PortfoliosLab logoPortfoliosLab logo
SYBS.DE vs. ECR3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBS.DE vs. ECR3.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 Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.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 0.57% return, which is significantly lower than ECR3.DE's 0.60% return.


SYBS.DE

1D
0.06%
1M
0.82%
YTD
0.57%
6M
1.20%
1Y
1.73%
3Y*
5.87%
5Y*
-0.97%
10Y*
0.83%

ECR3.DE

1D
0.04%
1M
0.24%
YTD
0.60%
6M
0.69%
1Y
1.99%
3Y*
3.72%
5Y*
1.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBS.DE vs. ECR3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SYBS.DE
SPDR Bloomberg Sterling Corporate Bond UCITS ETF
0.57%1.99%6.23%11.12%-23.36%4.01%2.32%-0.34%
ECR3.DE
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF
0.60%2.97%4.19%4.18%-3.69%-0.14%0.37%0.00%

Correlation

The correlation between SYBS.DE and ECR3.DE is 0.51, 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

0.51

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

0.53

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

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2019

0.39

The correlation between SYBS.DE and ECR3.DE shifts across timeframes, from 0.39 (all time) to 0.53 (3 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. ECR3.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: 1313
Overall Rank
SYBS.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SYBS.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SYBS.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SYBS.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SYBS.DE Martin Ratio Rank: 1515
Martin Ratio Rank

ECR3.DE
ECR3.DE Risk / Return Rank: 5656
Overall Rank
ECR3.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ECR3.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ECR3.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ECR3.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ECR3.DE Martin Ratio Rank: 5353
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. ECR3.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 Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.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.


SYBS.DEECR3.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

1.05

1.39

-0.34

Calmar ratioReturn relative to maximum drawdown

0.47

2.16

-1.69

Martin ratioReturn relative to average drawdown

1.16

8.95

-7.80

SYBS.DE vs. ECR3.DE - Sharpe Ratio Comparison

The current SYBS.DE Sharpe Ratio is 0.27, which is lower than the ECR3.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SYBS.DE and ECR3.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


SYBS.DEECR3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.79

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

1.12

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.80

-0.54

Drawdowns

SYBS.DE vs. ECR3.DE - Drawdown Comparison

The maximum SYBS.DE drawdown since its inception was -32.66%, which is greater than ECR3.DE's maximum drawdown of -5.04%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and ECR3.DE.


Loading charts...

Drawdown Indicators


SYBS.DEECR3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-5.04%

-27.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-0.88%

-3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-0.88%

-6.66%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-5.04%

-27.62%

Max Drawdown (10Y)

Largest decline over 10 years

-32.66%

Current Drawdown

Current decline from peak

-8.77%

-0.10%

-8.67%

Average Drawdown

Average peak-to-trough decline

-8.53%

-1.05%

-7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

0.21%

+1.39%

Volatility

SYBS.DE vs. ECR3.DE - Volatility Comparison

SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) has a higher volatility of 2.82% compared to Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) at 0.38%. This indicates that SYBS.DE's price experiences larger fluctuations and is considered to be riskier than ECR3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBS.DEECR3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

0.38%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

0.96%

+4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

1.06%

+5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.67%

1.39%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.89%

1.74%

+8.15%

SYBS.DE vs. ECR3.DE - Expense Ratio Comparison

SYBS.DE has a 0.20% expense ratio, which is higher than ECR3.DE's 0.12% 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

SYBS.DE vs. ECR3.DE - Dividend Comparison

SYBS.DE's dividend yield for the trailing twelve months is around 4.60%, while ECR3.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ECR3.DE
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBS.DE
SPDR Bloomberg Sterling Corporate Bond UCITS ETF
4.60%4.50%4.03%3.29%2.97%2.21%2.49%2.40%2.75%3.14%3.40%3.54%

Frequently Asked Questions


SYBS.DE and ECR3.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ECR3.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ECR3.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SYBS.DE.

SYBS.DE tracks Bloomberg Sterling Corporate Bond, while ECR3.DE tracks Bloomberg MSCI Euro Corporate ESG BB+ Sustainability SRI 0-3 Year. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for SYBS.DE and 0.12% for ECR3.DE.

Portfolio Optimizer

Find the right allocation for SYBS.DE and ECR3.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