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

Performance

SYBK.DE vs. FAHY.DE - 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 Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYBK.DE achieves a 2.75% return, which is significantly higher than FAHY.DE's 1.84% 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%

FAHY.DE

1D
-0.16%
1M
1.51%
YTD
1.84%
6M
0.61%
1Y
5.71%
3Y*
4.93%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBK.DE vs. FAHY.DE - 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%
FAHY.DE
Invesco US High Yield Fallen Angels UCITS ETF Dist
1.84%-2.35%10.86%6.42%-8.72%14.53%-0.80%16.13%-1.45%-4.35%

Correlation

The correlation between SYBK.DE and FAHY.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.85

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

0.86

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2016

0.87

The correlation between SYBK.DE and FAHY.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

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Return for Risk

SYBK.DE vs. FAHY.DE — 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

FAHY.DE
FAHY.DE Risk / Return Rank: 2929
Overall Rank
FAHY.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FAHY.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
FAHY.DE Omega Ratio Rank: 2525
Omega Ratio Rank
FAHY.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
FAHY.DE Martin Ratio Rank: 3131
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. FAHY.DE - 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 Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.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.


SYBK.DEFAHY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

1.45

1.76

-0.31

Martin ratioReturn relative to average drawdown

3.91

4.39

-0.48

SYBK.DE vs. FAHY.DE - Sharpe Ratio Comparison

The current SYBK.DE Sharpe Ratio is 0.77, which is comparable to the FAHY.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SYBK.DE and FAHY.DE, 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.DEFAHY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.92

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.41

+0.20

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

0.37

+0.25

Drawdowns

SYBK.DE vs. FAHY.DE - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum FAHY.DE drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and FAHY.DE.


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Drawdown Indicators


SYBK.DEFAHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-28.23%

+8.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.28%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-12.29%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-12.29%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

Current Drawdown

Current decline from peak

-4.42%

-3.38%

-1.04%

Average Drawdown

Average peak-to-trough decline

-4.26%

-4.48%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.32%

-0.15%

Volatility

SYBK.DE vs. FAHY.DE - 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 Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.DE) has a volatility of 1.87%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than FAHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBK.DEFAHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.87%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.40%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

6.29%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

8.44%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

9.67%

-1.23%

SYBK.DE vs. FAHY.DE - Expense Ratio Comparison

SYBK.DE has a 0.30% expense ratio, which is lower than FAHY.DE's 0.45% expense ratio.


Dividends

SYBK.DE vs. FAHY.DE - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, more than FAHY.DE's 6.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FAHY.DE
Invesco US High Yield Fallen Angels UCITS ETF Dist
6.57%6.75%6.86%6.89%5.82%4.47%6.24%6.07%6.09%5.71%1.23%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 FAHY.DE have a correlation of 0.81, 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 0.45% for FAHY.DE.

SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while FAHY.DE tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for SYBK.DE and 0.45% for FAHY.DE.

Portfolio Optimizer

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