PortfoliosLab logoPortfoliosLab logo
SYBR.DE vs. VUCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBR.DE vs. VUCE.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 Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with SYBR.DE having a 1.66% return and VUCE.DE slightly higher at 1.67%.


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%

VUCE.DE

1D
0.13%
1M
1.23%
YTD
1.67%
6M
1.00%
1Y
4.10%
3Y*
2.60%
5Y*
1.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%4.74%
VUCE.DE
Vanguard USD Corporate Bond UCITS ETF Accumulating
1.67%-4.17%8.58%4.45%-9.55%7.08%-0.48%6.52%

Correlation

The correlation between SYBR.DE and VUCE.DE is 0.89, 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

0.89

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

0.90

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2019

0.88

The correlation between SYBR.DE and VUCE.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SYBR.DE vs. VUCE.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: 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

VUCE.DE
VUCE.DE Risk / Return Rank: 2222
Overall Rank
VUCE.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VUCE.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
VUCE.DE Omega Ratio Rank: 1919
Omega Ratio Rank
VUCE.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUCE.DE Martin Ratio Rank: 2424
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. VUCE.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 Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.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.DEVUCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

1.02

1.16

-0.14

Martin ratioReturn relative to average drawdown

2.82

2.99

-0.17

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

The current SYBR.DE Sharpe Ratio is 0.61, which is comparable to the VUCE.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SYBR.DE and VUCE.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.


Loading charts...

Sharpe Ratios by Period


SYBR.DEVUCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.66

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.20

+0.23

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

0.22

+0.19

Drawdowns

SYBR.DE vs. VUCE.DE - Drawdown Comparison

The maximum SYBR.DE drawdown since its inception was -15.02%, which is greater than VUCE.DE's maximum drawdown of -13.02%. Use the drawdown chart below to compare losses from any high point for SYBR.DE and VUCE.DE.


Loading charts...

Drawdown Indicators


SYBR.DEVUCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.02%

-13.02%

-2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-3.24%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-9.61%

-11.15%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-9.61%

-12.75%

+3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-15.02%

Current Drawdown

Current decline from peak

-4.54%

-5.08%

+0.54%

Average Drawdown

Average peak-to-trough decline

-4.16%

-5.43%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.26%

-0.12%

Volatility

SYBR.DE vs. VUCE.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) is 0.76%, while Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) has a volatility of 0.91%. This indicates that SYBR.DE experiences smaller price fluctuations and is considered to be less risky than VUCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBR.DEVUCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.91%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

3.98%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

5.26%

5.71%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

8.02%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

8.36%

-1.04%

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

SYBR.DE has a 0.12% expense ratio, which is higher than VUCE.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

SYBR.DE vs. VUCE.DE - Dividend Comparison

SYBR.DE's dividend yield for the trailing twelve months is around 4.65%, while VUCE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
VUCE.DE
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SYBR.DE and VUCE.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUCE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUCE.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for SYBR.DE.

SYBR.DE tracks Bloomberg US Intermediate Corporate Bond, while VUCE.DE tracks Bloomberg Global Aggregate Corporate USD. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.12% for SYBR.DE and 0.09% for VUCE.DE.

Portfolio Optimizer

Find the right allocation for SYBR.DE and VUCE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer