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SYBQ.DE vs. SPPS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYBQ.DE vs. SPPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) and SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE). The values are adjusted to include any dividend payments, if applicable.

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SYBQ.DE vs. SPPS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SYBQ.DE
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
-0.36%1.45%9.71%9.39%-7.11%
SPPS.DE
SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc
-0.13%2.96%4.20%4.07%-1.54%

Returns By Period

In the year-to-date period, SYBQ.DE achieves a -0.36% return, which is significantly lower than SPPS.DE's -0.13% return.


SYBQ.DE

1D
0.37%
1M
-0.79%
YTD
-0.36%
6M
1.10%
1Y
0.56%
3Y*
5.85%
5Y*
1.81%
10Y*
1.48%

SPPS.DE

1D
0.11%
1M
-0.80%
YTD
-0.13%
6M
0.28%
1Y
1.98%
3Y*
3.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYBQ.DE vs. SPPS.DE - Expense Ratio Comparison

SYBQ.DE has a 0.20% expense ratio, which is higher than SPPS.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%.


Return for Risk

SYBQ.DE vs. SPPS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYBQ.DE
SYBQ.DE Risk / Return Rank: 1313
Overall Rank
SYBQ.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SYBQ.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SYBQ.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SYBQ.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SYBQ.DE Martin Ratio Rank: 1515
Martin Ratio Rank

SPPS.DE
SPPS.DE Risk / Return Rank: 6666
Overall Rank
SPPS.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPPS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPPS.DE Omega Ratio Rank: 6969
Omega Ratio Rank
SPPS.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPPS.DE Martin Ratio Rank: 7373
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.

SYBQ.DE vs. SPPS.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 SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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.DESPPS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.10

1.19

-1.09

Sortino ratio

Return per unit of downside risk

0.17

1.72

-1.55

Omega ratio

Gain probability vs. loss probability

1.02

1.27

-0.24

Calmar ratio

Return relative to maximum drawdown

0.19

1.73

-1.54

Martin ratio

Return relative to average drawdown

0.56

8.57

-8.00

SYBQ.DE vs. SPPS.DE - Sharpe Ratio Comparison

The current SYBQ.DE Sharpe Ratio is 0.10, which is lower than the SPPS.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SYBQ.DE and SPPS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SYBQ.DESPPS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

1.19

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

1.08

-1.00

Correlation

The correlation between SYBQ.DE and SPPS.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SYBQ.DE vs. SPPS.DE - Dividend Comparison

SYBQ.DE's dividend yield for the trailing twelve months is around 4.76%, while SPPS.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SYBQ.DE
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
4.76%4.72%4.31%3.04%1.88%1.71%2.04%1.84%1.92%2.48%2.57%2.58%
SPPS.DE
SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG 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%

Drawdowns

SYBQ.DE vs. SPPS.DE - Drawdown Comparison

The maximum SYBQ.DE drawdown since its inception was -29.32%, which is greater than SPPS.DE's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for SYBQ.DE and SPPS.DE.


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Drawdown Indicators


SYBQ.DESPPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.32%

-2.70%

-26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-1.18%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.50%

Max Drawdown (10Y)

Largest decline over 10 years

-21.50%

Current Drawdown

Current decline from peak

-1.73%

-0.90%

-0.83%

Average Drawdown

Average peak-to-trough decline

-9.23%

-0.45%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.24%

+0.99%

Volatility

SYBQ.DE vs. SPPS.DE - Volatility Comparison

SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) has a higher volatility of 1.58% compared to SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) at 1.04%. This indicates that SYBQ.DE's price experiences larger fluctuations and is considered to be riskier than SPPS.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.DESPPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.04%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

1.37%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

1.66%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

2.22%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

2.22%

+15.38%