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

Performance

SYBK.DE vs. JGHY.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 JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SYBK.DE having a 4.76% return and JGHY.DE slightly higher at 4.92%.


SYBK.DE

1D
0.11%
1M
1.50%
6M
3.28%
YTD
4.76%
1Y
6.93%
3Y*
7.80%
5Y*
4.80%
10Y*
4.40%

JGHY.DE

1D
-0.21%
1M
1.20%
6M
3.93%
YTD
4.92%
1Y
8.73%
3Y*
7.91%
5Y*
4.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
4.76%-4.19%15.85%8.68%-5.33%13.85%-5.35%
JGHY.DE
JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc
4.92%-0.68%12.22%7.50%-4.77%10.40%-13.43%

Correlation

The correlation between SYBK.DE and JGHY.DE is 0.80, 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

0.80

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

0.87

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

0.87

The correlation between SYBK.DE and JGHY.DE has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

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Return for Risk

SYBK.DE vs. JGHY.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: 4242
Overall Rank
SYBK.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SYBK.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
SYBK.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SYBK.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
SYBK.DE Martin Ratio Rank: 4646
Martin Ratio Rank

JGHY.DE
JGHY.DE Risk / Return Rank: 8585
Overall Rank
JGHY.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JGHY.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
JGHY.DE Omega Ratio Rank: 8585
Omega Ratio Rank
JGHY.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
JGHY.DE Martin Ratio Rank: 8585
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. JGHY.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 JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.97

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratioReturn relative to maximum drawdown

2.18

4.15

-1.97

Martin ratioReturn relative to average drawdown

6.18

13.75

-7.57

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

The current SYBK.DE Sharpe Ratio is 1.16, which is lower than the JGHY.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SYBK.DE and JGHY.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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Drawdowns

SYBK.DE vs. JGHY.DE - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -26.54%, which is greater than JGHY.DE's maximum drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and JGHY.DE.


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Drawdown Indicators


SYBK.DEJGHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.54%

-24.72%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-2.32%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-12.85%

-10.49%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-12.85%

-10.49%

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-19.70%

Current Drawdown

Current decline from peak

-2.56%

-0.52%

-2.04%

Average Drawdown

Average peak-to-trough decline

-6.51%

-6.58%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.70%

+0.42%

Volatility

SYBK.DE vs. JGHY.DE - Volatility Comparison

SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) has a higher volatility of 1.46% compared to JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) at 1.21%. This indicates that SYBK.DE's price experiences larger fluctuations and is considered to be riskier than JGHY.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.DEJGHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.21%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

3.04%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

4.63%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

6.57%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.17%

8.78%

-0.61%

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

SYBK.DE has a 0.30% expense ratio, which is lower than JGHY.DE's 0.35% expense ratio.


Dividends

SYBK.DE vs. JGHY.DE - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.04%, while JGHY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JGHY.DE
JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%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)
7.04%7.68%6.90%6.70%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%

Frequently Asked Questions


SYBK.DE and JGHY.DE have a correlation of 0.80, 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 JGHY.DE.

They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.30% for SYBK.DE and 0.35% for JGHY.DE.

Portfolio Optimizer

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