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SYBK.DE vs. AAAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBK.DE vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SYBK.DE is traded in EUR, while AAAU is traded in USD. To make them comparable, the AAAU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SYBK.DE achieves a 2.75% return, which is significantly lower than AAAU's 5.01% return.


SYBK.DE

1D
0.05%
1M
1.49%
YTD
2.75%
6M
1.90%
1Y
4.67%
3Y*
6.03%
5Y*
5.13%
10Y*
4.73%

AAAU

1D
0.00%
1M
-3.44%
YTD
5.01%
6M
6.77%
1Y
31.32%
3Y*
27.85%
5Y*
19.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBK.DE vs. AAAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
2.75%-4.18%15.91%8.73%-5.33%13.84%-4.47%12.57%-3.89%
AAAU
Goldman Sachs Physical Gold ETF
2.01%44.59%35.29%9.58%5.67%3.17%14.71%20.84%8.07%

Correlation

The correlation between SYBK.DE and AAAU is -0.11, 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

-0.11

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

0.07

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2018

0.06

The correlation between SYBK.DE and AAAU shifts across timeframes, from -0.11 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SYBK.DE vs. AAAU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYBK.DE
SYBK.DE Risk / Return Rank: 2525
Overall Rank
SYBK.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SYBK.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
SYBK.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SYBK.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SYBK.DE Martin Ratio Rank: 2828
Martin Ratio Rank

AAAU
AAAU Risk / Return Rank: 3030
Overall Rank
AAAU Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AAAU Sortino Ratio Rank: 2828
Sortino Ratio Rank
AAAU Omega Ratio Rank: 3333
Omega Ratio Rank
AAAU Calmar Ratio Rank: 3030
Calmar Ratio Rank
AAAU Martin Ratio Rank: 2727
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.

SYBK.DE vs. AAAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) and Goldman Sachs Physical Gold ETF (AAAU). 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.


SYBK.DEAAAUDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratioReturn relative to maximum drawdown

1.45

1.84

-0.39

Martin ratioReturn relative to average drawdown

3.91

4.36

-0.45

SYBK.DE vs. AAAU - Sharpe Ratio Comparison

The current SYBK.DE Sharpe Ratio is 0.77, which is lower than the AAAU Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SYBK.DE and AAAU, 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


SYBK.DEAAAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.26

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

1.19

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.15

-0.54

Drawdowns

SYBK.DE vs. AAAU - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, which is greater than AAAU's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and AAAU.


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Drawdown Indicators


SYBK.DEAAAUDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-18.54%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-17.11%

+13.94%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-17.11%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-17.11%

+4.27%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

Current Drawdown

Current decline from peak

-4.42%

-15.47%

+11.05%

Average Drawdown

Average peak-to-trough decline

-4.26%

-5.27%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

7.21%

-6.04%

Volatility

SYBK.DE vs. AAAU - Volatility Comparison

The current volatility for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) is 1.31%, while Goldman Sachs Physical Gold ETF (AAAU) has a volatility of 3.74%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBK.DEAAAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

3.74%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

21.58%

-17.47%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

24.92%

-18.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

16.56%

-8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

15.81%

-7.37%

SYBK.DE vs. AAAU - Expense Ratio Comparison

SYBK.DE has a 0.30% expense ratio, which is higher than AAAU's 0.18% expense ratio.


Dividends

SYBK.DE vs. AAAU - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, while AAAU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AAAU
Goldman Sachs Physical Gold 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%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
7.17%7.68%6.96%6.73%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%

Frequently Asked Questions


SYBK.DE and AAAU have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AAAU is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AAAU is cheaper with a 0.18% expense ratio, compared with 0.30% for SYBK.DE.

SYBK.DE is categorized as High Yield Bonds, while AAAU is Gold. SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while AAAU tracks LBMA Gold PM Price. They also come from different issuers: State Street and Goldman Sachs. Their fees differ too: 0.30% for SYBK.DE and 0.18% for AAAU.

Portfolio Optimizer

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