PortfoliosLab logoPortfoliosLab logo
SYBM.DE vs. IS02.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBM.DE vs. IS02.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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SYBM.DE achieves a 0.49% return, which is significantly lower than IS02.DE's 2.97% return.


SYBM.DE

1D
-0.05%
1M
0.37%
YTD
0.49%
6M
0.35%
1Y
3.38%
3Y*
2.54%
5Y*
1.45%
10Y*
1.75%

IS02.DE

1D
0.11%
1M
1.71%
YTD
2.97%
6M
2.72%
1Y
9.38%
3Y*
6.78%
5Y*
2.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBM.DE vs. IS02.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SYBM.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
0.49%2.47%3.13%5.78%-4.57%-0.95%3.31%
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
2.97%1.10%11.83%6.71%-13.12%5.72%0.08%

Correlation

The correlation between SYBM.DE and IS02.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.59

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

0.56

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2020

0.56

The correlation between SYBM.DE and IS02.DE has been stable across timeframes, ranging from 0.56 to 0.63 - 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

SYBM.DE vs. IS02.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

IS02.DE
IS02.DE Risk / Return Rank: 5252
Overall Rank
IS02.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IS02.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
IS02.DE Omega Ratio Rank: 4848
Omega Ratio Rank
IS02.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
IS02.DE Martin Ratio Rank: 5353
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. IS02.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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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.DEIS02.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.12

1.30

-0.18

Calmar ratioReturn relative to maximum drawdown

0.87

3.11

-2.24

Martin ratioReturn relative to average drawdown

2.69

8.98

-6.30

SYBM.DE vs. IS02.DE - Sharpe Ratio Comparison

The current SYBM.DE Sharpe Ratio is 0.67, which is lower than the IS02.DE Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SYBM.DE and IS02.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.


Loading charts...

Sharpe Ratios by Period


SYBM.DEIS02.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.57

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.33

-0.13

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

0.27

-0.04

Drawdowns

SYBM.DE vs. IS02.DE - Drawdown Comparison

The maximum SYBM.DE drawdown since its inception was -19.16%, which is greater than IS02.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for SYBM.DE and IS02.DE.


Loading charts...

Drawdown Indicators


SYBM.DEIS02.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-16.21%

-2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-3.00%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

-12.85%

+5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-8.64%

-16.21%

+7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

Current Drawdown

Current decline from peak

-3.09%

0.00%

-3.09%

Average Drawdown

Average peak-to-trough decline

-7.10%

-5.92%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.04%

+0.22%

Volatility

SYBM.DE vs. IS02.DE - Volatility Comparison

SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) has a higher volatility of 1.51% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) at 1.19%. This indicates that SYBM.DE's price experiences larger fluctuations and is considered to be riskier than IS02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBM.DEIS02.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.19%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

3.97%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

5.07%

5.94%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.94%

8.53%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

8.34%

-0.52%

SYBM.DE vs. IS02.DE - Expense Ratio Comparison

SYBM.DE has a 0.55% expense ratio, which is higher than IS02.DE's 0.45% expense ratio.


Dividends

SYBM.DE vs. IS02.DE - Dividend Comparison

SYBM.DE's dividend yield for the trailing twelve months is around 5.07%, while IS02.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
0.00%0.00%0.00%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 IS02.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS02.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS02.DE is cheaper with a 0.45% expense ratio, compared with 0.55% for SYBM.DE.

SYBM.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond, while IS02.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for SYBM.DE and 0.45% for IS02.DE.

Portfolio Optimizer

Find the right allocation for SYBM.DE and IS02.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