SYBK.DE vs. ZPRV.DE
SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted 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 ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 10 years, SYBK.DE returned 4.73%/yr vs 11.63%/yr for ZPRV.DE. At a 0.38 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.
Performance
SYBK.DE vs. ZPRV.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 ZPRV.DE's 14.58% return. Over the past 10 years, SYBK.DE has underperformed ZPRV.DE with an annualized return of 4.73%, while ZPRV.DE has yielded a comparatively higher 11.63% 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%
ZPRV.DE
- 1D
- 0.77%
- 1M
- 1.69%
- YTD
- 14.58%
- 6M
- 14.04%
- 1Y
- 34.68%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
SYBK.DE vs. ZPRV.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% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 14.58% | 2.99% | 14.07% | 19.11% | -5.31% | 48.07% | -1.85% | 27.41% | -11.78% | -3.75% |
Correlation
The correlation between SYBK.DE and ZPRV.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.38 |
The correlation between SYBK.DE and ZPRV.DE shifts across timeframes, from 0.28 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBK.DE vs. ZPRV.DE — Risk / Return Rank
SYBK.DE
ZPRV.DE
SYBK.DE vs. ZPRV.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 USA Small Cap Value Weighted UCITS ETF (ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.38 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 5.84 | -4.39 |
| Martin ratioReturn relative to average drawdown | 3.91 | 17.49 | -13.58 |
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 | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.17 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.52 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.53 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.47 | +0.14 |
Drawdowns
SYBK.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SYBK.DE drawdown since its inception was -19.71%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SYBK.DE and ZPRV.DE.
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Drawdown Indicators
| SYBK.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -46.04% | +26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -5.87% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -31.14% | +18.30% |
Max Drawdown (5Y)Largest decline over 5 years | -12.84% | -31.14% | +18.30% |
Max Drawdown (10Y)Largest decline over 10 years | -19.71% | -46.04% | +26.33% |
Current DrawdownCurrent decline from peak | -4.42% | 0.00% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -8.34% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 1.96% | -0.79% |
Volatility
SYBK.DE vs. ZPRV.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 USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.39%. This indicates that SYBK.DE experiences smaller price fluctuations and is considered to be less risky than ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 3.39% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 9.42% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 15.78% | -9.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.26% | 20.38% | -12.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.44% | 22.56% | -14.12% |
SYBK.DE vs. ZPRV.DE - Expense Ratio Comparison
Both SYBK.DE and ZPRV.DE have an expense ratio of 0.30%.
Dividends
SYBK.DE vs. ZPRV.DE - Dividend Comparison
SYBK.DE's dividend yield for the trailing twelve months is around 7.17%, while ZPRV.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% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted 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% |
Frequently Asked Questions
SYBK.DE and ZPRV.DE have a correlation of 0.28, 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 ZPRV.DE have the same expense ratio: 0.30% per year.
SYBK.DE is categorized as High Yield Bonds, while ZPRV.DE is Small Cap Value Equities. SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index.
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