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SYBM.DE vs. CEB0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBM.DE vs. CEB0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYBM.DE achieves a 0.49% return, which is significantly lower than CEB0.DE's 1.63% return.


SYBM.DE

1D
-0.05%
1M
-0.24%
YTD
0.49%
6M
0.42%
1Y
3.27%
3Y*
2.54%
5Y*
1.45%
10Y*
1.75%

CEB0.DE

1D
-0.13%
1M
0.36%
YTD
1.63%
6M
1.65%
1Y
1.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBM.DE vs. CEB0.DE - Yearly Performance Comparison


Correlation

The correlation between SYBM.DE and CEB0.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2024

0.08

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Return for Risk

SYBM.DE vs. CEB0.DE — Risk / Return Rank

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

SYBM.DE
SYBM.DE Risk / Return Rank: 2121
Overall Rank
SYBM.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SYBM.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
SYBM.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SYBM.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SYBM.DE Martin Ratio Rank: 2222
Martin Ratio Rank

CEB0.DE
CEB0.DE Risk / Return Rank: 2727
Overall Rank
CEB0.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CEB0.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
CEB0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
CEB0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
CEB0.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.

SYBM.DE vs. CEB0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.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.


SYBM.DECEB0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratioReturn relative to maximum drawdown

0.87

1.43

-0.56

Martin ratioReturn relative to average drawdown

2.69

3.02

-0.33

SYBM.DE vs. CEB0.DE - Sharpe Ratio Comparison

The current SYBM.DE Sharpe Ratio is 0.67, which is comparable to the CEB0.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SYBM.DE and CEB0.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.


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Sharpe Ratios by Period


SYBM.DECEB0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.94

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

2.03

-1.79

Drawdowns

SYBM.DE vs. CEB0.DE - Drawdown Comparison

The maximum SYBM.DE drawdown since its inception was -19.16%, which is greater than CEB0.DE's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for SYBM.DE and CEB0.DE.


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Drawdown Indicators


SYBM.DECEB0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-1.83%

-17.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-1.11%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

Current Drawdown

Current decline from peak

-3.09%

-0.34%

-2.75%

Average Drawdown

Average peak-to-trough decline

-7.10%

-0.38%

-6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

0.52%

+0.74%

Volatility

SYBM.DE vs. CEB0.DE - Volatility Comparison

SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) has a higher volatility of 1.51% compared to iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) at 1.02%. This indicates that SYBM.DE's price experiences larger fluctuations and is considered to be riskier than CEB0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBM.DECEB0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.02%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

1.45%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

5.07%

1.68%

+3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.94%

2.03%

+4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

2.03%

+5.79%

SYBM.DE vs. CEB0.DE - Expense Ratio Comparison

SYBM.DE has a 0.55% expense ratio, which is higher than CEB0.DE's 0.40% expense ratio.


Dividends

SYBM.DE vs. CEB0.DE - Dividend Comparison

SYBM.DE's dividend yield for the trailing twelve months is around 5.07%, more than CEB0.DE's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
CEB0.DE
iShares China CNY Bond UCITS ETF EUR Hedged Dist
1.81%1.84%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBM.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
5.07%5.01%4.77%4.21%4.29%3.89%4.12%4.34%4.13%5.01%4.30%5.26%

Frequently Asked Questions


SYBM.DE and CEB0.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEB0.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEB0.DE is cheaper with a 0.40% expense ratio, compared with 0.55% for SYBM.DE.

SYBM.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond, while CEB0.DE tracks Bloomberg Barclays China Treasury + Policy Bank Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for SYBM.DE and 0.40% for CEB0.DE.

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