SYBK.DE vs. SPYM.DE
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)) and SPYM.DE (SPDR MSCI Emerging Markets UCITS 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 SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, SYBK.DE returned 4.73%/yr vs 9.90%/yr for SPYM.DE. At a 0.33 correlation, their price movements are largely independent. SYBK.DE charges 0.30%/yr vs 0.18%/yr for SPYM.DE.
Performance
SYBK.DE vs. SPYM.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 lower than SPYM.DE's 27.39% return. Over the past 10 years, SYBK.DE has underperformed SPYM.DE with an annualized return of 4.73%, while SPYM.DE has yielded a comparatively higher 9.90% 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%
SPYM.DE
- 1D
- -1.63%
- 1M
- 3.70%
- YTD
- 27.39%
- 6M
- 27.92%
- 1Y
- 48.95%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
SYBK.DE vs. SPYM.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% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -11.26% | 19.74% |
Correlation
The correlation between SYBK.DE and SPYM.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2013 | 0.33 |
The correlation between SYBK.DE and SPYM.DE shifts across timeframes, from 0.18 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SYBK.DE vs. SPYM.DE — Risk / Return Rank
SYBK.DE
SPYM.DE
SYBK.DE vs. SPYM.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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.50 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 4.80 | -3.35 |
| Martin ratioReturn relative to average drawdown | 3.91 | 17.28 | -13.37 |
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 | SPYM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.79 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.50 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.34 | +0.27 |
Drawdowns
SYBK.DE vs. SPYM.DE - Drawdown Comparison
The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and SPYM.DE.
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Drawdown Indicators
| SYBK.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -36.28% | +16.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -10.38% | +7.21% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -18.96% | +6.12% |
Max Drawdown (5Y)Largest decline over 5 years | -12.84% | -23.86% | +11.02% |
Max Drawdown (10Y)Largest decline over 10 years | -19.71% | -31.69% | +11.98% |
Current DrawdownCurrent decline from peak | -4.42% | -2.74% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -9.95% | +5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.89% | -1.72% |
Volatility
SYBK.DE vs. SPYM.DE - 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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 7.34% | -6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 15.16% | -11.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 17.87% | -11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.26% | 16.78% | -8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.44% | 18.40% | -9.96% |
SYBK.DE vs. SPYM.DE - Expense Ratio Comparison
SYBK.DE has a 0.30% expense ratio, which is higher than SPYM.DE's 0.18% expense ratio.
Dividends
SYBK.DE vs. SPYM.DE - Dividend Comparison
SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, while SPYM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 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) | 7.17% | 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 SPYM.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for SYBK.DE.
SYBK.DE is categorized as High Yield Bonds, while SPYM.DE is Emerging Markets Equities. SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.30% for SYBK.DE and 0.18% for SPYM.DE.
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