SYBK.DE vs. JEPI
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - SYBK.DE is a High Yield Bonds fund tracking the Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while JEPI is a Dividend fund actively managed by JPMorgan. SYBK.DE is passively managed, while JEPI is actively managed. Over the past 5 years, SYBK.DE returned 5.13%/yr vs 8.47%/yr for JEPI. A 0.52 correlation means they provide meaningful diversification when combined. SYBK.DE charges 0.30%/yr vs 0.35%/yr for JEPI.
Performance
SYBK.DE vs. JEPI - Performance Comparison
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Different Trading Currencies
SYBK.DE is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI 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 higher than JEPI's 2.32% 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%
JEPI
- 1D
- 0.46%
- 1M
- 0.94%
- YTD
- 2.32%
- 6M
- 1.82%
- 1Y
- 7.14%
- 3Y*
- 6.33%
- 5Y*
- 8.47%
- 10Y*
- —
SYBK.DE vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 0.72% |
JEPI JPMorgan Equity Premium Income ETF | 2.32% | -4.74% | 20.00% | 6.53% | 2.49% | 30.61% | 6.27% |
Correlation
The correlation between SYBK.DE and JEPI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 22, 2020 | 0.52 |
The correlation between SYBK.DE and JEPI has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.
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Return for Risk
SYBK.DE vs. JEPI — Risk / Return Rank
SYBK.DE
JEPI
SYBK.DE vs. JEPI - 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 JPMorgan Equity Premium Income ETF (JEPI). 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.DE | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.36 | +0.08 |
| Martin ratioReturn relative to average drawdown | 3.91 | 3.57 | +0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYBK.DE | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.80 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.70 | -0.09 |
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 | 0.84 | -0.23 |
Drawdowns
SYBK.DE vs. JEPI - Drawdown Comparison
The maximum SYBK.DE drawdown since its inception was -19.71%, roughly equal to the maximum JEPI drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and JEPI.
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Drawdown Indicators
| SYBK.DE | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -19.13% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -5.26% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -19.13% | +6.29% |
Max Drawdown (5Y)Largest decline over 5 years | -12.84% | -19.13% | +6.29% |
Max Drawdown (10Y)Largest decline over 10 years | -19.71% | — | — |
Current DrawdownCurrent decline from peak | -4.42% | -6.05% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -3.69% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.00% | -0.83% |
Volatility
SYBK.DE vs. JEPI - 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 JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.00%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBK.DE | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 2.00% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 6.48% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 8.94% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.26% | 12.13% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.44% | 11.83% | -3.39% |
SYBK.DE vs. JEPI - Expense Ratio Comparison
SYBK.DE has a 0.30% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Dividends
SYBK.DE vs. JEPI - Dividend Comparison
SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, less than JEPI's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.26% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 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 JEPI have a correlation of 0.45, 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 0.35% for JEPI.
SYBK.DE is categorized as High Yield Bonds, while JEPI is Dividend. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.30% for SYBK.DE and 0.35% for JEPI.
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