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

Performance

SYBQ.DE vs. SYBS.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 Sterling Corporate Bond UCITS ETF (SYBS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYBQ.DE achieves a 2.56% return, which is significantly higher than SYBS.DE's 2.27% return. Over the past 10 years, SYBQ.DE has outperformed SYBS.DE with an annualized return of 2.10%, while SYBS.DE has yielded a comparatively lower 1.57% annualized return.


SYBQ.DE

1D
0.12%
1M
0.86%
YTD
2.56%
6M
2.95%
1Y
3.51%
3Y*
6.61%
5Y*
2.50%
10Y*
2.10%

SYBS.DE

1D
0.13%
1M
1.74%
YTD
2.27%
6M
2.80%
1Y
3.56%
3Y*
6.45%
5Y*
-0.75%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SYBQ.DE
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
2.56%1.45%9.69%9.38%-10.85%6.75%-2.82%10.80%-2.02%-1.92%
SYBS.DE
SPDR Bloomberg Sterling Corporate Bond UCITS ETF
2.27%1.99%6.20%11.12%-23.36%4.01%2.32%17.50%-4.05%0.65%

Correlation

The correlation between SYBQ.DE and SYBS.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2014

0.67

The correlation between SYBQ.DE and SYBS.DE shifts across timeframes, from 0.67 (10 years) to 0.87 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SYBQ.DE vs. SYBS.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: 2525
Overall Rank
SYBQ.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SYBQ.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SYBQ.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SYBQ.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
SYBQ.DE Martin Ratio Rank: 2929
Martin Ratio Rank

SYBS.DE
SYBS.DE Risk / Return Rank: 1717
Overall Rank
SYBS.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SYBS.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SYBS.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SYBS.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SYBS.DE Martin Ratio Rank: 2020
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. SYBS.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 Sterling Corporate Bond UCITS ETF (SYBS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SYBQ.DESYBS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.13

1.09

+0.04

Calmar ratioReturn relative to maximum drawdown

1.64

0.91

+0.73

Martin ratioReturn relative to average drawdown

3.74

2.21

+1.53

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

The current SYBQ.DE Sharpe Ratio is 0.73, which is higher than the SYBS.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SYBQ.DE and SYBS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SYBQ.DE vs. SYBS.DE - Drawdown Comparison

The maximum SYBQ.DE drawdown since its inception was -30.04%, smaller than the maximum SYBS.DE drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for SYBQ.DE and SYBS.DE.


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Drawdown Indicators


SYBQ.DESYBS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.04%

-32.65%

+2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.13%

-3.90%

+1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-5.47%

-7.54%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.50%

-32.65%

+16.15%

Max Drawdown (10Y)

Largest decline over 10 years

-16.50%

-32.65%

+16.15%

Current Drawdown

Current decline from peak

0.00%

-7.25%

+7.25%

Average Drawdown

Average peak-to-trough decline

-9.13%

-8.21%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.49%

-0.68%

Volatility

SYBQ.DE vs. SYBS.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) is 1.11%, while SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) has a volatility of 1.52%. This indicates that SYBQ.DE experiences smaller price fluctuations and is considered to be less risky than SYBS.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.DESYBS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.52%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

5.52%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

6.93%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

9.54%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

9.63%

+7.79%

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

Both SYBQ.DE and SYBS.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SYBQ.DE vs. SYBS.DE - Dividend Comparison

SYBQ.DE's dividend yield for the trailing twelve months is around 4.63%, more than SYBS.DE's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
SYBQ.DE
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
4.63%4.72%4.29%3.04%1.88%1.71%1.87%1.84%1.92%2.48%2.57%2.58%
SYBS.DE
SPDR Bloomberg Sterling Corporate Bond UCITS ETF
4.53%4.50%4.01%3.29%2.96%2.21%2.49%2.40%2.75%3.14%3.40%3.54%

Frequently Asked Questions


SYBQ.DE and SYBS.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SYBQ.DE and SYBS.DE have the same expense ratio: 0.20% per year.

SYBQ.DE tracks Bloomberg Sterling Corporate Bond 0-5, while SYBS.DE tracks Bloomberg Sterling Corporate Bond.

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