SYBQ.DE vs. SPY5.DE
SYBQ.DE (SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SYBQ.DE is a European Corporate Bonds fund tracking the Bloomberg Sterling Corporate Bond 0-5, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SYBQ.DE returned 1.36%/yr vs 15.13%/yr for SPY5.DE. At a 0.30 correlation, their price movements are largely independent. SYBQ.DE charges 0.20%/yr vs 0.03%/yr for SPY5.DE.
Performance
SYBQ.DE vs. SPY5.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 lower than SPY5.DE's 11.39% return. Over the past 10 years, SYBQ.DE has underperformed SPY5.DE with an annualized return of 1.36%, while SPY5.DE has yielded a comparatively higher 15.13% annualized return.
SYBQ.DE
- 1D
- 0.02%
- 1M
- 0.37%
- YTD
- 1.59%
- 6M
- 2.26%
- 1Y
- 1.88%
- 3Y*
- 6.11%
- 5Y*
- 2.31%
- 10Y*
- 1.36%
SPY5.DE
- 1D
- -0.13%
- 1M
- 4.37%
- YTD
- 11.39%
- 6M
- 10.88%
- 1Y
- 25.57%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
SYBQ.DE vs. SPY5.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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
Correlation
The correlation between SYBQ.DE and SPY5.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2014 | 0.30 |
The correlation between SYBQ.DE and SPY5.DE shifts across timeframes, from 0.26 (10 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SYBQ.DE vs. SPY5.DE — Risk / Return Rank
SYBQ.DE
SPY5.DE
SYBQ.DE vs. SPY5.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 S&P 500 UCITS ETF (SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 3.57 | -2.81 |
| Martin ratioReturn relative to average drawdown | 1.64 | 12.77 | -11.13 |
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 | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.22 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.96 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.93 | -0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.97 | -0.89 |
Drawdowns
SYBQ.DE vs. SPY5.DE - Drawdown Comparison
The maximum SYBQ.DE drawdown since its inception was -29.32%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SYBQ.DE and SPY5.DE.
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Drawdown Indicators
| SYBQ.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.32% | -33.86% | +4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -7.15% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -5.48% | -23.34% | +17.86% |
Max Drawdown (5Y)Largest decline over 5 years | -16.50% | -23.34% | +6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -20.63% | -33.86% | +13.23% |
Current DrawdownCurrent decline from peak | -0.44% | -0.44% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -3.95% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 2.00% | -0.85% |
Volatility
SYBQ.DE vs. SPY5.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) is 1.77%, while SPDR S&P 500 UCITS ETF (SPY5.DE) has a volatility of 2.66%. This indicates that SYBQ.DE experiences smaller price fluctuations and is considered to be less risky than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 2.66% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 7.54% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 11.51% | -6.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.45% | 15.18% | -8.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 16.07% | +1.51% |
SYBQ.DE vs. SPY5.DE - Expense Ratio Comparison
SYBQ.DE has a 0.20% expense ratio, which is higher than SPY5.DE's 0.03% 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. SPY5.DE - Dividend Comparison
SYBQ.DE's dividend yield for the trailing twelve months is around 4.67%, more than SPY5.DE's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
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 SPY5.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.20% for SYBQ.DE.
SYBQ.DE is categorized as European Corporate Bonds, while SPY5.DE is S&P 500. SYBQ.DE tracks Bloomberg Sterling Corporate Bond 0-5, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.20% for SYBQ.DE and 0.03% for SPY5.DE.
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