SYBR.DE vs. ACWI
SYBR.DE (SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - SYBR.DE is a Corporate Bonds fund tracking the Bloomberg US Intermediate Corporate Bond, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. Both are passively managed. Over the past 10 years, SYBR.DE returned 2.95%/yr vs 12.52%/yr for ACWI. At a 0.24 correlation, their price movements are largely independent. SYBR.DE charges 0.12%/yr vs 0.32%/yr for ACWI.
Performance
SYBR.DE vs. ACWI - Performance Comparison
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Different Trading Currencies
SYBR.DE is traded in EUR, while ACWI is traded in USD. To make them comparable, the ACWI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SYBR.DE achieves a 1.66% return, which is significantly lower than ACWI's 13.75% return. Over the past 10 years, SYBR.DE has underperformed ACWI with an annualized return of 2.95%, while ACWI has yielded a comparatively higher 12.52% annualized return.
SYBR.DE
- 1D
- 0.07%
- 1M
- 1.02%
- YTD
- 1.66%
- 6M
- 1.07%
- 1Y
- 3.55%
- 3Y*
- 2.96%
- 5Y*
- 3.21%
- 10Y*
- 2.95%
ACWI
- 1D
- 0.00%
- 1M
- 3.58%
- YTD
- 13.75%
- 6M
- 13.23%
- 1Y
- 27.72%
- 3Y*
- 17.90%
- 5Y*
- 12.38%
- 10Y*
- 12.52%
SYBR.DE vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 1.66% | -3.96% | 10.21% | 5.72% | -3.89% | 7.04% | -1.81% | 14.86% | 3.26% | -8.28% |
ACWI iShares MSCI ACWI ETF | 11.26% | 7.89% | 25.20% | 18.61% | -13.33% | 27.54% | 6.75% | 29.45% | -4.92% | 9.05% |
Correlation
The correlation between SYBR.DE and ACWI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2016 | 0.24 |
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Return for Risk
SYBR.DE vs. ACWI — Risk / Return Rank
SYBR.DE
ACWI
SYBR.DE vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) and iShares MSCI ACWI ETF (ACWI). 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.
| SYBR.DE | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 3.92 | -2.89 |
| Martin ratioReturn relative to average drawdown | 2.82 | 16.36 | -13.54 |
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
| SYBR.DE | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 2.27 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.82 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.74 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.55 | -0.15 |
Drawdowns
SYBR.DE vs. ACWI - Drawdown Comparison
The maximum SYBR.DE drawdown since its inception was -15.02%, smaller than the maximum ACWI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for SYBR.DE and ACWI.
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Drawdown Indicators
| SYBR.DE | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -45.79% | +30.77% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -7.11% | +3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -9.61% | -20.51% | +10.90% |
Max Drawdown (5Y)Largest decline over 5 years | -9.61% | -20.51% | +10.90% |
Max Drawdown (10Y)Largest decline over 10 years | -15.02% | -32.80% | +17.78% |
Current DrawdownCurrent decline from peak | -4.54% | -0.39% | -4.15% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -6.42% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.70% | -0.56% |
Volatility
SYBR.DE vs. ACWI - Volatility Comparison
The current volatility for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) is 0.76%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 2.74%. This indicates that SYBR.DE experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBR.DE | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 2.74% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 3.61% | 9.28% | -5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.26% | 12.29% | -7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.41% | 15.11% | -7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.32% | 16.96% | -9.64% |
SYBR.DE vs. ACWI - Expense Ratio Comparison
SYBR.DE has a 0.12% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Dividends
SYBR.DE vs. ACWI - Dividend Comparison
SYBR.DE's dividend yield for the trailing twelve months is around 4.65%, more than ACWI's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.42% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 4.65% | 5.03% | 4.55% | 5.85% | 2.62% | 2.24% | 2.89% | 3.01% | 2.78% | 3.41% | 1.21% | 0.00% |
Frequently Asked Questions
SYBR.DE and ACWI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYBR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBR.DE is cheaper with a 0.12% expense ratio, compared with 0.32% for ACWI.
SYBR.DE is categorized as Corporate Bonds, while ACWI is Global Equities. SYBR.DE tracks Bloomberg US Intermediate Corporate Bond, while ACWI tracks MSCI All Country World Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for SYBR.DE and 0.32% for ACWI.
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