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

Performance

SYBR.DE vs. SYBF.DE - 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 SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE). The values are adjusted to include any dividend payments, if applicable.

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SYBR.DE vs. SYBF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
1.27%-3.96%10.21%5.72%-3.89%7.04%-1.81%14.86%3.26%-8.28%
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
1.80%-6.53%10.76%1.27%3.69%7.97%-6.46%6.72%6.12%-11.31%

Returns By Period

In the year-to-date period, SYBR.DE achieves a 1.27% return, which is significantly lower than SYBF.DE's 1.80% return. Over the past 10 years, SYBR.DE has outperformed SYBF.DE with an annualized return of 3.06%, while SYBF.DE has yielded a comparatively lower 2.01% annualized return.


SYBR.DE

1D
-0.52%
1M
-0.17%
YTD
1.27%
6M
2.23%
1Y
-1.90%
3Y*
3.33%
5Y*
2.67%
10Y*
3.06%

SYBF.DE

1D
-0.68%
1M
0.44%
YTD
1.80%
6M
2.67%
1Y
-2.81%
3Y*
2.44%
5Y*
2.76%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYBR.DE vs. SYBF.DE - Expense Ratio Comparison

Both SYBR.DE and SYBF.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SYBR.DE vs. SYBF.DE — 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: 77
Overall Rank
SYBR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SYBR.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SYBR.DE Omega Ratio Rank: 66
Omega Ratio Rank
SYBR.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SYBR.DE Martin Ratio Rank: 88
Martin Ratio Rank

SYBF.DE
SYBF.DE Risk / Return Rank: 55
Overall Rank
SYBF.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SYBF.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
SYBF.DE Omega Ratio Rank: 55
Omega Ratio Rank
SYBF.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SYBF.DE Martin Ratio Rank: 77
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. SYBF.DE - 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 SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.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.


SYBR.DESYBF.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.27

-0.41

+0.14

Sortino ratio

Return per unit of downside risk

-0.30

-0.51

+0.20

Omega ratio

Gain probability vs. loss probability

0.96

0.94

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.24

-0.39

+0.15

Martin ratio

Return relative to average drawdown

-0.46

-0.65

+0.19

SYBR.DE vs. SYBF.DE - Sharpe Ratio Comparison

The current SYBR.DE Sharpe Ratio is -0.27, which is higher than the SYBF.DE Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of SYBR.DE and SYBF.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


SYBR.DESYBF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

-0.41

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.37

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.27

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.40

0.00

Correlation

The correlation between SYBR.DE and SYBF.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SYBR.DE vs. SYBF.DE - Dividend Comparison

SYBR.DE's dividend yield for the trailing twelve months is around 4.67%, more than SYBF.DE's 4.62% yield.


TTM20252024202320222021202020192018201720162015
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
4.67%5.03%4.55%5.85%2.62%2.24%2.89%3.01%2.78%3.41%1.21%0.00%
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.62%4.66%3.52%2.64%1.03%1.48%2.43%2.07%1.43%1.51%1.16%0.87%

Drawdowns

SYBR.DE vs. SYBF.DE - Drawdown Comparison

The maximum SYBR.DE drawdown since its inception was -15.02%, smaller than the maximum SYBF.DE drawdown of -16.13%. Use the drawdown chart below to compare losses from any high point for SYBR.DE and SYBF.DE.


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Drawdown Indicators


SYBR.DESYBF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.02%

-16.13%

+1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-6.67%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-9.61%

-11.75%

+2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-15.02%

-16.13%

+1.11%

Current Drawdown

Current decline from peak

-4.91%

-7.04%

+2.13%

Average Drawdown

Average peak-to-trough decline

-4.14%

-5.34%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.56%

-0.58%

Volatility

SYBR.DE vs. SYBF.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) is 1.69%, while SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) has a volatility of 1.96%. This indicates that SYBR.DE experiences smaller price fluctuations and is considered to be less risky than SYBF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBR.DESYBF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.96%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

3.91%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

7.13%

6.83%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

7.30%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.36%

7.36%

0.00%