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

Performance

SYBK.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SYBK.DE achieves a 2.75% return, which is significantly lower than SPYW.DE's 5.36% return. Over the past 10 years, SYBK.DE has underperformed SPYW.DE with an annualized return of 4.73%, while SPYW.DE has yielded a comparatively higher 6.79% 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%

SPYW.DE

1D
0.09%
1M
-1.61%
YTD
5.36%
6M
7.50%
1Y
7.59%
3Y*
13.21%
5Y*
8.07%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBK.DE vs. SPYW.DE - 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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
5.36%20.24%8.29%17.93%-11.23%14.36%-11.84%23.34%-8.58%11.23%

Correlation

The correlation between SYBK.DE and SPYW.DE is -0.04, 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

-0.04

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

0.03

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

0.07

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

0.18

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

0.23

The correlation between SYBK.DE and SPYW.DE shifts across timeframes, from -0.04 (1 year) to 0.23 (all time), 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. SPYW.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: 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

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
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. SPYW.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 S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.DESPYW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.14

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

1.45

0.98

+0.46

Martin ratioReturn relative to average drawdown

3.91

3.14

+0.77

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

The current SYBK.DE Sharpe Ratio is 0.77, which is comparable to the SPYW.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SYBK.DE and SPYW.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.


Loading charts...

Sharpe Ratios by Period


SYBK.DESPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.74

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.60

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.45

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.53

+0.08

Drawdowns

SYBK.DE vs. SPYW.DE - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and SPYW.DE.


Loading charts...

Drawdown Indicators


SYBK.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-38.68%

+18.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-7.99%

+4.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-11.64%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-23.97%

+11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-38.68%

+18.97%

Current Drawdown

Current decline from peak

-4.42%

-2.54%

-1.88%

Average Drawdown

Average peak-to-trough decline

-4.26%

-5.62%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

2.50%

-1.33%

Volatility

SYBK.DE vs. SPYW.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 S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) has a volatility of 2.92%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than SPYW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBK.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

2.92%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

8.76%

-4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

10.65%

-4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

13.27%

-5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

14.88%

-6.44%

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

Both SYBK.DE and SPYW.DE have an expense ratio of 0.30%.


Dividends

SYBK.DE vs. SPYW.DE - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, more than SPYW.DE's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.60%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%
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 SPYW.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SYBK.DE and SPYW.DE have the same expense ratio: 0.30% per year.

SYBK.DE is categorized as High Yield Bonds, while SPYW.DE is Europe Equities. SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats.

Portfolio Optimizer

Find the right allocation for SYBK.DE and SPYW.DE

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