SYBQ.DE vs. VECP.DE
SYBQ.DE (SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF) and VECP.DE (Vanguard EUR Corporate Bond UCITS ETF Distributing) are both European Corporate Bonds funds - SYBQ.DE tracks the Bloomberg Sterling Corporate Bond 0-5 while VECP.DE tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, SYBQ.DE returned 2.31%/yr vs 0.20%/yr for VECP.DE. At a 0.30 correlation, their price movements are largely independent. SYBQ.DE charges 0.20%/yr vs 0.09%/yr for VECP.DE.
Performance
SYBQ.DE vs. VECP.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 VECP.DE's 0.52% 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%
VECP.DE
- 1D
- 0.10%
- 1M
- 0.70%
- YTD
- 0.52%
- 6M
- 0.36%
- 1Y
- 1.80%
- 3Y*
- 4.57%
- 5Y*
- 0.20%
- 10Y*
- —
SYBQ.DE vs. VECP.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% | 0.67% |
VECP.DE Vanguard EUR Corporate Bond UCITS ETF Distributing | 0.52% | 3.00% | 4.33% | 7.73% | -13.11% | -0.93% | 2.85% | 6.02% | -1.10% | 0.23% |
Correlation
The correlation between SYBQ.DE and VECP.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.30 |
The correlation between SYBQ.DE and VECP.DE shifts across timeframes, from 0.30 (all time) to 0.43 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBQ.DE vs. VECP.DE — Risk / Return Rank
SYBQ.DE
VECP.DE
SYBQ.DE vs. VECP.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 Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.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 | VECP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.10 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.68 | +0.08 |
| Martin ratioReturn relative to average drawdown | 1.64 | 2.33 | -0.68 |
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 | VECP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.56 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.04 | +0.31 |
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 | 0.18 | -0.10 |
Drawdowns
SYBQ.DE vs. VECP.DE - Drawdown Comparison
The maximum SYBQ.DE drawdown since its inception was -29.32%, which is greater than VECP.DE's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for SYBQ.DE and VECP.DE.
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Drawdown Indicators
| SYBQ.DE | VECP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.32% | -17.05% | -12.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -2.65% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -5.48% | -2.65% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -16.50% | -17.05% | +0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -20.63% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.67% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -4.33% | -4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.77% | +0.38% |
Volatility
SYBQ.DE vs. VECP.DE - Volatility Comparison
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) has a higher volatility of 1.77% compared to Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.DE) at 1.22%. This indicates that SYBQ.DE's price experiences larger fluctuations and is considered to be riskier than VECP.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 | VECP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.22% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 2.76% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 3.20% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.45% | 4.50% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 5.08% | +12.50% |
SYBQ.DE vs. VECP.DE - Expense Ratio Comparison
SYBQ.DE has a 0.20% expense ratio, which is higher than VECP.DE's 0.09% 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. VECP.DE - Dividend Comparison
SYBQ.DE's dividend yield for the trailing twelve months is around 4.67%, more than VECP.DE's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VECP.DE Vanguard EUR Corporate Bond UCITS ETF Distributing | 3.41% | 3.43% | 3.37% | 3.00% | 1.45% | 0.66% | 0.76% | 0.79% | 0.97% | 0.19% | 0.00% | 0.00% |
Frequently Asked Questions
SYBQ.DE and VECP.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VECP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VECP.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for SYBQ.DE.
SYBQ.DE tracks Bloomberg Sterling Corporate Bond 0-5, while VECP.DE tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.20% for SYBQ.DE and 0.09% for VECP.DE.
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