SYBN.DE vs. ZPRV.DE
SYBN.DE (SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SYBN.DE is a Corporate Bonds fund tracking the Bloomberg US Corporate 10+, 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, SYBN.DE returned 2.22%/yr vs 11.63%/yr for ZPRV.DE. At a 0.14 correlation, their price movements are largely independent. SYBN.DE charges 0.12%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SYBN.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBN.DE achieves a 1.97% return, which is significantly lower than ZPRV.DE's 14.58% return. Over the past 10 years, SYBN.DE has underperformed ZPRV.DE with an annualized return of 2.22%, while ZPRV.DE has yielded a comparatively higher 11.63% annualized return.
SYBN.DE
- 1D
- 0.30%
- 1M
- 1.49%
- YTD
- 1.97%
- 6M
- 0.93%
- 1Y
- 5.57%
- 3Y*
- 1.80%
- 5Y*
- -0.75%
- 10Y*
- 2.22%
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%
SYBN.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBN.DE SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF | 1.97% | -4.34% | 4.09% | 6.87% | -20.46% | 6.88% | 3.21% | 27.52% | -2.77% | -1.38% |
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 SYBN.DE and ZPRV.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2015 | 0.14 |
Over the past year, SYBN.DE and ZPRV.DE have become more correlated (0.36) than their long-term average of 0.14, meaning their price movements have been converging.
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Return for Risk
SYBN.DE vs. ZPRV.DE — Risk / Return Rank
SYBN.DE
ZPRV.DE
SYBN.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.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.
| SYBN.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.38 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 5.84 | -4.82 |
| Martin ratioReturn relative to average drawdown | 2.15 | 17.49 | -15.33 |
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
| SYBN.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 2.17 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.52 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.53 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.47 | -0.26 |
Drawdowns
SYBN.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SYBN.DE drawdown since its inception was -28.03%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SYBN.DE and ZPRV.DE.
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Drawdown Indicators
| SYBN.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -46.04% | +18.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.99% | -5.87% | +0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -31.14% | +15.74% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -31.14% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -46.04% | +18.01% |
Current DrawdownCurrent decline from peak | -16.22% | 0.00% | -16.22% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -8.34% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.96% | +0.41% |
Volatility
SYBN.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.DE) is 2.10%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.39%. This indicates that SYBN.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
| SYBN.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 3.39% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 5.72% | 9.42% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.15% | 15.78% | -7.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 20.38% | -7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 22.56% | -10.16% |
SYBN.DE vs. ZPRV.DE - Expense Ratio Comparison
SYBN.DE has a 0.12% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
SYBN.DE vs. ZPRV.DE - Dividend Comparison
SYBN.DE's dividend yield for the trailing twelve months is around 5.43%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SYBN.DE SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF | 5.43% | 5.75% | 5.08% | 4.61% | 4.65% | 3.20% | 3.62% | 3.61% | 3.99% | 4.44% | 2.62% |
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% |
Frequently Asked Questions
SYBN.DE and ZPRV.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYBN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBN.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for ZPRV.DE.
SYBN.DE is categorized as Corporate Bonds, while ZPRV.DE is Small Cap Value Equities. SYBN.DE tracks Bloomberg US Corporate 10+, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.12% for SYBN.DE and 0.30% for ZPRV.DE.
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