SYBJ.DE vs. EH1Y.DE
Compare and contrast key facts about SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE) and iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE).
SYBJ.DE and EH1Y.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYBJ.DE is a passively managed fund by State Street that tracks the performance of the Bloomberg Liquidity Screened Euro High Yield Bond. It was launched on Feb 3, 2012. EH1Y.DE is a passively managed fund by iShares that tracks the performance of the ICE BofAML Euro High Yield Constrained. It was launched on Apr 5, 2022. Both SYBJ.DE and EH1Y.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SYBJ.DE vs. EH1Y.DE - Performance Comparison
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SYBJ.DE vs. EH1Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SYBJ.DE SPDR Bloomberg Euro High Yield Bond UCITS ETF | -1.27% | 5.26% | 5.78% | 11.83% | -5.76% |
EH1Y.DE iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist | -1.02% | 5.28% | 7.65% | 12.37% | -5.31% |
Returns By Period
In the year-to-date period, SYBJ.DE achieves a -1.27% return, which is significantly lower than EH1Y.DE's -1.02% return.
SYBJ.DE
- 1D
- 0.13%
- 1M
- -0.60%
- YTD
- -1.27%
- 6M
- -0.51%
- 1Y
- 3.45%
- 3Y*
- 6.09%
- 5Y*
- 2.18%
- 10Y*
- 3.05%
EH1Y.DE
- 1D
- 0.35%
- 1M
- -1.11%
- YTD
- -1.02%
- 6M
- -0.44%
- 1Y
- 3.76%
- 3Y*
- 7.01%
- 5Y*
- —
- 10Y*
- —
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SYBJ.DE vs. EH1Y.DE - Expense Ratio Comparison
SYBJ.DE has a 0.40% expense ratio, which is higher than EH1Y.DE's 0.20% expense ratio.
Return for Risk
SYBJ.DE vs. EH1Y.DE — Risk / Return Rank
SYBJ.DE
EH1Y.DE
SYBJ.DE vs. EH1Y.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE) and iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.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.
| SYBJ.DE | EH1Y.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.95 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.39 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.31 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.57 | 5.96 | -0.39 |
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
| SYBJ.DE | EH1Y.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.95 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.84 | -0.17 |
Correlation
The correlation between SYBJ.DE and EH1Y.DE is 0.85, 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
SYBJ.DE vs. EH1Y.DE - Dividend Comparison
SYBJ.DE's dividend yield for the trailing twelve months is around 5.47%, less than EH1Y.DE's 5.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYBJ.DE SPDR Bloomberg Euro High Yield Bond UCITS ETF | 5.47% | 5.47% | 5.86% | 4.96% | 3.48% | 2.91% | 3.14% | 3.08% | 2.86% | 3.57% | 3.57% | 3.91% |
EH1Y.DE iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist | 5.59% | 5.47% | 5.71% | 5.03% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SYBJ.DE vs. EH1Y.DE - Drawdown Comparison
The maximum SYBJ.DE drawdown since its inception was -25.59%, which is greater than EH1Y.DE's maximum drawdown of -10.62%. Use the drawdown chart below to compare losses from any high point for SYBJ.DE and EH1Y.DE.
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Drawdown Indicators
| SYBJ.DE | EH1Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.59% | -10.62% | -14.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -3.31% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -16.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.59% | — | — |
Current DrawdownCurrent decline from peak | -2.01% | -1.96% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -1.75% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.73% | +0.03% |
Volatility
SYBJ.DE vs. EH1Y.DE - Volatility Comparison
SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE) has a higher volatility of 2.42% compared to iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE) at 2.05%. This indicates that SYBJ.DE's price experiences larger fluctuations and is considered to be riskier than EH1Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBJ.DE | EH1Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 2.05% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.26% | 2.73% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.67% | 3.93% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.89% | 5.36% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.96% | 5.36% | +1.60% |