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

Performance

SYBR.DE vs. XZBU.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 Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYBR.DE achieves a 1.66% return, which is significantly higher than XZBU.DE's 1.33% 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%

XZBU.DE

1D
0.15%
1M
1.09%
YTD
1.33%
6M
0.54%
1Y
3.92%
3Y*
2.09%
5Y*
0.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
1.66%-3.96%10.21%5.72%-3.89%7.04%-2.23%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
1.33%-3.98%6.63%5.34%-13.42%6.21%-1.19%

Correlation

The correlation between SYBR.DE and XZBU.DE is 0.82, 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

0.82

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

0.81

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

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.81

The correlation between SYBR.DE and XZBU.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

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Return for Risk

SYBR.DE vs. XZBU.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

XZBU.DE
XZBU.DE Risk / Return Rank: 1919
Overall Rank
XZBU.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XZBU.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XZBU.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XZBU.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
XZBU.DE Martin Ratio Rank: 2020
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. XZBU.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 Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.DEXZBU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.11

1.10

+0.01

Calmar ratioReturn relative to maximum drawdown

1.02

0.91

+0.12

Martin ratioReturn relative to average drawdown

2.82

2.28

+0.53

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

The current SYBR.DE Sharpe Ratio is 0.61, which is comparable to the XZBU.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SYBR.DE and XZBU.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.


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Sharpe Ratios by Period


SYBR.DEXZBU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.55

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.07

+0.35

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

-0.01

+0.42

Drawdowns

SYBR.DE vs. XZBU.DE - Drawdown Comparison

The maximum SYBR.DE drawdown since its inception was -15.02%, smaller than the maximum XZBU.DE drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for SYBR.DE and XZBU.DE.


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Drawdown Indicators


SYBR.DEXZBU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.02%

-17.79%

+2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-3.73%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-9.61%

-12.28%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-9.61%

-17.79%

+8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-15.02%

Current Drawdown

Current decline from peak

-4.54%

-6.99%

+2.45%

Average Drawdown

Average peak-to-trough decline

-4.16%

-7.99%

+3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.48%

-0.34%

Volatility

SYBR.DE vs. XZBU.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) is 0.76%, while Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) has a volatility of 1.25%. This indicates that SYBR.DE experiences smaller price fluctuations and is considered to be less risky than XZBU.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.DEXZBU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

1.25%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

4.28%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.26%

6.18%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

9.15%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

8.95%

-1.63%

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

SYBR.DE has a 0.12% expense ratio, which is lower than XZBU.DE's 0.16% expense ratio. Despite the difference, 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. XZBU.DE - Dividend Comparison

SYBR.DE's dividend yield for the trailing twelve months is around 4.65%, while XZBU.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%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
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 XZBU.DE have a correlation of 0.82, 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 0.16% for XZBU.DE.

SYBR.DE tracks Bloomberg US Intermediate Corporate Bond, while XZBU.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.12% for SYBR.DE and 0.16% for XZBU.DE.

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