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

Performance

SYBK.DE vs. DVYE - 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 iShares Emerging Markets Dividend ETF (DVYE). 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 DVYE is traded in USD. To make them comparable, the DVYE 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 DVYE's 9.59% return. Over the past 10 years, SYBK.DE has underperformed DVYE with an annualized return of 4.73%, while DVYE has yielded a comparatively higher 7.20% annualized 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%

DVYE

1D
-2.16%
1M
-4.49%
YTD
9.59%
6M
10.49%
1Y
23.90%
3Y*
17.63%
5Y*
5.36%
10Y*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBK.DE vs. DVYE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%4.33%-7.71%
DVYE
iShares Emerging Markets Dividend ETF
9.59%13.13%16.08%17.26%-27.13%19.32%-10.55%18.02%-1.13%11.43%

Correlation

The correlation between SYBK.DE and DVYE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.15

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2013

0.25

The correlation between SYBK.DE and DVYE shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SYBK.DE vs. DVYE — 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

DVYE
DVYE Risk / Return Rank: 5757
Overall Rank
DVYE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DVYE Sortino Ratio Rank: 4848
Sortino Ratio Rank
DVYE Omega Ratio Rank: 4949
Omega Ratio Rank
DVYE Calmar Ratio Rank: 7676
Calmar Ratio Rank
DVYE Martin Ratio Rank: 6161
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. DVYE - 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 iShares Emerging Markets Dividend ETF (DVYE). 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.DEDVYEDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.14

1.32

-0.18

Calmar ratioReturn relative to maximum drawdown

1.45

5.07

-3.63

Martin ratioReturn relative to average drawdown

3.91

13.73

-9.83

SYBK.DE vs. DVYE - Sharpe Ratio Comparison

The current SYBK.DE Sharpe Ratio is 0.77, which is lower than the DVYE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SYBK.DE and DVYE, 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.DEDVYEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.83

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.34

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.40

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.21

+0.40

Drawdowns

SYBK.DE vs. DVYE - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum DVYE drawdown of -39.46%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and DVYE.


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Drawdown Indicators


SYBK.DEDVYEDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-39.46%

+19.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-4.73%

+1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-15.23%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-32.07%

+19.23%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-36.50%

+16.79%

Current Drawdown

Current decline from peak

-4.42%

-4.73%

+0.31%

Average Drawdown

Average peak-to-trough decline

-4.26%

-11.95%

+7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.74%

-0.57%

Volatility

SYBK.DE vs. DVYE - 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 iShares Emerging Markets Dividend ETF (DVYE) has a volatility of 5.05%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than DVYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBK.DEDVYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

5.05%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

10.27%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

13.11%

-7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

15.62%

-7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

17.83%

-9.39%

SYBK.DE vs. DVYE - Expense Ratio Comparison

SYBK.DE has a 0.30% expense ratio, which is lower than DVYE's 0.49% expense ratio.


Dividends

SYBK.DE vs. DVYE - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, more than DVYE's 5.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DVYE
iShares Emerging Markets Dividend ETF
5.27%5.88%11.81%9.05%9.89%7.31%5.27%5.97%5.69%4.81%4.56%6.53%
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 DVYE 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, SYBK.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBK.DE is cheaper with a 0.30% expense ratio, compared with 0.49% for DVYE.

SYBK.DE is categorized as High Yield Bonds, while DVYE is Emerging Markets Equities. SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while DVYE tracks Dow Jones Emerging Markets Select Dividend Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SYBK.DE and 0.49% for DVYE.

Portfolio Optimizer

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