SYBK.DE vs. QDVQ.DE
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)) and QDVQ.DE (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) are both High Yield Bonds funds - SYBK.DE tracks the Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select while QDVQ.DE tracks the Bloomberg Global Corporate ex EM Fallen Angels 3% Capped. Both are passively managed. Over the past 5 years, SYBK.DE returned 5.13%/yr vs 3.51%/yr for QDVQ.DE. Their correlation of 0.81 suggests significant overlap in exposure. SYBK.DE charges 0.30%/yr vs 0.50%/yr for QDVQ.DE.
Performance
SYBK.DE vs. QDVQ.DE - Performance Comparison
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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 QDVQ.DE's 2.23% 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%
QDVQ.DE
- 1D
- 0.06%
- 1M
- 1.02%
- YTD
- 2.23%
- 6M
- 1.76%
- 1Y
- 5.75%
- 3Y*
- 5.48%
- 5Y*
- 3.51%
- 10Y*
- —
SYBK.DE vs. QDVQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QDVQ.DE iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 2.23% | 0.11% | 8.76% | 8.83% | -9.03% | 10.74% | 7.49% | 18.50% | -0.74% | -1.27% |
Correlation
The correlation between SYBK.DE and QDVQ.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2016 | 0.81 |
The correlation between SYBK.DE and QDVQ.DE shifts across timeframes, from 0.63 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SYBK.DE vs. QDVQ.DE — Risk / Return Rank
SYBK.DE
QDVQ.DE
SYBK.DE vs. QDVQ.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 Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.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.DE | QDVQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.94 | -0.49 |
| Martin ratioReturn relative to average drawdown | 3.91 | 6.98 | -3.07 |
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 | QDVQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.15 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.54 | +0.07 |
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 | 0.65 | -0.03 |
Drawdowns
SYBK.DE vs. QDVQ.DE - Drawdown Comparison
The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum QDVQ.DE drawdown of -22.94%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and QDVQ.DE.
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Drawdown Indicators
| SYBK.DE | QDVQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -22.94% | +3.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -2.90% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -9.27% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -12.84% | -11.15% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -19.71% | — | — |
Current DrawdownCurrent decline from peak | -4.42% | -0.24% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -2.84% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 0.81% | +0.36% |
Volatility
SYBK.DE vs. QDVQ.DE - Volatility Comparison
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) has a higher volatility of 1.31% compared to iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.DE) at 1.21%. This indicates that SYBK.DE's price experiences larger fluctuations and is considered to be riskier than QDVQ.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.DE | QDVQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 1.21% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 3.53% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 4.87% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.26% | 6.40% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.44% | 8.33% | +0.11% |
SYBK.DE vs. QDVQ.DE - Expense Ratio Comparison
SYBK.DE has a 0.30% expense ratio, which is lower than QDVQ.DE's 0.50% expense ratio.
Dividends
SYBK.DE vs. QDVQ.DE - Dividend Comparison
SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, which matches QDVQ.DE's 7.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVQ.DE iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 7.11% | 5.73% | 5.78% | 5.26% | 4.47% | 3.82% | 4.44% | 4.56% | 4.96% | 4.65% | 2.13% | 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 QDVQ.DE have a correlation of 0.63, 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 0.50% for QDVQ.DE.
SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while QDVQ.DE tracks Bloomberg Global Corporate ex EM Fallen Angels 3% Capped. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SYBK.DE and 0.50% for QDVQ.DE.
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