PortfoliosLab logoPortfoliosLab logo
SYBS.DE vs. COVR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBS.DE vs. COVR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) and PIMCO Covered Bond UCITS ETF Dist (COVR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SYBS.DE achieves a 2.27% return, which is significantly higher than COVR.DE's 0.53% return. Over the past 10 years, SYBS.DE has outperformed COVR.DE with an annualized return of 1.57%, while COVR.DE has yielded a comparatively lower 0.61% annualized return.


SYBS.DE

1D
0.13%
1M
1.74%
YTD
2.27%
6M
2.80%
1Y
3.56%
3Y*
6.45%
5Y*
-0.75%
10Y*
1.57%

COVR.DE

1D
0.02%
1M
0.61%
YTD
0.53%
6M
0.69%
1Y
1.33%
3Y*
3.83%
5Y*
-0.34%
10Y*
0.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBS.DE vs. COVR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBS.DE
SPDR Bloomberg Sterling Corporate Bond UCITS ETF
2.27%1.99%6.20%11.12%-23.36%4.01%2.32%17.50%-4.05%0.65%
COVR.DE
PIMCO Covered Bond UCITS ETF Dist
0.53%2.66%3.80%6.12%-12.86%-2.27%3.03%3.98%0.06%2.43%

Correlation

The correlation between SYBS.DE and COVR.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.61

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

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2013

0.42

The correlation between SYBS.DE and COVR.DE shifts across timeframes, from 0.42 (all time) to 0.62 (5 years), reflecting how their relationship changes across market environments.

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

SYBS.DE vs. COVR.DE — Risk / Return Rank

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

SYBS.DE
SYBS.DE Risk / Return Rank: 1717
Overall Rank
SYBS.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SYBS.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SYBS.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SYBS.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SYBS.DE Martin Ratio Rank: 2020
Martin Ratio Rank

COVR.DE
COVR.DE Risk / Return Rank: 1515
Overall Rank
COVR.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
COVR.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
COVR.DE Omega Ratio Rank: 1616
Omega Ratio Rank
COVR.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
COVR.DE Martin Ratio Rank: 1515
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.

SYBS.DE vs. COVR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) and PIMCO Covered Bond UCITS ETF Dist (COVR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SYBS.DECOVR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.09

1.10

0.00

Calmar ratioReturn relative to maximum drawdown

0.91

0.46

+0.45

Martin ratioReturn relative to average drawdown

2.21

1.26

+0.95

SYBS.DE vs. COVR.DE - Sharpe Ratio Comparison

The current SYBS.DE Sharpe Ratio is 0.51, which is comparable to the COVR.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SYBS.DE and COVR.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...

Drawdowns

SYBS.DE vs. COVR.DE - Drawdown Comparison

The maximum SYBS.DE drawdown since its inception was -32.65%, which is greater than COVR.DE's maximum drawdown of -16.37%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and COVR.DE.


Loading charts...

Drawdown Indicators


SYBS.DECOVR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.65%

-16.37%

-16.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-2.85%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-2.85%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-32.65%

-15.70%

-16.95%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

-16.37%

-16.28%

Current Drawdown

Current decline from peak

-7.25%

-3.48%

-3.77%

Average Drawdown

Average peak-to-trough decline

-8.21%

-3.82%

-4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.05%

+0.44%

Volatility

SYBS.DE vs. COVR.DE - Volatility Comparison

SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) has a higher volatility of 1.52% compared to PIMCO Covered Bond UCITS ETF Dist (COVR.DE) at 0.64%. This indicates that SYBS.DE's price experiences larger fluctuations and is considered to be riskier than COVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBS.DECOVR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.64%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

5.52%

2.11%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

2.49%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.54%

3.78%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.63%

2.98%

+6.65%

SYBS.DE vs. COVR.DE - Expense Ratio Comparison

SYBS.DE has a 0.20% expense ratio, which is lower than COVR.DE's 0.43% expense ratio.


Dividends

SYBS.DE vs. COVR.DE - Dividend Comparison

SYBS.DE's dividend yield for the trailing twelve months is around 4.53%, more than COVR.DE's 2.47% yield.


PositionTTM20252024202320222021202020192018201720162015
COVR.DE
PIMCO Covered Bond UCITS ETF Dist
2.47%2.43%1.66%0.56%0.00%0.00%0.42%1.20%0.78%0.57%0.74%0.86%
SYBS.DE
SPDR Bloomberg Sterling Corporate Bond UCITS ETF
4.53%4.50%4.01%3.29%2.96%2.21%2.49%2.40%2.75%3.14%3.40%3.54%

Frequently Asked Questions


SYBS.DE and COVR.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBS.DE is cheaper with a 0.20% expense ratio, compared with 0.43% for COVR.DE.

SYBS.DE tracks Bloomberg Sterling Corporate Bond, while COVR.DE tracks PIMCO Covered Bond. They also come from different issuers: State Street and PIMCO. Their fees differ too: 0.20% for SYBS.DE and 0.43% for COVR.DE.

Portfolio Optimizer

Find the right allocation for SYBS.DE and COVR.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