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

Performance

SYBM.DE vs. VGEM.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.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 VGEM.DE's 2.34% 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%

VGEM.DE

1D
0.20%
1M
1.24%
YTD
2.34%
6M
1.63%
1Y
6.72%
3Y*
5.24%
5Y*
2.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SYBM.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
0.49%2.47%3.13%5.78%-4.57%-0.95%-5.71%14.77%-1.49%0.92%
VGEM.DE
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
2.34%-1.55%12.06%5.25%-10.22%5.82%-3.91%15.57%0.84%-1.87%

Correlation

The correlation between SYBM.DE and VGEM.DE is 0.61, 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

0.61

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

0.57

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

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.57

The correlation between SYBM.DE and VGEM.DE has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.

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Return for Risk

SYBM.DE vs. VGEM.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

VGEM.DE
VGEM.DE Risk / Return Rank: 3535
Overall Rank
VGEM.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VGEM.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGEM.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VGEM.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
VGEM.DE Martin Ratio Rank: 3838
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. VGEM.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.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.DEVGEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.12

1.21

-0.08

Calmar ratioReturn relative to maximum drawdown

0.87

2.16

-1.29

Martin ratioReturn relative to average drawdown

2.69

5.71

-3.02

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

The current SYBM.DE Sharpe Ratio is 0.67, which is lower than the VGEM.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SYBM.DE and VGEM.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.DEVGEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.13

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.34

-0.14

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

0.29

-0.05

Drawdowns

SYBM.DE vs. VGEM.DE - Drawdown Comparison

The maximum SYBM.DE drawdown since its inception was -19.16%, roughly equal to the maximum VGEM.DE drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for SYBM.DE and VGEM.DE.


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Drawdown Indicators


SYBM.DEVGEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-19.64%

+0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-3.10%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

-11.98%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-8.64%

-12.46%

+3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

Current Drawdown

Current decline from peak

-3.09%

-2.18%

-0.91%

Average Drawdown

Average peak-to-trough decline

-7.10%

-6.63%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.17%

+0.09%

Volatility

SYBM.DE vs. VGEM.DE - Volatility Comparison

SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) has a higher volatility of 1.51% compared to Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.DE) at 1.18%. This indicates that SYBM.DE's price experiences larger fluctuations and is considered to be riskier than VGEM.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.DEVGEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.18%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

3.96%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.07%

5.93%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.94%

7.89%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

8.77%

-0.95%

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

SYBM.DE has a 0.55% expense ratio, which is higher than VGEM.DE's 0.25% expense ratio.


Dividends

SYBM.DE vs. VGEM.DE - Dividend Comparison

SYBM.DE's dividend yield for the trailing twelve months is around 5.07%, which matches VGEM.DE's 5.06% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VGEM.DE
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.06%5.60%5.23%5.14%4.84%3.16%3.99%3.87%3.84%0.68%0.00%0.00%

Frequently Asked Questions


SYBM.DE and VGEM.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEM.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for SYBM.DE.

SYBM.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond, while VGEM.DE tracks Bloomberg EM USD Sovereign + Quasi-Sov. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.55% for SYBM.DE and 0.25% for VGEM.DE.

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