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SYBS.DE vs. SPPY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBS.DE vs. SPPY.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 State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE). 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 SPPY.DE's 11.08% 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%

SPPY.DE

1D
0.58%
1M
3.73%
YTD
11.08%
6M
11.08%
1Y
28.14%
3Y*
18.87%
5Y*
15.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBS.DE vs. SPPY.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%0.00%
SPPY.DE
State Street SPDR S&P 500 Leaders UCITS ETF
11.08%4.44%32.87%26.92%-14.47%41.09%8.04%4.57%

Correlation

The correlation between SYBS.DE and SPPY.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.33

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

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2019

0.25

The correlation between SYBS.DE and SPPY.DE shifts across timeframes, from 0.25 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SYBS.DE vs. SPPY.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

SPPY.DE
SPPY.DE Risk / Return Rank: 7878
Overall Rank
SPPY.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPPY.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPPY.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SPPY.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SPPY.DE Martin Ratio Rank: 8181
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. SPPY.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 State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.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.DESPPY.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.05

1.44

-0.39

Calmar ratioReturn relative to maximum drawdown

0.47

4.21

-3.74

Martin ratioReturn relative to average drawdown

1.16

16.03

-14.87

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

The current SYBS.DE Sharpe Ratio is 0.27, which is lower than the SPPY.DE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of SYBS.DE and SPPY.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.


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Sharpe Ratios by Period


SYBS.DESPPY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

2.43

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

1.00

-1.10

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

0.92

-0.65

Drawdowns

SYBS.DE vs. SPPY.DE - Drawdown Comparison

The maximum SYBS.DE drawdown since its inception was -32.66%, roughly equal to the maximum SPPY.DE drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and SPPY.DE.


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Drawdown Indicators


SYBS.DESPPY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-33.31%

+0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-6.71%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-23.82%

+16.28%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-23.82%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-32.66%

Current Drawdown

Current decline from peak

-8.77%

0.00%

-8.77%

Average Drawdown

Average peak-to-trough decline

-8.53%

-4.84%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.77%

-0.17%

Volatility

SYBS.DE vs. SPPY.DE - Volatility Comparison

SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) and State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) have volatilities of 2.82% and 2.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBS.DESPPY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.69%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

7.79%

-2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

11.62%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.67%

15.43%

-5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.89%

17.57%

-7.68%

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

SYBS.DE has a 0.20% expense ratio, which is higher than SPPY.DE's 0.10% 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. SPPY.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
SPPY.DE
State Street SPDR S&P 500 Leaders 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 SPPY.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPPY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPPY.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for SYBS.DE.

SYBS.DE is categorized as European Corporate Bonds, while SPPY.DE is S&P 500. SYBS.DE tracks Bloomberg Sterling Corporate Bond, while SPPY.DE tracks S&P 500 Scored & Screened Leaders Index. Their fees differ too: 0.20% for SYBS.DE and 0.10% for SPPY.DE.

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