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SYBK.DE vs. XUHY.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SYBK.DE and XUHY.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

SYBK.DE vs. XUHY.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 Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
4.15%
3.84%
SYBK.DE
XUHY.DE

Key characteristics

Sharpe Ratio

SYBK.DE:

1.76

XUHY.DE:

2.14

Sortino Ratio

SYBK.DE:

2.47

XUHY.DE:

3.37

Omega Ratio

SYBK.DE:

1.52

XUHY.DE:

1.45

Calmar Ratio

SYBK.DE:

2.50

XUHY.DE:

4.68

Martin Ratio

SYBK.DE:

8.05

XUHY.DE:

18.19

Ulcer Index

SYBK.DE:

1.95%

XUHY.DE:

0.76%

Daily Std Dev

SYBK.DE:

8.86%

XUHY.DE:

6.42%

Max Drawdown

SYBK.DE:

-19.71%

XUHY.DE:

-22.05%

Current Drawdown

SYBK.DE:

-0.46%

XUHY.DE:

-0.35%

Returns By Period

In the year-to-date period, SYBK.DE achieves a 2.54% return, which is significantly lower than XUHY.DE's 2.94% return.


SYBK.DE

YTD

2.54%

1M

0.36%

6M

11.13%

1Y

15.52%

5Y*

5.07%

10Y*

5.23%

XUHY.DE

YTD

2.94%

1M

0.65%

6M

10.81%

1Y

13.37%

5Y*

4.49%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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

SYBK.DE has a 0.30% expense ratio, which is higher than XUHY.DE's 0.20% expense ratio.


SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
Expense ratio chart for SYBK.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for XUHY.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SYBK.DE vs. XUHY.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYBK.DE
The Risk-Adjusted Performance Rank of SYBK.DE is 7676
Overall Rank
The Sharpe Ratio Rank of SYBK.DE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SYBK.DE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SYBK.DE is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SYBK.DE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SYBK.DE is 6666
Martin Ratio Rank

XUHY.DE
The Risk-Adjusted Performance Rank of XUHY.DE is 9191
Overall Rank
The Sharpe Ratio Rank of XUHY.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of XUHY.DE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of XUHY.DE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of XUHY.DE is 9494
Calmar Ratio Rank
The Martin Ratio Rank of XUHY.DE is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SYBK.DE vs. XUHY.DE - Risk-Adjusted Performance 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 USD High Yield Corporate Bond UCITS ETF 1D (XUHY.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.


Sharpe ratio
The chart of Sharpe ratio for SYBK.DE, currently valued at 1.48, compared to the broader market0.002.004.001.481.59
The chart of Sortino ratio for SYBK.DE, currently valued at 2.09, compared to the broader market0.005.0010.002.092.40
The chart of Omega ratio for SYBK.DE, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.31
The chart of Calmar ratio for SYBK.DE, currently valued at 2.31, compared to the broader market0.005.0010.0015.0020.002.313.70
The chart of Martin ratio for SYBK.DE, currently valued at 10.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.6312.68
SYBK.DE
XUHY.DE

The current SYBK.DE Sharpe Ratio is 1.76, which is comparable to the XUHY.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SYBK.DE and XUHY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.48
1.59
SYBK.DE
XUHY.DE

Dividends

SYBK.DE vs. XUHY.DE - Dividend Comparison

SYBK.DE's dividend yield for the trailing twelve months is around 7.28%, more than XUHY.DE's 7.18% yield.


TTM20242023202220212020201920182017201620152014
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
7.28%6.96%6.73%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%3.74%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
7.18%7.39%6.02%6.14%9.11%5.94%4.81%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SYBK.DE vs. XUHY.DE - Drawdown Comparison

The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum XUHY.DE drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and XUHY.DE. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.96%
-1.01%
SYBK.DE
XUHY.DE

Volatility

SYBK.DE vs. XUHY.DE - Volatility Comparison

The current volatility for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) is 2.45%, while Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) has a volatility of 3.06%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than XUHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.45%
3.06%
SYBK.DE
XUHY.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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