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

Performance

SYBM.DE vs. CGB.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 Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.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 2.31% return, which is significantly lower than CGB.DE's 8.22% return. Over the past 10 years, SYBM.DE has underperformed CGB.DE with an annualized return of 1.31%, while CGB.DE has yielded a comparatively higher 2.41% annualized return.


SYBM.DE

1D
-0.43%
1M
0.16%
6M
0.83%
YTD
2.31%
1Y
5.08%
3Y*
3.58%
5Y*
1.70%
10Y*
1.31%

CGB.DE

1D
-0.05%
1M
1.36%
6M
6.23%
YTD
8.22%
1Y
9.90%
3Y*
4.82%
5Y*
3.10%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SYBM.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
2.31%2.48%3.06%5.79%-4.56%-0.97%-5.72%14.76%-1.48%0.35%
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
8.22%-6.58%9.93%-2.82%-0.10%15.85%-0.38%4.86%4.94%-7.90%

Correlation

The correlation between SYBM.DE and CGB.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2015

0.37

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Return for Risk

SYBM.DE vs. CGB.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: 3535
Overall Rank
SYBM.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SYBM.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SYBM.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SYBM.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
SYBM.DE Martin Ratio Rank: 3434
Martin Ratio Rank

CGB.DE
CGB.DE Risk / Return Rank: 7575
Overall Rank
CGB.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CGB.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
CGB.DE Omega Ratio Rank: 6666
Omega Ratio Rank
CGB.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
CGB.DE Martin Ratio Rank: 7676
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. CGB.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 Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.72

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratioReturn relative to maximum drawdown

1.30

3.48

-2.19

Martin ratioReturn relative to average drawdown

3.93

10.44

-6.50

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

The current SYBM.DE Sharpe Ratio is 1.01, which is lower than the CGB.DE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SYBM.DE and CGB.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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Drawdowns

SYBM.DE vs. CGB.DE - Drawdown Comparison

The maximum SYBM.DE drawdown since its inception was -31.70%, which is greater than CGB.DE's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for SYBM.DE and CGB.DE.


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Drawdown Indicators


SYBM.DECGB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-20.06%

-11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-2.83%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-7.60%

-11.08%

+3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-8.64%

-13.94%

+5.30%

Max Drawdown (10Y)

Largest decline over 10 years

-16.37%

-14.64%

-1.73%

Current Drawdown

Current decline from peak

-5.31%

-0.74%

-4.57%

Average Drawdown

Average peak-to-trough decline

-17.12%

-9.25%

-7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

0.94%

+0.35%

Volatility

SYBM.DE vs. CGB.DE - Volatility Comparison

The current volatility for SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) is 0.96%, while Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE) has a volatility of 1.51%. This indicates that SYBM.DE experiences smaller price fluctuations and is considered to be less risky than CGB.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.DECGB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.51%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

3.98%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

5.75%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

6.73%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

11.06%

-3.41%

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

SYBM.DE has a 0.55% expense ratio, which is higher than CGB.DE's 0.20% expense ratio.


Dividends

SYBM.DE vs. CGB.DE - Dividend Comparison

SYBM.DE's dividend yield for the trailing twelve months is around 4.98%, more than CGB.DE's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
1.99%2.40%2.37%2.97%4.40%2.17%2.15%2.56%0.72%2.64%0.38%0.00%
SYBM.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
4.98%5.01%4.74%4.21%4.29%3.90%4.12%4.34%4.13%5.01%4.30%5.26%

Frequently Asked Questions


SYBM.DE and CGB.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGB.DE is cheaper with a 0.20% expense ratio, compared with 0.55% for SYBM.DE.

SYBM.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond, while CGB.DE tracks FTSE Chinese Government and Policy Bank Bond 1-10 Years Capped Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.55% for SYBM.DE and 0.20% for CGB.DE.

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