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SYBR.DE vs. IQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBR.DE vs. IQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) and ProShares Nasdaq-100 High Income ETF (IQQQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SYBR.DE is traded in EUR, while IQQQ is traded in USD. To make them comparable, the IQQQ 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 IQQQ's 14.88% 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%

IQQQ

1D
-3.97%
1M
3.05%
YTD
14.88%
6M
12.30%
1Y
31.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBR.DE vs. IQQQ - Yearly Performance Comparison


2026 (YTD)20252024
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
1.66%-3.96%8.39%
IQQQ
ProShares Nasdaq-100 High Income ETF
14.88%3.21%19.62%

Correlation

The correlation between SYBR.DE and IQQQ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.26

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Return for Risk

SYBR.DE vs. IQQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYBR.DE
SYBR.DE Risk / Return Rank: 2020
Overall Rank
SYBR.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SYBR.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SYBR.DE Omega Ratio Rank: 1818
Omega Ratio Rank
SYBR.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SYBR.DE Martin Ratio Rank: 2323
Martin Ratio Rank

IQQQ
IQQQ Risk / Return Rank: 5959
Overall Rank
IQQQ Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IQQQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
IQQQ Omega Ratio Rank: 5858
Omega Ratio Rank
IQQQ Calmar Ratio Rank: 6060
Calmar Ratio Rank
IQQQ Martin Ratio Rank: 5959
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.

SYBR.DE vs. IQQQ - 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 ProShares Nasdaq-100 High Income ETF (IQQQ). 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.DEIQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.11

1.34

-0.23

Calmar ratioReturn relative to maximum drawdown

1.02

3.03

-2.01

Martin ratioReturn relative to average drawdown

2.82

8.43

-5.62

SYBR.DE vs. IQQQ - Sharpe Ratio Comparison

The current SYBR.DE Sharpe Ratio is 0.61, which is lower than the IQQQ Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SYBR.DE and IQQQ, 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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Sharpe Ratios by Period


SYBR.DEIQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.94

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.87

-0.46

Drawdowns

SYBR.DE vs. IQQQ - Drawdown Comparison

The maximum SYBR.DE drawdown since its inception was -15.02%, smaller than the maximum IQQQ drawdown of -27.69%. Use the drawdown chart below to compare losses from any high point for SYBR.DE and IQQQ.


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Drawdown Indicators


SYBR.DEIQQQDifference

Max Drawdown

Largest peak-to-trough decline

-15.02%

-27.69%

+12.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-10.39%

+7.25%

Max Drawdown (3Y)

Largest decline over 3 years

-9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-9.61%

Max Drawdown (10Y)

Largest decline over 10 years

-15.02%

Current Drawdown

Current decline from peak

-4.54%

-4.48%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.16%

-5.66%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

3.73%

-2.59%

Volatility

SYBR.DE vs. IQQQ - Volatility Comparison

The current volatility for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) is 0.76%, while ProShares Nasdaq-100 High Income ETF (IQQQ) has a volatility of 5.46%. This indicates that SYBR.DE experiences smaller price fluctuations and is considered to be less risky than IQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBR.DEIQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

5.46%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

11.92%

-8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.26%

16.29%

-11.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

19.92%

-12.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

19.92%

-12.60%

SYBR.DE vs. IQQQ - Expense Ratio Comparison

SYBR.DE has a 0.12% expense ratio, which is lower than IQQQ's 0.55% expense ratio.


Dividends

SYBR.DE vs. IQQQ - Dividend Comparison

SYBR.DE's dividend yield for the trailing twelve months is around 4.65%, which matches IQQQ's 4.66% yield.


PositionTTM2025202420232022202120202019201820172016
IQQQ
ProShares Nasdaq-100 High Income ETF
4.66%10.34%7.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


SYBR.DE and IQQQ have a correlation of 0.23, 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 0.55% for IQQQ.

SYBR.DE is categorized as Corporate Bonds, while IQQQ is Nasdaq-100. SYBR.DE tracks Bloomberg US Intermediate Corporate Bond, while IQQQ tracks Nasdaq-100 Daily Covered Call Index. They also come from different issuers: State Street and ProShares. Their fees differ too: 0.12% for SYBR.DE and 0.55% for IQQQ.

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