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SYBQ.DE vs. SUA0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYBQ.DE vs. SUA0.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 iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE). The values are adjusted to include any dividend payments, if applicable.

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SYBQ.DE vs. SUA0.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%-7.87%
SUA0.DE
iShares EUR Corporate Bond ESG UCITS ETF EUR Acc
-0.74%3.04%4.19%7.35%-5.92%

Returns By Period

In the year-to-date period, SYBQ.DE achieves a -0.36% return, which is significantly higher than SUA0.DE's -0.74% 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%

SUA0.DE

1D
0.33%
1M
-1.47%
YTD
-0.74%
6M
-0.57%
1Y
2.05%
3Y*
4.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYBQ.DE vs. SUA0.DE - Expense Ratio Comparison

SYBQ.DE has a 0.20% expense ratio, which is higher than SUA0.DE's 0.15% 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. SUA0.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

SUA0.DE
SUA0.DE Risk / Return Rank: 3333
Overall Rank
SUA0.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SUA0.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
SUA0.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SUA0.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SUA0.DE Martin Ratio Rank: 3434
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. SUA0.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 iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.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.DESUA0.DEDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.76

-0.66

Sortino ratio

Return per unit of downside risk

0.17

1.08

-0.91

Omega ratio

Gain probability vs. loss probability

1.02

1.13

-0.11

Calmar ratio

Return relative to maximum drawdown

0.19

0.85

-0.65

Martin ratio

Return relative to average drawdown

0.56

3.60

-3.04

SYBQ.DE vs. SUA0.DE - Sharpe Ratio Comparison

The current SYBQ.DE Sharpe Ratio is 0.10, which is lower than the SUA0.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SYBQ.DE and SUA0.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.DESUA0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.76

-0.66

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

0.41

-0.33

Correlation

The correlation between SYBQ.DE and SUA0.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SYBQ.DE vs. SUA0.DE - Dividend Comparison

SYBQ.DE's dividend yield for the trailing twelve months is around 4.76%, while SUA0.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%
SUA0.DE
iShares EUR Corporate Bond ESG UCITS ETF EUR 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. SUA0.DE - Drawdown Comparison

The maximum SYBQ.DE drawdown since its inception was -29.32%, which is greater than SUA0.DE's maximum drawdown of -9.07%. Use the drawdown chart below to compare losses from any high point for SYBQ.DE and SUA0.DE.


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Drawdown Indicators


SYBQ.DESUA0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.32%

-9.07%

-20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-2.58%

-1.36%

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%

-1.89%

+0.16%

Average Drawdown

Average peak-to-trough decline

-9.23%

-2.24%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.61%

+0.62%

Volatility

SYBQ.DE vs. SUA0.DE - Volatility Comparison

SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) has a higher volatility of 1.58% compared to iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) at 1.39%. This indicates that SYBQ.DE's price experiences larger fluctuations and is considered to be riskier than SUA0.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.DESUA0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.39%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

1.99%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

2.68%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

4.57%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

4.57%

+13.03%