.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 4.17%. This indicates that SYBF.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 4.17% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.96% | 11.30% | -7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.76% | 13.94% | -8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.29% | 16.69% | -9.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.33% | 18.14% | -10.81% |
SYBF.DE vs. ZPRX.DE - Expense Ratio Comparison
SYBF.DE has a 0.12% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
SYBF.DE vs. ZPRX.DE - Dividend Comparison
SYBF.DE's dividend yield for the trailing twelve months is around 4.59%, while ZPRX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted 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 ZPRX.DE have a correlation of -0.21, 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 0.30% for ZPRX.DE.
SYBF.DE is categorized as Corporate Bonds, while ZPRX.DE is Europe Equities. SYBF.DE tracks Bloomberg US Corporate 0-3, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.12% for SYBF.DE and 0.30% for ZPRX.DE.
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