PortfoliosLab logoPortfoliosLab logo
SYBK.DE vs. HYLE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYBK.DE vs. HYLE.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 iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SYBK.DE vs. HYLE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
1.48%-4.18%15.91%8.73%-5.33%13.84%-4.47%2.70%
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
-0.87%5.98%5.45%9.62%-10.62%3.02%2.52%3.53%

Returns By Period

In the year-to-date period, SYBK.DE achieves a 1.48% return, which is significantly higher than HYLE.DE's -0.87% return.


SYBK.DE

1D
0.87%
1M
-0.30%
YTD
1.48%
6M
1.49%
1Y
-0.19%
3Y*
6.32%
5Y*
4.42%
10Y*
5.05%

HYLE.DE

1D
-0.01%
1M
-0.84%
YTD
-0.87%
6M
0.13%
1Y
4.15%
3Y*
5.84%
5Y*
2.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

SYBK.DE has a 0.30% expense ratio, which is lower than HYLE.DE's 0.55% expense ratio.


Return for Risk

SYBK.DE vs. HYLE.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: 1414
Overall Rank
SYBK.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SYBK.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SYBK.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SYBK.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SYBK.DE Martin Ratio Rank: 2020
Martin Ratio Rank

HYLE.DE
HYLE.DE Risk / Return Rank: 5858
Overall Rank
HYLE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 5454
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 6767
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. HYLE.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 iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.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.DEHYLE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.02

1.05

-1.07

Sortino ratio

Return per unit of downside risk

0.03

1.54

-1.51

Omega ratio

Gain probability vs. loss probability

1.00

1.22

-0.21

Calmar ratio

Return relative to maximum drawdown

0.57

1.75

-1.18

Martin ratio

Return relative to average drawdown

1.59

8.32

-6.73

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

The current SYBK.DE Sharpe Ratio is -0.02, which is lower than the HYLE.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SYBK.DE and HYLE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SYBK.DEHYLE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.05

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.35

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.29

+0.31

Correlation

The correlation between SYBK.DE and HYLE.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SYBK.DE vs. HYLE.DE - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.26%, more than HYLE.DE's 5.44% yield.


TTM20252024202320222021202020192018201720162015
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
7.26%7.68%6.96%6.73%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
5.44%5.34%5.38%4.76%4.17%3.83%4.50%1.75%0.00%0.00%0.00%0.00%

Drawdowns

SYBK.DE vs. HYLE.DE - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum HYLE.DE drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and HYLE.DE.


Loading graphics...

Drawdown Indicators


SYBK.DEHYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-22.59%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-2.83%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-15.38%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

Current Drawdown

Current decline from peak

-5.60%

-1.51%

-4.09%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.54%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.60%

+1.05%

Volatility

SYBK.DE vs. HYLE.DE - Volatility Comparison

The current volatility for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) is 1.78%, while iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) has a volatility of 1.93%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than HYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SYBK.DEHYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.93%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

2.63%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

9.01%

3.94%

+5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.28%

5.82%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.48%

8.46%

+0.02%