SYBK.DE vs. XZHY.DE
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)) and XZHY.DE (Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C) are both High Yield Bonds funds - SYBK.DE tracks the Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select while XZHY.DE tracks the Bloomberg MSCI US High Yield Sustainable and SRI. Both are passively managed. Over the past 3 years, SYBK.DE returned 6.03%/yr vs 5.47%/yr for XZHY.DE. Their correlation of 0.89 suggests significant overlap in exposure. SYBK.DE charges 0.30%/yr vs 0.25%/yr for XZHY.DE.
Performance
SYBK.DE vs. XZHY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SYBK.DE achieves a 2.75% return, which is significantly higher than XZHY.DE's 2.61% 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%
XZHY.DE
- 1D
- -0.10%
- 1M
- 1.04%
- YTD
- 2.61%
- 6M
- 1.91%
- 1Y
- 5.11%
- 3Y*
- 5.47%
- 5Y*
- —
- 10Y*
- —
SYBK.DE vs. XZHY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SYBK.DE SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) | 2.75% | -4.18% | 15.91% | 8.73% | -3.42% |
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 2.61% | -3.17% | 13.38% | 8.40% | -5.92% |
Correlation
The correlation between SYBK.DE and XZHY.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2022 | 0.89 |
The correlation between SYBK.DE and XZHY.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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. XZHY.DE — Risk / Return Rank
SYBK.DE
XZHY.DE
SYBK.DE vs. XZHY.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 ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.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 | XZHY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.59 | -0.14 |
| Martin ratioReturn relative to average drawdown | 3.91 | 4.98 | -1.07 |
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 | XZHY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.85 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.47 | +0.14 |
Drawdowns
SYBK.DE vs. XZHY.DE - Drawdown Comparison
The maximum SYBK.DE drawdown since its inception was -19.71%, which is greater than XZHY.DE's maximum drawdown of -11.51%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and XZHY.DE.
Loading charts...
Drawdown Indicators
| SYBK.DE | XZHY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -11.51% | -8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -3.11% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -11.51% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -12.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -19.71% | — | — |
Current DrawdownCurrent decline from peak | -4.42% | -3.51% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.50% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 0.99% | +0.18% |
Volatility
SYBK.DE vs. XZHY.DE - Volatility Comparison
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) and Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) have volatilities of 1.31% and 1.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SYBK.DE | XZHY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 1.29% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 3.85% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 5.83% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.26% | 7.58% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.44% | 7.58% | +0.86% |
SYBK.DE vs. XZHY.DE - Expense Ratio Comparison
SYBK.DE has a 0.30% expense ratio, which is higher than XZHY.DE's 0.25% expense ratio.
Dividends
SYBK.DE vs. XZHY.DE - Dividend Comparison
SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, while XZHY.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% |
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond 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 XZHY.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZHY.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZHY.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SYBK.DE.
SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while XZHY.DE tracks Bloomberg MSCI US High Yield Sustainable and SRI. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for SYBK.DE and 0.25% for XZHY.DE.
Find the right allocation for SYBK.DE and XZHY.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