SYBQ.DE vs. D5BG.DE
SYBQ.DE (SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF) and D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) are both European Corporate Bonds funds - SYBQ.DE tracks the Bloomberg Sterling Corporate Bond 0-5 while D5BG.DE tracks the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 10 years, SYBQ.DE returned 1.36%/yr vs 0.93%/yr for D5BG.DE. At a 0.26 correlation, their price movements are largely independent. SYBQ.DE charges 0.20%/yr vs 0.12%/yr for D5BG.DE.
Performance
SYBQ.DE vs. D5BG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBQ.DE achieves a 1.59% return, which is significantly higher than D5BG.DE's 0.58% return. Over the past 10 years, SYBQ.DE has outperformed D5BG.DE with an annualized return of 1.36%, while D5BG.DE has yielded a comparatively lower 0.93% annualized return.
SYBQ.DE
- 1D
- 0.02%
- 1M
- 0.70%
- YTD
- 1.59%
- 6M
- 2.20%
- 1Y
- 1.90%
- 3Y*
- 6.11%
- 5Y*
- 2.31%
- 10Y*
- 1.36%
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
SYBQ.DE vs. D5BG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBQ.DE SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | 1.59% | 1.45% | 9.71% | 9.39% | -10.87% | 6.77% | -2.67% | 10.78% | -2.02% | -1.92% |
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | -1.42% | 1.73% |
Correlation
The correlation between SYBQ.DE and D5BG.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2014 | 0.26 |
The correlation between SYBQ.DE and D5BG.DE shifts across timeframes, from 0.26 (all time) to 0.46 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBQ.DE vs. D5BG.DE — Risk / Return Rank
SYBQ.DE
D5BG.DE
SYBQ.DE vs. D5BG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.
| SYBQ.DE | D5BG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.12 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.74 | +0.02 |
| Martin ratioReturn relative to average drawdown | 1.64 | 2.53 | -0.89 |
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
| SYBQ.DE | D5BG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.63 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.02 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.20 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.48 | -0.40 |
Drawdowns
SYBQ.DE vs. D5BG.DE - Drawdown Comparison
The maximum SYBQ.DE drawdown since its inception was -29.32%, which is greater than D5BG.DE's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for SYBQ.DE and D5BG.DE.
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Drawdown Indicators
| SYBQ.DE | D5BG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.32% | -17.22% | -12.10% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -2.68% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -5.48% | -2.68% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -16.50% | -17.22% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -20.63% | -17.22% | -3.41% |
Current DrawdownCurrent decline from peak | -0.44% | -0.97% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -2.88% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.78% | +0.37% |
Volatility
SYBQ.DE vs. D5BG.DE - Volatility Comparison
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) has a higher volatility of 1.77% compared to Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) at 1.16%. This indicates that SYBQ.DE's price experiences larger fluctuations and is considered to be riskier than D5BG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBQ.DE | D5BG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.16% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 2.72% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 3.13% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.45% | 4.49% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 4.64% | +12.94% |
SYBQ.DE vs. D5BG.DE - Expense Ratio Comparison
SYBQ.DE has a 0.20% expense ratio, which is higher than D5BG.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SYBQ.DE vs. D5BG.DE - Dividend Comparison
SYBQ.DE's dividend yield for the trailing twelve months is around 4.67%, while D5BG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYBQ.DE SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | 4.67% | 4.72% | 4.31% | 3.04% | 1.88% | 1.71% | 2.04% | 1.84% | 1.92% | 2.48% | 2.57% | 2.58% |
Frequently Asked Questions
SYBQ.DE and D5BG.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SYBQ.DE.
SYBQ.DE tracks Bloomberg Sterling Corporate Bond 0-5, while D5BG.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.20% for SYBQ.DE and 0.12% for D5BG.DE.
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