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SYBS.DE vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBS.DE vs. IWDA.AS - 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 iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBS.DE vs. IWDA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IWDA.AS
IWDA.AS Risk / Return Rank: 7171
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6969
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7777
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. 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.DEIWDA.ASDifference
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

SYBS.DE vs. IWDA.AS - Sharpe Ratio Comparison

The current SYBS.DE Sharpe Ratio is 0.27, which is lower than the IWDA.AS Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SYBS.DE and IWDA.AS, 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


SYBS.DEIWDA.ASDifference

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.DEIWDA.ASDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.77%

-0.34%

-8.43%

Average Drawdown

Average peak-to-trough decline

-8.53%

-4.25%

-4.28%

Ulcer Index

Depth 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.DEIWDA.ASDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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