SYBS.DE vs. IWDA.AS
SYBS.DE (SPDR Bloomberg Sterling Corporate Bond UCITS ETF) and IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SYBS.DE is a European Corporate Bonds fund tracking the Bloomberg Sterling Corporate Bond, while IWDA.AS is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, SYBS.DE returned 0.83%/yr vs 12.81%/yr for IWDA.AS. At a 0.25 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SYBS.DE vs. IWDA.AS - Performance Comparison
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Returns By Period
In the year-to-date period, SYBS.DE achieves a 0.57% return, which is significantly lower than IWDA.AS's 11.06% return. Over the past 10 years, SYBS.DE has underperformed IWDA.AS with an annualized return of 0.83%, while IWDA.AS has yielded a comparatively higher 12.81% annualized return.
SYBS.DE
- 1D
- 0.06%
- 1M
- 1.58%
- YTD
- 0.57%
- 6M
- 0.95%
- 1Y
- 1.85%
- 3Y*
- 5.87%
- 5Y*
- -0.97%
- 10Y*
- 0.83%
IWDA.AS
- 1D
- -0.03%
- 1M
- 4.79%
- YTD
- 11.06%
- 6M
- 11.31%
- 1Y
- 23.80%
- 3Y*
- 17.53%
- 5Y*
- 12.88%
- 10Y*
- 12.81%
SYBS.DE vs. IWDA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBS.DE SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 0.57% | 1.99% | 6.23% | 11.12% | -23.36% | 4.01% | 2.32% | 17.52% | -4.06% | 0.65% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 11.06% | 7.08% | 27.23% | 19.89% | -13.54% | 32.54% | 6.20% | 29.58% | -4.16% | 7.49% |
Correlation
The correlation between SYBS.DE and IWDA.AS is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 21, 2012 | 0.25 |
Over the past year, SYBS.DE and IWDA.AS have become more correlated (0.50) than their long-term average of 0.25, meaning their price movements have been converging.
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Return for Risk
SYBS.DE vs. IWDA.AS — Risk / Return Rank
SYBS.DE
IWDA.AS
SYBS.DE vs. IWDA.AS - 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 iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.DE | IWDA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.41 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 3.64 | -3.17 |
| Martin ratioReturn relative to average drawdown | 1.16 | 14.53 | -13.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYBS.DE | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 2.15 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.90 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.84 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.82 | -0.56 |
Drawdowns
SYBS.DE vs. IWDA.AS - Drawdown Comparison
The maximum SYBS.DE drawdown since its inception was -32.66%, roughly equal to the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and IWDA.AS.
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Drawdown Indicators
| SYBS.DE | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -33.63% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -6.45% | +2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -7.54% | -21.59% | +14.05% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -21.59% | -11.07% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | -33.63% | +0.97% |
Current DrawdownCurrent decline from peak | -8.77% | -0.34% | -8.43% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -4.25% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.63% | -0.03% |
Volatility
SYBS.DE vs. IWDA.AS - Volatility Comparison
SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) has a higher volatility of 2.82% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.62%. This indicates that SYBS.DE's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBS.DE | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 2.62% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 7.61% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 10.90% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.67% | 14.08% | -4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 14.99% | -5.10% |
SYBS.DE vs. IWDA.AS - Expense Ratio Comparison
Both SYBS.DE and IWDA.AS have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SYBS.DE vs. IWDA.AS - Dividend Comparison
SYBS.DE's dividend yield for the trailing twelve months is around 4.60%, while IWDA.AS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 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 IWDA.AS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SYBS.DE and IWDA.AS have the same expense ratio: 0.20% per year.
SYBS.DE is categorized as European Corporate Bonds, while IWDA.AS is Global Equities. SYBS.DE tracks Bloomberg Sterling Corporate Bond, while IWDA.AS tracks MSCI World Index. They also come from different issuers: State Street and iShares.
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