SYBJ.DE vs. XHY1.DE
Compare and contrast key facts about SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE) and Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE).
SYBJ.DE and XHY1.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. XHY1.DE is a passively managed fund by Xtrackers that tracks the performance of the iBoxx® EUR Liquid High Yield 1-3. It was launched on Jan 8, 2015. Both SYBJ.DE and XHY1.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. XHY1.DE - Performance Comparison
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SYBJ.DE vs. XHY1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBJ.DE SPDR Bloomberg Euro High Yield Bond UCITS ETF | -1.27% | 5.26% | 5.78% | 11.83% | -10.75% | 2.92% | 1.94% | 10.36% | -4.24% | 4.89% |
XHY1.DE Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF | -0.35% | 4.80% | 5.09% | 6.88% | -3.97% | 2.51% | 1.30% | 5.63% | -2.54% | 3.45% |
Returns By Period
In the year-to-date period, SYBJ.DE achieves a -1.27% return, which is significantly lower than XHY1.DE's -0.35% return. Over the past 10 years, SYBJ.DE has outperformed XHY1.DE with an annualized return of 3.05%, while XHY1.DE has yielded a comparatively lower 2.63% annualized 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%
XHY1.DE
- 1D
- -0.15%
- 1M
- -0.05%
- YTD
- -0.35%
- 6M
- 0.65%
- 1Y
- 3.92%
- 3Y*
- 4.85%
- 5Y*
- 2.60%
- 10Y*
- 2.63%
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SYBJ.DE vs. XHY1.DE - Expense Ratio Comparison
SYBJ.DE has a 0.40% expense ratio, which is higher than XHY1.DE's 0.25% expense ratio.
Return for Risk
SYBJ.DE vs. XHY1.DE — Risk / Return Rank
SYBJ.DE
XHY1.DE
SYBJ.DE vs. XHY1.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 Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.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 | XHY1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.21 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.89 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 3.03 | -1.71 |
Martin ratioReturn relative to average drawdown | 5.57 | 13.87 | -8.30 |
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 | XHY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.21 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.58 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.35 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.30 | +0.37 |
Correlation
The correlation between SYBJ.DE and XHY1.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SYBJ.DE vs. XHY1.DE - Dividend Comparison
SYBJ.DE's dividend yield for the trailing twelve months is around 5.47%, more than XHY1.DE's 4.06% 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% |
XHY1.DE Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF | 4.06% | 3.93% | 5.53% | 6.87% | 4.97% | 5.12% | 2.95% | 1.78% | 1.35% | 3.10% | 3.14% | 0.00% |
Drawdowns
SYBJ.DE vs. XHY1.DE - Drawdown Comparison
The maximum SYBJ.DE drawdown since its inception was -25.59%, roughly equal to the maximum XHY1.DE drawdown of -25.91%. Use the drawdown chart below to compare losses from any high point for SYBJ.DE and XHY1.DE.
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Drawdown Indicators
| SYBJ.DE | XHY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.59% | -25.91% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -1.62% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -16.31% | -8.53% | -7.78% |
Max Drawdown (10Y)Largest decline over 10 years | -25.59% | -25.91% | +0.32% |
Current DrawdownCurrent decline from peak | -2.01% | -0.62% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -1.57% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.31% | +0.45% |
Volatility
SYBJ.DE vs. XHY1.DE - Volatility Comparison
SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE) has a higher volatility of 2.42% compared to Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) at 1.43%. This indicates that SYBJ.DE's price experiences larger fluctuations and is considered to be riskier than XHY1.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 | XHY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 1.43% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 3.26% | 2.04% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.67% | 3.23% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.89% | 4.43% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.96% | 7.54% | -0.58% |