SYBK.DE vs. XDWU.DE
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) 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 XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, SYBK.DE returned 4.73%/yr vs 8.32%/yr for XDWU.DE. At a 0.38 correlation, their price movements are largely independent. SYBK.DE charges 0.30%/yr vs 0.25%/yr for XDWU.DE.
Performance
SYBK.DE vs. XDWU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SYBK.DE achieves a 2.75% return, which is significantly lower than XDWU.DE's 5.92% return. Over the past 10 years, SYBK.DE has underperformed XDWU.DE with an annualized return of 4.73%, while XDWU.DE has yielded a comparatively higher 8.32% 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%
XDWU.DE
- 1D
- -1.48%
- 1M
- -3.92%
- YTD
- 5.92%
- 6M
- 5.19%
- 1Y
- 13.84%
- 3Y*
- 11.70%
- 5Y*
- 9.86%
- 10Y*
- 8.32%
SYBK.DE vs. XDWU.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% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 5.92% | 11.38% | 19.82% | -3.19% | 2.23% | 19.80% | -4.88% | 25.27% | 6.79% | -0.21% |
Correlation
The correlation between SYBK.DE and XDWU.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.38 |
The correlation between SYBK.DE and XDWU.DE shifts across timeframes, from 0.21 (1 year) to 0.38 (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. XDWU.DE — Risk / Return Rank
SYBK.DE
XDWU.DE
SYBK.DE vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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 | XDWU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.77 | -0.32 |
| Martin ratioReturn relative to average drawdown | 3.91 | 4.77 | -0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SYBK.DE | XDWU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.07 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.55 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.55 | +0.07 |
Drawdowns
SYBK.DE vs. XDWU.DE - Drawdown Comparison
The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum XDWU.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and XDWU.DE.
Loading charts...
Drawdown Indicators
| SYBK.DE | XDWU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -33.61% | +13.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -7.30% | +4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -12.68% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -12.84% | -23.26% | +10.42% |
Max Drawdown (10Y)Largest decline over 10 years | -19.71% | -33.61% | +13.90% |
Current DrawdownCurrent decline from peak | -4.42% | -7.22% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -6.99% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.71% | -1.54% |
Volatility
SYBK.DE vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a volatility of 4.08%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SYBK.DE | XDWU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 4.08% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 10.09% | -5.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 12.09% | -6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.26% | 14.12% | -5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.44% | 15.16% | -6.72% |
SYBK.DE vs. XDWU.DE - Expense Ratio Comparison
SYBK.DE has a 0.30% expense ratio, which is higher than XDWU.DE's 0.25% expense ratio.
Dividends
SYBK.DE vs. XDWU.DE - Dividend Comparison
SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, while XDWU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SYBK.DE and XDWU.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWU.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SYBK.DE.
SYBK.DE is categorized as High Yield Bonds, while XDWU.DE is Utilities Equities. SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for SYBK.DE and 0.25% for XDWU.DE.
Find the right allocation for SYBK.DE and XDWU.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