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SYBK.DE vs. SBEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBK.DE vs. SBEM.L - 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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SYBK.DE is traded in EUR, while SBEM.L is traded in GBp. To make them comparable, the SBEM.L 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 lower than SBEM.L's 3.39% return. Over the past 10 years, SYBK.DE has outperformed SBEM.L with an annualized return of 4.73%, while SBEM.L has yielded a comparatively lower 3.56% annualized 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%

SBEM.L

1D
0.14%
1M
2.16%
YTD
3.39%
6M
3.82%
1Y
11.56%
3Y*
8.51%
5Y*
3.33%
10Y*
3.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBK.DE vs. SBEM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
3.41%1.81%14.74%8.19%-14.87%5.13%-4.22%17.97%0.17%-3.49%

Correlation

The correlation between SYBK.DE and SBEM.L is 0.60, 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

0.60

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

0.65

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

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2016

0.61

The correlation between SYBK.DE and SBEM.L has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

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Return for Risk

SYBK.DE vs. SBEM.L — 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: 2525
Overall Rank
SYBK.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SYBK.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
SYBK.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SYBK.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SYBK.DE Martin Ratio Rank: 2828
Martin Ratio Rank

SBEM.L
SBEM.L Risk / Return Rank: 7171
Overall Rank
SBEM.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SBEM.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
SBEM.L Omega Ratio Rank: 6767
Omega Ratio Rank
SBEM.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SBEM.L Martin Ratio Rank: 6666
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. SBEM.L - 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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L). 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.DESBEM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.14

1.31

-0.18

Calmar ratioReturn relative to maximum drawdown

1.45

3.37

-1.92

Martin ratioReturn relative to average drawdown

3.91

11.33

-7.42

SYBK.DE vs. SBEM.L - Sharpe Ratio Comparison

The current SYBK.DE Sharpe Ratio is 0.77, which is lower than the SBEM.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SYBK.DE and SBEM.L, 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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Sharpe Ratios by Period


SYBK.DESBEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.76

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.37

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.34

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.40

+0.22

Drawdowns

SYBK.DE vs. SBEM.L - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum SBEM.L drawdown of -25.53%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and SBEM.L.


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Drawdown Indicators


SYBK.DESBEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-25.53%

+5.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.42%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-13.85%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-17.89%

+5.05%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-25.53%

+5.82%

Current Drawdown

Current decline from peak

-4.42%

0.00%

-4.42%

Average Drawdown

Average peak-to-trough decline

-4.26%

-7.47%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.02%

+0.15%

Volatility

SYBK.DE vs. SBEM.L - Volatility Comparison

SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) have volatilities of 1.31% and 1.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBK.DESBEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.25%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.47%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

6.53%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

8.96%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

10.49%

-2.05%

SYBK.DE vs. SBEM.L - Expense Ratio Comparison

SYBK.DE has a 0.30% expense ratio, which is lower than SBEM.L's 0.42% expense ratio.


Dividends

SYBK.DE vs. SBEM.L - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, more than SBEM.L's 6.53% yield.


PositionTTM20252024202320222021202020192018201720162015
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
6.53%7.69%6.28%6.49%5.72%4.35%4.92%4.83%4.47%4.84%2.27%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 SBEM.L have a correlation of 0.60, 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 0.42% for SBEM.L.

SYBK.DE is categorized as High Yield Bonds, while SBEM.L is Emerging Markets Bonds. SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while SBEM.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: State Street and UBS. Their fees differ too: 0.30% for SYBK.DE and 0.42% for SBEM.L.

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