SYBS.DE vs. SPYM.DE
SYBS.DE (SPDR Bloomberg Sterling Corporate Bond UCITS ETF) and SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) are both exchange-traded funds - SYBS.DE is a European Corporate Bonds fund tracking the Bloomberg Sterling Corporate Bond, while SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, SYBS.DE returned 0.83%/yr vs 9.90%/yr for SPYM.DE. At a 0.20 correlation, their price movements are largely independent. SYBS.DE charges 0.20%/yr vs 0.18%/yr for SPYM.DE.
Performance
SYBS.DE vs. SPYM.DE - 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 SPYM.DE's 27.39% return. Over the past 10 years, SYBS.DE has underperformed SPYM.DE with an annualized return of 0.83%, while SPYM.DE has yielded a comparatively higher 9.90% annualized 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%
SPYM.DE
- 1D
- -1.63%
- 1M
- 3.70%
- YTD
- 27.39%
- 6M
- 27.92%
- 1Y
- 48.95%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
SYBS.DE vs. SPYM.DE - 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% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -11.26% | 19.74% |
Correlation
The correlation between SYBS.DE and SPYM.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 21, 2012 | 0.20 |
Over the past year, SYBS.DE and SPYM.DE have become more correlated (0.48) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
SYBS.DE vs. SPYM.DE — Risk / Return Rank
SYBS.DE
SPYM.DE
SYBS.DE vs. SPYM.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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.50 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 4.80 | -4.32 |
| Martin ratioReturn relative to average drawdown | 1.16 | 17.28 | -16.12 |
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 | SPYM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 2.79 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.50 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.54 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.34 | -0.07 |
Drawdowns
SYBS.DE vs. SPYM.DE - Drawdown Comparison
The maximum SYBS.DE drawdown since its inception was -32.66%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and SPYM.DE.
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Drawdown Indicators
| SYBS.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -36.28% | +3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -10.38% | +6.48% |
Max Drawdown (3Y)Largest decline over 3 years | -7.54% | -18.96% | +11.42% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -23.86% | -8.80% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | -31.69% | -0.97% |
Current DrawdownCurrent decline from peak | -8.77% | -2.74% | -6.03% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -9.95% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.89% | -1.29% |
Volatility
SYBS.DE vs. SPYM.DE - Volatility Comparison
The current volatility for SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) is 2.82%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that SYBS.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 7.34% | -4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 15.16% | -9.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 17.87% | -11.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.67% | 16.78% | -7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 18.40% | -8.51% |
SYBS.DE vs. SPYM.DE - Expense Ratio Comparison
SYBS.DE has a 0.20% expense ratio, which is higher than SPYM.DE's 0.18% 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. SPYM.DE - Dividend Comparison
SYBS.DE's dividend yield for the trailing twelve months is around 4.60%, while SPYM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets 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 SPYM.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SYBS.DE.
SYBS.DE is categorized as European Corporate Bonds, while SPYM.DE is Emerging Markets Equities. SYBS.DE tracks Bloomberg Sterling Corporate Bond, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.20% for SYBS.DE and 0.18% for SPYM.DE.
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