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SYBK.DE vs. IBC9.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYBK.DE vs. IBC9.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 (IBC9.DE). The values are adjusted to include any dividend payments, if applicable.

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SYBK.DE vs. IBC9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
0.61%-4.18%15.91%8.73%-5.33%13.84%-4.47%12.57%4.33%-7.71%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
0.31%1.08%9.31%9.25%-6.54%8.54%-2.13%14.97%0.24%-3.66%

Returns By Period

In the year-to-date period, SYBK.DE achieves a 0.61% return, which is significantly higher than IBC9.DE's 0.31% return. Over the past 10 years, SYBK.DE has outperformed IBC9.DE with an annualized return of 4.96%, while IBC9.DE has yielded a comparatively lower 4.48% annualized return.


SYBK.DE

1D
-0.22%
1M
-0.45%
YTD
0.61%
6M
0.99%
1Y
-1.38%
3Y*
6.11%
5Y*
4.24%
10Y*
4.96%

IBC9.DE

1D
0.48%
1M
-0.59%
YTD
0.31%
6M
1.15%
1Y
2.01%
3Y*
5.91%
5Y*
3.43%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYBK.DE vs. IBC9.DE - Expense Ratio Comparison

SYBK.DE has a 0.30% expense ratio, which is lower than IBC9.DE's 0.50% expense ratio.


Return for Risk

SYBK.DE vs. IBC9.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: 88
Overall Rank
SYBK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SYBK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SYBK.DE Omega Ratio Rank: 88
Omega Ratio Rank
SYBK.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SYBK.DE Martin Ratio Rank: 77
Martin Ratio Rank

IBC9.DE
IBC9.DE Risk / Return Rank: 2525
Overall Rank
IBC9.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBC9.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
IBC9.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IBC9.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
IBC9.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. IBC9.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 (IBC9.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.DEIBC9.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.15

0.40

-0.55

Sortino ratio

Return per unit of downside risk

-0.15

0.56

-0.71

Omega ratio

Gain probability vs. loss probability

0.98

1.08

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.20

0.83

-1.03

Martin ratio

Return relative to average drawdown

-0.60

3.01

-3.61

SYBK.DE vs. IBC9.DE - Sharpe Ratio Comparison

The current SYBK.DE Sharpe Ratio is -0.15, which is lower than the IBC9.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SYBK.DE and IBC9.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.


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Sharpe Ratios by Period


SYBK.DEIBC9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.40

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.60

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.56

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.55

+0.05

Correlation

The correlation between SYBK.DE and IBC9.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SYBK.DE vs. IBC9.DE - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.33%, more than IBC9.DE's 5.64% yield.


TTM20252024202320222021202020192018201720162015
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
7.33%7.68%6.96%6.73%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
5.64%5.55%5.32%4.88%4.06%3.76%4.80%4.78%4.77%5.03%4.78%5.18%

Drawdowns

SYBK.DE vs. IBC9.DE - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum IBC9.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and IBC9.DE.


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Drawdown Indicators


SYBK.DEIBC9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-22.34%

+2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-4.25%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-10.01%

-2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-22.34%

+2.63%

Current Drawdown

Current decline from peak

-6.41%

-1.17%

-5.24%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.26%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.74%

+1.00%

Volatility

SYBK.DE vs. IBC9.DE - Volatility Comparison

The current volatility for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) is 1.53%, while iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) has a volatility of 1.77%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than IBC9.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.DEIBC9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.77%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

2.86%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

8.97%

5.03%

+3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

5.65%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.48%

7.89%

+0.59%