SYBS.DE vs. JREB.DE
SYBS.DE (SPDR Bloomberg Sterling Corporate Bond UCITS ETF) and JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - SYBS.DE tracks the Bloomberg Sterling Corporate Bond while JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, SYBS.DE returned -0.97%/yr vs 0.14%/yr for JREB.DE. A 0.60 correlation means they provide meaningful diversification when combined. SYBS.DE charges 0.20%/yr vs 0.04%/yr for JREB.DE.
Performance
SYBS.DE vs. JREB.DE - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with SYBS.DE at 0.57% and JREB.DE at 0.57%.
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%
JREB.DE
- 1D
- 0.06%
- 1M
- 0.73%
- YTD
- 0.57%
- 6M
- 0.42%
- 1Y
- 2.01%
- 3Y*
- 4.65%
- 5Y*
- 0.14%
- 10Y*
- —
SYBS.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.23% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.57% | 3.18% | 4.24% | 7.63% | -13.23% | -1.04% | 2.29% | 6.17% | 0.12% |
Correlation
The correlation between SYBS.DE and JREB.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.60 |
The correlation between SYBS.DE and JREB.DE has been stable across timeframes, ranging from 0.60 to 0.70 - a consistent structural relationship.
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Return for Risk
SYBS.DE vs. JREB.DE — Risk / Return Rank
SYBS.DE
JREB.DE
SYBS.DE vs. JREB.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 JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.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.DE | JREB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.13 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.71 | -0.23 |
| Martin ratioReturn relative to average drawdown | 1.16 | 2.52 | -1.36 |
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 | JREB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.63 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.03 | -0.13 |
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 | 0.23 | +0.04 |
Drawdowns
SYBS.DE vs. JREB.DE - Drawdown Comparison
The maximum SYBS.DE drawdown since its inception was -32.66%, which is greater than JREB.DE's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and JREB.DE.
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Drawdown Indicators
| SYBS.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -17.22% | -15.44% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -2.83% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -7.54% | -2.83% | -4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -17.22% | -15.44% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | — | — |
Current DrawdownCurrent decline from peak | -8.77% | -0.76% | -8.01% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -5.02% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 0.80% | +0.80% |
Volatility
SYBS.DE vs. JREB.DE - Volatility Comparison
SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) has a higher volatility of 2.82% compared to JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) at 1.16%. This indicates that SYBS.DE's price experiences larger fluctuations and is considered to be riskier than JREB.DE 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 | JREB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 1.16% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 2.85% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 3.17% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.67% | 4.39% | +5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 4.96% | +4.93% |
SYBS.DE vs. JREB.DE - Expense Ratio Comparison
SYBS.DE has a 0.20% expense ratio, which is higher than JREB.DE's 0.04% 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. JREB.DE - Dividend Comparison
SYBS.DE's dividend yield for the trailing twelve months is around 4.60%, while JREB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) 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 JREB.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for SYBS.DE.
SYBS.DE tracks Bloomberg Sterling Corporate Bond, while JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.20% for SYBS.DE and 0.04% for JREB.DE.
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