PortfoliosLab logoPortfoliosLab logo
SYBK.DE vs. SHYG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBK.DE vs. SHYG.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 iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SYBK.DE is traded in EUR, while SHYG.L is traded in GBP. To make them comparable, the SHYG.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 higher than SHYG.L's -1.72% return. Over the past 10 years, SYBK.DE has outperformed SHYG.L with an annualized return of 4.73%, while SHYG.L has yielded a comparatively lower 2.58% 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%

SHYG.L

1D
0.15%
1M
1.04%
YTD
-1.72%
6M
-1.00%
1Y
-1.90%
3Y*
4.49%
5Y*
1.65%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBK.DE vs. SHYG.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%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
-1.70%2.08%5.84%11.62%-9.35%2.57%0.81%11.09%-3.82%3.98%

Correlation

The correlation between SYBK.DE and SHYG.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

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

0.06

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

0.12

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2013

0.11

The correlation between SYBK.DE and SHYG.L shifts across timeframes, from -0.02 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SYBK.DE vs. SHYG.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

SHYG.L
SHYG.L Risk / Return Rank: 1010
Overall Rank
SHYG.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SHYG.L Sortino Ratio Rank: 99
Sortino Ratio Rank
SHYG.L Omega Ratio Rank: 1010
Omega Ratio Rank
SHYG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
SHYG.L Martin Ratio Rank: 1010
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. SHYG.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 iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.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.DESHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.14

0.94

+0.20

Calmar ratioReturn relative to maximum drawdown

1.45

-0.29

+1.73

Martin ratioReturn relative to average drawdown

3.91

-0.70

+4.61

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

The current SYBK.DE Sharpe Ratio is 0.77, which is higher than the SHYG.L Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of SYBK.DE and SHYG.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.


Loading charts...

Sharpe Ratios by Period


SYBK.DESHYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

-0.35

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.27

+0.35

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

0.44

+0.17

Drawdowns

SYBK.DE vs. SHYG.L - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum SHYG.L drawdown of -26.56%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and SHYG.L.


Loading charts...

Drawdown Indicators


SYBK.DESHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-26.56%

+6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-6.56%

+3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-6.56%

-6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-15.48%

+2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-26.56%

+6.85%

Current Drawdown

Current decline from peak

-4.42%

-3.36%

-1.06%

Average Drawdown

Average peak-to-trough decline

-4.26%

-2.37%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

2.70%

-1.53%

Volatility

SYBK.DE vs. SHYG.L - 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 EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L) at 1.17%. This indicates that SYBK.DE's price experiences larger fluctuations and is considered to be riskier than SHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBK.DESHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.17%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.35%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

5.43%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

6.19%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

7.65%

+0.79%

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

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


Dividends

SYBK.DE vs. SHYG.L - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, while SHYG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.00%2.75%6.24%5.39%3.58%3.13%3.66%3.86%3.65%3.74%3.83%4.55%
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 SHYG.L have a correlation of -0.02, 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 SHYG.L.

SYBK.DE is categorized as High Yield Bonds, while SHYG.L is European High Yield Bonds. SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while SHYG.L tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SYBK.DE and 0.50% for SHYG.L.

Portfolio Optimizer

Find the right allocation for SYBK.DE and SHYG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer